CIPMX vs. COWZ
CIPMX (Champlain Mid Cap Fund) and COWZ (Pacer US Cash Cows 100 ETF) are both funds - CIPMX is a Mid Cap Growth Equities fund managed by Champlain, while COWZ is a Mid Cap Value Equities fund tracking the Pacer US Cash Cows 100 Index. Over the past 5 years, CIPMX returned 1.38%/yr vs 10.98%/yr for COWZ. Their 0.73 correlation means they have sometimes moved together and sometimes differently. CIPMX charges 1.09%/yr vs 0.49%/yr for COWZ.
Performance
CIPMX vs. COWZ - Performance Comparison
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Returns By Period
In the year-to-date period, CIPMX achieves a 2.60% return, which is significantly lower than COWZ's 11.74% return.
CIPMX
- 1D
- -0.20%
- 1M
- -0.93%
- 6M
- 3.49%
- YTD
- 2.60%
- 1Y
- 3.44%
- 3Y*
- 6.74%
- 5Y*
- 1.38%
- 10Y*
- 9.77%
- ALL TIME*
- 9.83%
COWZ
- 1D
- 0.19%
- 1M
- 4.89%
- 6M
- 7.97%
- YTD
- 11.74%
- 1Y
- 23.82%
- 3Y*
- 11.64%
- 5Y*
- 10.98%
- 10Y*
- —
- ALL TIME*
- 12.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $65.11M | $58.70M | $60.07M |
CIPMX vs. COWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIPMX Champlain Mid Cap Fund | 2.60% | 1.44% | 13.94% | 15.40% | -26.53% | 24.48% | 29.03% | 26.27% | 3.41% | 13.62% |
COWZ Pacer US Cash Cows 100 ETF | 11.74% | 8.98% | 10.64% | 14.73% | 0.19% | 42.57% | 11.65% | 23.41% | -10.05% | 20.22% |
Correlation
The correlation between CIPMX and COWZ is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2016 | 0.73 |
The correlation between CIPMX and COWZ has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
CIPMX vs. COWZ — Risk / Return Rank
CIPMX
COWZ
CIPMX vs. COWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Champlain Mid Cap Fund (CIPMX) and Pacer US Cash Cows 100 ETF (COWZ). 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.
| CIPMX | COWZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.34 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.83 | -3.85 |
| Martin ratioReturn relative to average drawdown | -0.05 | 11.22 | -11.27 |
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Drawdowns
CIPMX vs. COWZ - Drawdown Comparison
The maximum CIPMX drawdown since its inception was -45.33%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for CIPMX and COWZ.
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Drawdown Indicators
| CIPMX | COWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.33% | -38.63% | -6.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -5.95% | -8.73% |
Max Drawdown (3Y)Largest decline over 3 years | -20.11% | -22.00% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -33.20% | -22.00% | -11.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.84% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | -1.40% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -4.77% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 2.03% | +3.72% |
Volatility
CIPMX vs. COWZ - Volatility Comparison
The current volatility for Champlain Mid Cap Fund (CIPMX) is 3.63%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 5.04%. This indicates that CIPMX experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIPMX | COWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.04% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 8.74% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.15% | 11.91% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 17.69% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 19.86% | -1.05% |
CIPMX vs. COWZ - Expense Ratio Comparison
CIPMX has a 1.09% expense ratio, which is higher than COWZ's 0.49% expense ratio.
Dividends
CIPMX vs. COWZ - Dividend Comparison
CIPMX's dividend yield for the trailing twelve months is around 17.71%, more than COWZ's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIPMX Champlain Mid Cap Fund | 17.71% | 18.17% | 15.31% | 0.30% | 1.44% | 10.24% | 4.62% | 4.06% | 6.70% | 0.00% | 4.28% | 8.32% |
COWZ Pacer US Cash Cows 100 ETF | 1.85% | 2.19% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% |
Frequently Asked Questions
CIPMX and COWZ have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COWZ has higher volatility (5.04%) compared to CIPMX (3.63%). In terms of maximum drawdown, CIPMX dropped -45.33% vs COWZ's -38.63%.
COWZ currently has the higher Sharpe Ratio (1.93 vs -0.02), 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.
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