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BASV vs. GCOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BASV vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Value ETF (BASV) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BASV achieves a 7.19% return, which is significantly lower than GCOW's 12.18% return.


BASV

1D
-0.57%
1M
4.79%
YTD
7.19%
6M
7.99%
1Y
3Y*
5Y*
10Y*

GCOW

1D
-0.56%
1M
0.09%
YTD
12.18%
6M
13.23%
1Y
27.12%
3Y*
17.41%
5Y*
12.34%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BASV vs. GCOW - Yearly Performance Comparison


Correlation

The correlation between BASV and GCOW is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.51

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Return for Risk

BASV vs. GCOW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BASV

GCOW
GCOW Risk / Return Rank: 7979
Overall Rank
GCOW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 7979
Sortino Ratio Rank
GCOW Omega Ratio Rank: 7272
Omega Ratio Rank
GCOW Calmar Ratio Rank: 9090
Calmar Ratio Rank
GCOW Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BASV vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Value ETF (BASV) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BASV vs. GCOW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BASVGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.59

+0.82

Drawdowns

BASV vs. GCOW - Drawdown Comparison

The maximum BASV drawdown since its inception was -9.43%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for BASV and GCOW.


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Drawdown Indicators


BASVGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-37.64%

+28.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-0.57%

-2.73%

+2.16%

Average Drawdown

Average peak-to-trough decline

-1.72%

-5.84%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

BASV vs. GCOW - Volatility Comparison


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Volatility by Period


BASVGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

10.81%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

13.49%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

16.20%

-2.61%

BASV vs. GCOW - Expense Ratio Comparison

BASV has a 0.71% expense ratio, which is higher than GCOW's 0.60% expense ratio.


Dividends

BASV vs. GCOW - Dividend Comparison

BASV's dividend yield for the trailing twelve months is around 0.39%, less than GCOW's 4.43% yield.


PositionTTM2025202420232022202120202019201820172016
BASV
Brown Advisory Sustainable Value ETF
0.39%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
4.43%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Frequently Asked Questions


BASV and GCOW have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GCOW is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GCOW is cheaper with a 0.60% expense ratio, compared with 0.71% for BASV.

GCOW has the higher dividend yield at 4.43%, compared with 0.39% for BASV.

They also come from different issuers: Brown Advisory and Pacer. Their fees differ too: 0.71% for BASV and 0.60% for GCOW.

Portfolio Optimizer

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