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CALF vs. COWG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CALF vs. COWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Small Cap Cash Cows 100 ETF (CALF) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). The values are adjusted to include any dividend payments, if applicable.

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CALF vs. COWG - Yearly Performance Comparison


2026 (YTD)2025202420232022
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.28%2.33%-7.41%35.43%-0.00%
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
-4.15%10.24%34.99%20.69%-0.68%

Returns By Period

In the year-to-date period, CALF achieves a 1.28% return, which is significantly higher than COWG's -4.15% return.


CALF

1D
1.93%
1M
-2.56%
YTD
1.28%
6M
3.41%
1Y
21.42%
3Y*
6.95%
5Y*
3.17%
10Y*

COWG

1D
2.89%
1M
-4.39%
YTD
-4.15%
6M
-6.87%
1Y
9.94%
3Y*
18.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CALF vs. COWG - Expense Ratio Comparison

CALF has a 0.59% expense ratio, which is higher than COWG's 0.49% expense ratio.


Return for Risk

CALF vs. COWG — Risk / Return Rank

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

CALF
CALF Risk / Return Rank: 5959
Overall Rank
CALF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CALF Sortino Ratio Rank: 5959
Sortino Ratio Rank
CALF Omega Ratio Rank: 6060
Omega Ratio Rank
CALF Calmar Ratio Rank: 5656
Calmar Ratio Rank
CALF Martin Ratio Rank: 6464
Martin Ratio Rank

COWG
COWG Risk / Return Rank: 2929
Overall Rank
COWG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
COWG Sortino Ratio Rank: 2828
Sortino Ratio Rank
COWG Omega Ratio Rank: 2828
Omega Ratio Rank
COWG Calmar Ratio Rank: 3232
Calmar Ratio Rank
COWG Martin Ratio Rank: 3030
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.

CALF vs. COWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows 100 ETF (CALF) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). 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.


CALFCOWGDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.44

+0.51

Sortino ratio

Return per unit of downside risk

1.46

0.78

+0.68

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.11

Calmar ratio

Return relative to maximum drawdown

1.32

0.75

+0.57

Martin ratio

Return relative to average drawdown

6.03

2.44

+3.59

CALF vs. COWG - Sharpe Ratio Comparison

The current CALF Sharpe Ratio is 0.95, which is higher than the COWG Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CALF and COWG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CALFCOWGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.44

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.93

-0.61

Correlation

The correlation between CALF and COWG is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CALF vs. COWG - Dividend Comparison

CALF's dividend yield for the trailing twelve months is around 1.43%, more than COWG's 0.35% yield.


TTM202520242023202220212020201920182017
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.43%1.43%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
0.35%0.32%0.40%0.47%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CALF vs. COWG - Drawdown Comparison

The maximum CALF drawdown since its inception was -47.58%, which is greater than COWG's maximum drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for CALF and COWG.


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Drawdown Indicators


CALFCOWGDifference

Max Drawdown

Largest peak-to-trough decline

-47.58%

-23.60%

-23.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-12.96%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-34.22%

Current Drawdown

Current decline from peak

-6.40%

-8.21%

+1.81%

Average Drawdown

Average peak-to-trough decline

-10.92%

-3.35%

-7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.96%

-0.36%

Volatility

CALF vs. COWG - Volatility Comparison

The current volatility for Pacer US Small Cap Cash Cows 100 ETF (CALF) is 4.25%, while Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) has a volatility of 6.09%. This indicates that CALF experiences smaller price fluctuations and is considered to be less risky than COWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALFCOWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

6.09%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

13.24%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

22.50%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.68%

19.34%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.18%

19.34%

+6.84%