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COWZ vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COWZ vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Cash Cows 100 ETF (COWZ) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COWZ achieves a 6.93% return, which is significantly higher than VCR's -0.09% return.


COWZ

1D
0.82%
1M
1.75%
YTD
6.93%
6M
6.01%
1Y
19.20%
3Y*
13.01%
5Y*
10.13%
10Y*

VCR

1D
0.20%
1M
0.16%
YTD
-0.09%
6M
-1.17%
1Y
12.37%
3Y*
13.30%
5Y*
6.00%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COWZ vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COWZ
Pacer US Cash Cows 100 ETF
6.93%8.98%10.64%14.73%0.19%42.57%11.65%23.41%-10.05%20.22%
VCR
Vanguard Consumer Discretionary ETF
-0.09%5.77%24.27%40.38%-35.15%24.86%48.36%27.45%-2.31%22.82%

Correlation

The correlation between COWZ and VCR is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2016

0.70

The correlation between COWZ and VCR shifts across timeframes, from 0.57 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COWZ vs. VCR — Risk / Return Rank

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

COWZ
COWZ Risk / Return Rank: 6262
Overall Rank
COWZ Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 5959
Sortino Ratio Rank
COWZ Omega Ratio Rank: 5252
Omega Ratio Rank
COWZ Calmar Ratio Rank: 8080
Calmar Ratio Rank
COWZ Martin Ratio Rank: 6262
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 2020
Overall Rank
VCR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 2020
Sortino Ratio Rank
VCR Omega Ratio Rank: 1919
Omega Ratio Rank
VCR Calmar Ratio Rank: 1919
Calmar Ratio Rank
VCR Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COWZ vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Vanguard Consumer Discretionary ETF (VCR). 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.


COWZVCRDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.29

1.11

+0.17

Calmar ratioReturn relative to maximum drawdown

3.65

0.72

+2.93

Martin ratioReturn relative to average drawdown

9.73

2.21

+7.52

COWZ vs. VCR - Sharpe Ratio Comparison

The current COWZ Sharpe Ratio is 1.63, which is higher than the VCR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of COWZ and VCR, 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

COWZ vs. VCR - Drawdown Comparison

The maximum COWZ drawdown since its inception was -38.63%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for COWZ and VCR.


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Drawdown Indicators


COWZVCRDifference

Max Drawdown

Largest peak-to-trough decline

-38.63%

-61.54%

+22.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-15.59%

+10.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-27.36%

+5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-39.20%

+17.20%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

-2.05%

-4.64%

+2.59%

Average Drawdown

Average peak-to-trough decline

-4.80%

-9.39%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

5.05%

-3.17%

Volatility

COWZ vs. VCR - Volatility Comparison

The current volatility for Pacer US Cash Cows 100 ETF (COWZ) is 3.27%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.17%. This indicates that COWZ experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COWZVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

6.17%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

13.48%

-6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

18.62%

-7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

24.03%

-6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

22.43%

-2.52%

COWZ vs. VCR - Expense Ratio Comparison

COWZ has a 0.49% expense ratio, which is higher than VCR's 0.10% expense ratio.


Dividends

COWZ vs. VCR - Dividend Comparison

COWZ's dividend yield for the trailing twelve months is around 1.93%, more than VCR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
COWZ
Pacer US Cash Cows 100 ETF
1.93%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%
VCR
Vanguard Consumer Discretionary ETF
0.73%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%

Frequently Asked Questions


COWZ and VCR have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCR has higher volatility (6.17%) compared to COWZ (3.27%). In terms of maximum drawdown, COWZ dropped -38.63% vs VCR's -61.54%.

On 5-year performance, COWZ leads with 10.13% vs 6.00% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, COWZ has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COWZ has performed better with a 10.13% return vs 6.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCR is cheaper with a 0.10% expense ratio, compared with 0.49% for COWZ.

COWZ has the higher dividend yield at 1.93%, compared with 0.73% for VCR.

COWZ is categorized as Mid Cap Value Equities, while VCR is Consumer Discretionary Equities. COWZ tracks Pacer US Cash Cows 100 Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.49% for COWZ and 0.10% for VCR.

COWZ currently has the higher Sharpe Ratio (1.63 vs 0.60), 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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