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CLCV vs. GCOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLCV vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Large Cap Value ETF (CLCV) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLCV achieves a 17.54% return, which is significantly higher than GCOW's 14.28% return.


CLCV

1D
0.02%
1M
3.25%
6M
14.09%
YTD
17.54%
1Y
27.54%
3Y*
5Y*
10Y*
ALL TIME*
22.95%

GCOW

1D
-0.22%
1M
5.16%
6M
3.37%
YTD
14.28%
1Y
25.93%
3Y*
16.41%
5Y*
13.24%
10Y*
9.79%
ALL TIME*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$188.33K$103.22K$79.20K
$12.61M$12.64M$12.26M

CLCV vs. GCOW - Yearly Performance Comparison


2026 (YTD)2025
CLCV
Crossmark Large Cap Value ETF
17.54%5.36%
GCOW
Pacer Global Cash Cows Dividend ETF
14.28%8.84%

Correlation

The correlation between CLCV and GCOW is 0.39, which is low. Their historical price movements had little consistent relationship.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.40

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Return for Risk

CLCV vs. GCOW — Risk / Return Rank

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

CLCV
CLCV Risk / Return Rank: 8787
Overall Rank
CLCV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CLCV Sortino Ratio Rank: 8787
Sortino Ratio Rank
CLCV Omega Ratio Rank: 8484
Omega Ratio Rank
CLCV Calmar Ratio Rank: 8989
Calmar Ratio Rank
CLCV Martin Ratio Rank: 8686
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 8484
Overall Rank
GCOW Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9191
Sortino Ratio Rank
GCOW Omega Ratio Rank: 8888
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8181
Calmar Ratio Rank
GCOW Martin Ratio Rank: 7373
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.

CLCV vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Large Cap Value ETF (CLCV) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


CLCVGCOWDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.03

Calmar ratioReturn relative to maximum drawdown

3.98

3.33

+0.66

Martin ratioReturn relative to average drawdown

13.99

10.27

+3.72

CLCV vs. GCOW - Sharpe Ratio Comparison

The current CLCV Sharpe Ratio is 2.31, which is comparable to the GCOW Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CLCV and GCOW, 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

CLCV vs. GCOW - Drawdown Comparison

The maximum CLCV drawdown since its inception was -6.94%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for CLCV and GCOW.


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Drawdown Indicators


CLCVGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-6.94%

-37.64%

+30.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-7.83%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

0.00%

-1.15%

+1.15%

Average Drawdown

Average peak-to-trough decline

-1.42%

-5.81%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.53%

-0.56%

Volatility

CLCV vs. GCOW - Volatility Comparison

Crossmark Large Cap Value ETF (CLCV) and Pacer Global Cash Cows Dividend ETF (GCOW) have volatilities of 3.09% and 2.98%, 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.


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Volatility by Period


CLCVGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

2.98%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

8.47%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

10.87%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.04%

13.54%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.04%

16.00%

-3.96%

CLCV vs. GCOW - Expense Ratio Comparison

CLCV has a 0.50% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Dividends

CLCV vs. GCOW - Dividend Comparison

CLCV's dividend yield for the trailing twelve months is around 0.34%, less than GCOW's 4.60% yield.


PositionTTM2025202420232022202120202019201820172016
CLCV
Crossmark Large Cap Value ETF
0.34%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
4.60%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Frequently Asked Questions


CLCV and GCOW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLCV has higher volatility (3.09%) compared to GCOW (2.98%). In terms of maximum drawdown, CLCV dropped -6.94% vs GCOW's -37.64%.

On 1-year performance, CLCV leads with 27.54% vs 25.93% for GCOW. On fees, CLCV is cheaper at 0.50% per year. On volatility, GCOW has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CLCV has performed better with a 27.54% return vs 25.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CLCV is cheaper with a 0.50% expense ratio, compared with 0.60% for GCOW.

GCOW has the higher dividend yield at 4.60%, compared with 0.34% for CLCV.

They also come from different issuers: Crossmark and Pacer. Their fees differ too: 0.50% for CLCV and 0.60% for GCOW.

GCOW currently has the higher Sharpe Ratio (2.40 vs 2.31), 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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