DURPX vs. COWZ
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and Pacer US Cash Cows 100 ETF (COWZ).
DURPX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DURPX or COWZ.
Key characteristics
| DURPX | COWZ | |
|---|---|---|
| YTD Return | 24.82% | 17.56% |
| 1Y Return | 35.66% | 26.92% |
| 3Y Return (Ann) | 11.60% | 10.60% |
| 5Y Return (Ann) | 15.76% | 17.16% |
| Sharpe Ratio | 3.27 | 2.08 |
| Sortino Ratio | 4.59 | 2.98 |
| Omega Ratio | 1.61 | 1.36 |
| Calmar Ratio | 5.03 | 3.75 |
| Martin Ratio | 20.00 | 8.93 |
| Ulcer Index | 1.90% | 3.19% |
| Daily Std Dev | 11.50% | 13.69% |
| Max Drawdown | -31.02% | -38.63% |
| Current Drawdown | -0.16% | 0.00% |
Correlation
The correlation between DURPX and COWZ is 0.79, 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
DURPX vs. COWZ - Performance Comparison
In the year-to-date period, DURPX achieves a 24.82% return, which is significantly higher than COWZ's 17.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DURPX vs. COWZ - Expense Ratio Comparison
DURPX has a 0.23% expense ratio, which is lower than COWZ's 0.49% expense ratio.
Risk-Adjusted Performance
DURPX vs. COWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and Pacer US Cash Cows 100 ETF (COWZ). 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
DURPX vs. COWZ - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.18%, less than COWZ's 1.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | 1.18% | 1.49% | 1.63% | 1.19% | 1.35% | 1.36% | 1.70% | 0.77% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.81% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% |
Drawdowns
DURPX vs. COWZ - Drawdown Comparison
The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for DURPX and COWZ. For additional features, visit the drawdowns tool.
Volatility
DURPX vs. COWZ - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 3.36%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 3.94%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.