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COWZ vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COWZ and VONG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

COWZ vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Cash Cows 100 ETF (COWZ) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
166.26%
315.39%
COWZ
VONG

Key characteristics

Sharpe Ratio

COWZ:

0.86

VONG:

2.15

Sortino Ratio

COWZ:

1.29

VONG:

2.77

Omega Ratio

COWZ:

1.15

VONG:

1.39

Calmar Ratio

COWZ:

1.35

VONG:

2.81

Martin Ratio

COWZ:

3.46

VONG:

11.01

Ulcer Index

COWZ:

3.37%

VONG:

3.35%

Daily Std Dev

COWZ:

13.65%

VONG:

17.17%

Max Drawdown

COWZ:

-38.63%

VONG:

-32.72%

Current Drawdown

COWZ:

-7.43%

VONG:

-2.62%

Returns By Period

In the year-to-date period, COWZ achieves a 10.79% return, which is significantly lower than VONG's 35.22% return.


COWZ

YTD

10.79%

1M

-4.05%

6M

4.13%

1Y

10.69%

5Y*

15.08%

10Y*

N/A

VONG

YTD

35.22%

1M

3.63%

6M

12.28%

1Y

35.39%

5Y*

19.34%

10Y*

16.75%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


COWZ vs. VONG - Expense Ratio Comparison

COWZ has a 0.49% expense ratio, which is higher than VONG's 0.08% expense ratio.


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

COWZ vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Vanguard Russell 1000 Growth ETF (VONG). 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.


Sharpe ratio
The chart of Sharpe ratio for COWZ, currently valued at 0.86, compared to the broader market0.002.004.000.862.15
The chart of Sortino ratio for COWZ, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.292.77
The chart of Omega ratio for COWZ, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.39
The chart of Calmar ratio for COWZ, currently valued at 1.35, compared to the broader market0.005.0010.0015.001.352.81
The chart of Martin ratio for COWZ, currently valued at 3.46, compared to the broader market0.0020.0040.0060.0080.00100.003.4611.01
COWZ
VONG

The current COWZ Sharpe Ratio is 0.86, which is lower than the VONG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of COWZ and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.86
2.15
COWZ
VONG

Dividends

COWZ vs. VONG - Dividend Comparison

COWZ's dividend yield for the trailing twelve months is around 1.92%, more than VONG's 0.41% yield.


TTM20232022202120202019201820172016201520142013
COWZ
Pacer US Cash Cows 100 ETF
1.92%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

COWZ vs. VONG - Drawdown Comparison

The maximum COWZ drawdown since its inception was -38.63%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for COWZ and VONG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.43%
-2.62%
COWZ
VONG

Volatility

COWZ vs. VONG - Volatility Comparison

The current volatility for Pacer US Cash Cows 100 ETF (COWZ) is 4.55%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 4.94%. This indicates that COWZ experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
4.94%
COWZ
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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