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CALF vs. IJR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CALF vs. IJR - 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 iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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CALF vs. IJR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.28%2.33%-7.41%35.43%-15.20%40.68%16.55%18.18%-10.06%5.78%
IJR
iShares Core S&P Small-Cap ETF
3.60%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%10.16%

Returns By Period

In the year-to-date period, CALF achieves a 1.28% return, which is significantly lower than IJR's 3.60% return.


CALF

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

IJR

1D
2.85%
1M
-4.00%
YTD
3.60%
6M
5.26%
1Y
20.51%
3Y*
10.49%
5Y*
4.08%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CALF vs. IJR - Expense Ratio Comparison

CALF has a 0.59% expense ratio, which is higher than IJR's 0.06% expense ratio.


Return for Risk

CALF vs. IJR — 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

IJR
IJR Risk / Return Rank: 5858
Overall Rank
IJR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 5858
Sortino Ratio Rank
IJR Omega Ratio Rank: 5353
Omega Ratio Rank
IJR Calmar Ratio Rank: 6161
Calmar Ratio Rank
IJR Martin Ratio Rank: 6363
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. IJR - 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 iShares Core S&P Small-Cap ETF (IJR). 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.


CALFIJRDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.91

+0.04

Sortino ratio

Return per unit of downside risk

1.46

1.41

+0.04

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.32

1.43

-0.11

Martin ratio

Return relative to average drawdown

6.03

5.77

+0.25

CALF vs. IJR - Sharpe Ratio Comparison

The current CALF Sharpe Ratio is 0.95, which is comparable to the IJR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CALF and IJR, 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


CALFIJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.91

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.19

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.42

-0.09

Correlation

The correlation between CALF and IJR is 0.91, 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.


Dividends

CALF vs. IJR - Dividend Comparison

CALF's dividend yield for the trailing twelve months is around 1.43%, more than IJR's 1.29% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IJR
iShares Core S&P Small-Cap ETF
1.29%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%

Drawdowns

CALF vs. IJR - Drawdown Comparison

The maximum CALF drawdown since its inception was -47.58%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for CALF and IJR.


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Drawdown Indicators


CALFIJRDifference

Max Drawdown

Largest peak-to-trough decline

-47.58%

-58.15%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-14.85%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-34.22%

-28.02%

-6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

Current Drawdown

Current decline from peak

-6.40%

-5.73%

-0.67%

Average Drawdown

Average peak-to-trough decline

-10.92%

-9.34%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.66%

-0.06%

Volatility

CALF vs. IJR - Volatility Comparison

The current volatility for Pacer US Small Cap Cash Cows 100 ETF (CALF) is 4.25%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 6.27%. This indicates that CALF experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALFIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

6.27%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

12.98%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

22.66%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.68%

21.52%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.18%

22.91%

+3.27%