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COWG vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COWG and SCHG is 0.90, 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.


Performance

COWG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

COWG:

1.19

SCHG:

0.50

Sortino Ratio

COWG:

1.71

SCHG:

0.86

Omega Ratio

COWG:

1.24

SCHG:

1.12

Calmar Ratio

COWG:

1.29

SCHG:

0.53

Martin Ratio

COWG:

4.41

SCHG:

1.78

Ulcer Index

COWG:

6.89%

SCHG:

7.00%

Daily Std Dev

COWG:

25.15%

SCHG:

24.88%

Max Drawdown

COWG:

-23.60%

SCHG:

-34.59%

Current Drawdown

COWG:

-8.01%

SCHG:

-10.70%

Returns By Period

In the year-to-date period, COWG achieves a 2.98% return, which is significantly higher than SCHG's -6.76% return.


COWG

YTD

2.98%

1M

13.88%

6M

0.93%

1Y

28.82%

5Y*

N/A

10Y*

N/A

SCHG

YTD

-6.76%

1M

8.57%

6M

-6.25%

1Y

12.24%

5Y*

17.79%

10Y*

15.33%

*Annualized

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COWG vs. SCHG - Expense Ratio Comparison

COWG has a 0.49% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Risk-Adjusted Performance

COWG vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COWG
The Risk-Adjusted Performance Rank of COWG is 8686
Overall Rank
The Sharpe Ratio Rank of COWG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of COWG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of COWG is 8787
Omega Ratio Rank
The Calmar Ratio Rank of COWG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of COWG is 8383
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COWG vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


The current COWG Sharpe Ratio is 1.19, which is higher than the SCHG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of COWG and SCHG, 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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Dividends

COWG vs. SCHG - Dividend Comparison

COWG's dividend yield for the trailing twelve months is around 0.33%, less than SCHG's 0.44% yield.


TTM20242023202220212020201920182017201620152014
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
0.33%0.40%0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

COWG vs. SCHG - Drawdown Comparison

The maximum COWG drawdown since its inception was -23.60%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for COWG and SCHG. For additional features, visit the drawdowns tool.


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Volatility

COWG vs. SCHG - Volatility Comparison

Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 8.36% and 8.21%, 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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