PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVMV vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVMVCOWZ
YTD Return23.57%16.33%
1Y Return36.10%23.07%
Sharpe Ratio2.501.88
Sortino Ratio3.532.71
Omega Ratio1.441.32
Calmar Ratio4.773.39
Martin Ratio13.668.06
Ulcer Index2.99%3.19%
Daily Std Dev16.36%13.70%
Max Drawdown-8.56%-38.63%
Current Drawdown-1.21%-1.05%

Correlation

-0.50.00.51.00.9

The correlation between AVMV and COWZ is 0.90, 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.

Performance

AVMV vs. COWZ - Performance Comparison

In the year-to-date period, AVMV achieves a 23.57% return, which is significantly higher than COWZ's 16.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.14%
7.09%
AVMV
COWZ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AVMV vs. COWZ - Expense Ratio Comparison

AVMV has a 0.20% expense ratio, which is lower than COWZ's 0.49% expense ratio.


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for AVMV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

AVMV vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Value ETF (AVMV) 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.


AVMV
Sharpe ratio
The chart of Sharpe ratio for AVMV, currently valued at 2.50, compared to the broader market-2.000.002.004.002.50
Sortino ratio
The chart of Sortino ratio for AVMV, currently valued at 3.53, compared to the broader market-2.000.002.004.006.008.0010.0012.003.53
Omega ratio
The chart of Omega ratio for AVMV, currently valued at 1.44, compared to the broader market1.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for AVMV, currently valued at 4.77, compared to the broader market0.005.0010.0015.004.77
Martin ratio
The chart of Martin ratio for AVMV, currently valued at 13.66, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.66
COWZ
Sharpe ratio
The chart of Sharpe ratio for COWZ, currently valued at 1.88, compared to the broader market-2.000.002.004.001.88
Sortino ratio
The chart of Sortino ratio for COWZ, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.71
Omega ratio
The chart of Omega ratio for COWZ, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for COWZ, currently valued at 3.39, compared to the broader market0.005.0010.0015.003.39
Martin ratio
The chart of Martin ratio for COWZ, currently valued at 8.06, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.06

AVMV vs. COWZ - Sharpe Ratio Comparison

The current AVMV Sharpe Ratio is 2.50, which is higher than the COWZ Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of AVMV and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.902.002.102.202.302.402.5003 AM06 AM09 AM12 PM03 PM06 PM09 PMWed 13
2.50
1.88
AVMV
COWZ

Dividends

AVMV vs. COWZ - Dividend Comparison

AVMV's dividend yield for the trailing twelve months is around 1.03%, less than COWZ's 1.83% yield.


TTM20232022202120202019201820172016
AVMV
Avantis U.S. Mid Cap Value ETF
1.03%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.83%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%

Drawdowns

AVMV vs. COWZ - Drawdown Comparison

The maximum AVMV drawdown since its inception was -8.56%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for AVMV and COWZ. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.21%
-1.05%
AVMV
COWZ

Volatility

AVMV vs. COWZ - Volatility Comparison

Avantis U.S. Mid Cap Value ETF (AVMV) has a higher volatility of 5.95% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.97%. This indicates that AVMV's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.95%
3.97%
AVMV
COWZ