COWZ vs. CALF
Compare and contrast key facts about Pacer US Cash Cows 100 ETF (COWZ) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
COWZ and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016. 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. Both COWZ and CALF 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: COWZ or CALF.
Performance
COWZ vs. CALF - Performance Comparison
Returns By Period
In the year-to-date period, COWZ achieves a 15.47% return, which is significantly higher than CALF's -2.96% return.
COWZ
15.47%
1.82%
8.43%
21.97%
16.65%
N/A
CALF
-2.96%
0.46%
0.71%
8.88%
14.26%
N/A
Key characteristics
| COWZ | CALF | |
|---|---|---|
| Sharpe Ratio | 1.58 | 0.37 |
| Sortino Ratio | 2.31 | 0.70 |
| Omega Ratio | 1.27 | 1.08 |
| Calmar Ratio | 2.82 | 0.56 |
| Martin Ratio | 6.67 | 1.27 |
| Ulcer Index | 3.20% | 6.12% |
| Daily Std Dev | 13.50% | 21.06% |
| Max Drawdown | -38.63% | -47.58% |
| Current Drawdown | -1.78% | -5.35% |
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COWZ vs. CALF - Expense Ratio Comparison
COWZ has a 0.49% expense ratio, which is lower than CALF's 0.59% expense ratio.
Correlation
The correlation between COWZ and CALF is 0.84, 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
COWZ vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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
COWZ vs. CALF - Dividend Comparison
COWZ's dividend yield for the trailing twelve months is around 1.84%, more than CALF's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
COWZ Pacer US Cash Cows 100 ETF | 1.84% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% |
Drawdowns
COWZ vs. CALF - Drawdown Comparison
The maximum COWZ drawdown since its inception was -38.63%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for COWZ and CALF. For additional features, visit the drawdowns tool.
Volatility
COWZ vs. CALF - Volatility Comparison
The current volatility for Pacer US Cash Cows 100 ETF (COWZ) is 3.93%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.40%. This indicates that COWZ experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.