CALF vs. VIOV
Compare and contrast key facts about Pacer US Small Cap Cash Cows 100 ETF (CALF) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
CALF and VIOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. Both CALF and VIOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CALF or VIOV.
Performance
CALF vs. VIOV - Performance Comparison
Returns By Period
In the year-to-date period, CALF achieves a -2.82% return, which is significantly lower than VIOV's 10.30% return.
CALF
-2.82%
-1.24%
0.54%
8.66%
14.07%
N/A
VIOV
10.30%
2.34%
11.16%
27.18%
9.41%
8.71%
Key characteristics
| CALF | VIOV | |
|---|---|---|
| Sharpe Ratio | 0.40 | 1.19 |
| Sortino Ratio | 0.75 | 1.81 |
| Omega Ratio | 1.08 | 1.22 |
| Calmar Ratio | 0.62 | 1.57 |
| Martin Ratio | 1.41 | 5.37 |
| Ulcer Index | 6.09% | 4.67% |
| Daily Std Dev | 21.17% | 21.13% |
| Max Drawdown | -47.58% | -47.36% |
| Current Drawdown | -5.21% | -4.39% |
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CALF vs. VIOV - Expense Ratio Comparison
CALF has a 0.59% expense ratio, which is higher than VIOV's 0.15% expense ratio.
Correlation
The correlation between CALF and VIOV is 0.92, 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
CALF vs. VIOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows 100 ETF (CALF) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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.
Dividends
CALF vs. VIOV - Dividend Comparison
CALF's dividend yield for the trailing twelve months is around 1.06%, less than VIOV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.06% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.22% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
CALF vs. VIOV - Drawdown Comparison
The maximum CALF drawdown since its inception was -47.58%, roughly equal to the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for CALF and VIOV. For additional features, visit the drawdowns tool.
Volatility
CALF vs. VIOV - Volatility Comparison
Pacer US Small Cap Cash Cows 100 ETF (CALF) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 7.67% and 7.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.