AVDVX vs. COWZ
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and Pacer US Cash Cows 100 ETF (COWZ).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDVX or COWZ.
Performance
AVDVX vs. COWZ - Performance Comparison
Returns By Period
In the year-to-date period, AVDVX achieves a 8.16% return, which is significantly lower than COWZ's 15.32% return.
AVDVX
8.16%
-3.93%
-0.70%
16.26%
N/A
N/A
COWZ
15.32%
0.53%
6.81%
21.41%
16.77%
N/A
Key characteristics
| AVDVX | COWZ | |
|---|---|---|
| Sharpe Ratio | 1.29 | 1.70 |
| Sortino Ratio | 1.80 | 2.46 |
| Omega Ratio | 1.23 | 1.29 |
| Calmar Ratio | 2.23 | 3.03 |
| Martin Ratio | 6.81 | 7.18 |
| Ulcer Index | 2.68% | 3.19% |
| Daily Std Dev | 14.05% | 13.51% |
| Max Drawdown | -43.06% | -38.63% |
| Current Drawdown | -6.33% | -1.91% |
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AVDVX vs. COWZ - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is lower than COWZ's 0.49% expense ratio.
Correlation
The correlation between AVDVX and COWZ is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AVDVX vs. COWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Pacer US Cash Cows 100 ETF (COWZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AVDVX vs. COWZ - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 3.25%, more than COWZ's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 3.25% | 3.52% | 3.33% | 2.46% | 1.35% | 0.39% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.84% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% |
Drawdowns
AVDVX vs. COWZ - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for AVDVX and COWZ. For additional features, visit the drawdowns tool.
Volatility
AVDVX vs. COWZ - Volatility Comparison
Avantis International Small Cap Value Fund (AVDVX) and Pacer US Cash Cows 100 ETF (COWZ) have volatilities of 3.99% and 4.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.