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AVMV vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AVMV vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Mid Cap Value ETF (AVMV) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.27%
7.17%
AVMV
COWZ

Returns By Period

In the year-to-date period, AVMV achieves a 23.08% return, which is significantly higher than COWZ's 15.32% return.


AVMV

YTD

23.08%

1M

3.21%

6M

12.16%

1Y

34.94%

5Y (annualized)

N/A

10Y (annualized)

N/A

COWZ

YTD

15.32%

1M

0.53%

6M

6.81%

1Y

21.41%

5Y (annualized)

16.77%

10Y (annualized)

N/A

Key characteristics


AVMVCOWZ
Sharpe Ratio2.281.70
Sortino Ratio3.222.46
Omega Ratio1.401.29
Calmar Ratio4.253.03
Martin Ratio12.167.18
Ulcer Index2.99%3.19%
Daily Std Dev15.97%13.51%
Max Drawdown-8.56%-38.63%
Current Drawdown-1.60%-1.91%

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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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for AVMV, currently valued at 2.28, compared to the broader market0.002.004.002.281.70
The chart of Sortino ratio for AVMV, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.0010.003.222.46
The chart of Omega ratio for AVMV, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.29
The chart of Calmar ratio for AVMV, currently valued at 4.25, compared to the broader market0.005.0010.0015.004.253.03
The chart of Martin ratio for AVMV, currently valued at 12.16, compared to the broader market0.0020.0040.0060.0080.00100.0012.167.18
AVMV
COWZ

The current AVMV Sharpe Ratio is 2.28, which is higher than the COWZ Sharpe Ratio of 1.70. 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 Ratio1.601.802.002.202.402.6012 PMWed 1312 PMThu 1412 PMFri 1512 PMSat 1612 PMNov 1712 PMMon 18
2.28
1.70
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 1.84% 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
1.84%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
-1.60%
-1.91%
AVMV
COWZ

Volatility

AVMV vs. COWZ - Volatility Comparison

Avantis U.S. Mid Cap Value ETF (AVMV) has a higher volatility of 5.92% compared to Pacer US Cash Cows 100 ETF (COWZ) at 4.11%. 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
5.92%
4.11%
AVMV
COWZ