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CALF vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CALF vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Small Cap Cash Cows ETF (CALF) and Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CALF achieves a 22.50% return, which is significantly higher than FLRT's 2.39% return.


CALF

1D
-0.40%
1M
4.89%
6M
19.77%
YTD
22.50%
1Y
39.59%
3Y*
8.57%
5Y*
6.29%
10Y*
ALL TIME*
10.37%

FLRT

1D
0.06%
1M
0.38%
6M
2.08%
YTD
2.39%
1Y
5.09%
3Y*
7.87%
5Y*
6.08%
10Y*
4.83%
ALL TIME*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$20.38M$24.48M$25.33M
$4.88M$4.59M$4.78M

CALF vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CALF
Pacer US Small Cap Cash Cows ETF
22.50%2.33%-7.41%35.43%-15.20%40.68%16.55%18.18%-10.06%5.78%
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
2.39%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.32%

Correlation

The correlation between CALF and FLRT is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2017

0.19

The correlation between CALF and FLRT shifts across timeframes, from 0.19 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CALF vs. FLRT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CALF
CALF Risk / Return Rank: 9292
Overall Rank
CALF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CALF Sortino Ratio Rank: 9292
Sortino Ratio Rank
CALF Omega Ratio Rank: 8989
Omega Ratio Rank
CALF Calmar Ratio Rank: 9696
Calmar Ratio Rank
CALF Martin Ratio Rank: 9494
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 9191
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8181
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CALF vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows ETF (CALF) and Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CALFFLRTDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.40

1.76

-0.36

Calmar ratioReturn relative to maximum drawdown

6.13

2.89

+3.24

Martin ratioReturn relative to average drawdown

17.68

10.59

+7.10

CALF vs. FLRT - Sharpe Ratio Comparison

The current CALF Sharpe Ratio is 2.30, which is lower than the FLRT Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of CALF and FLRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CALF vs. FLRT - Drawdown Comparison

The maximum CALF drawdown since its inception was -47.58%, which is greater than FLRT's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for CALF and FLRT.


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Drawdown Indicators


CALFFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-47.58%

-20.96%

-26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-1.78%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-34.22%

-2.87%

-31.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.22%

-7.60%

-26.62%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-1.88%

0.00%

-1.88%

Average Drawdown

Average peak-to-trough decline

-10.57%

-1.39%

-9.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

0.48%

+1.61%

Volatility

CALF vs. FLRT - Volatility Comparison

Pacer US Small Cap Cash Cows ETF (CALF) has a higher volatility of 5.09% compared to Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) at 0.29%. This indicates that CALF's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALFFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

0.29%

+4.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

1.19%

+10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

1.49%

+14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.23%

2.30%

+20.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.89%

6.09%

+19.80%

CALF vs. FLRT - Expense Ratio Comparison

CALF has a 0.59% expense ratio, which is lower than FLRT's 0.60% expense ratio.


Dividends

CALF vs. FLRT - Dividend Comparison

CALF's dividend yield for the trailing twelve months is around 1.12%, less than FLRT's 6.72% yield.


PositionTTM20252024202320222021202020192018201720162015
CALF
Pacer US Small Cap Cash Cows ETF
1.12%1.43%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
6.72%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Frequently Asked Questions


CALF and FLRT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CALF has higher volatility (5.09%) compared to FLRT (0.29%). In terms of maximum drawdown, CALF dropped -47.58% vs FLRT's -20.96%.

On 5-year performance, CALF leads with 6.29% vs 6.08% for FLRT. On fees, CALF is cheaper at 0.59% per year. On volatility, FLRT has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CALF has performed better with a 6.29% return vs 6.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CALF is cheaper with a 0.59% expense ratio, compared with 0.60% for FLRT.

FLRT has the higher dividend yield at 6.72%, compared with 1.12% for CALF.

CALF is categorized as Small Cap Value Equities, while FLRT is Bank Loan. Their fees differ too: 0.59% for CALF and 0.60% for FLRT.

FLRT currently has the higher Sharpe Ratio (3.45 vs 2.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CALF and FLRT

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