ECOW vs. DFEVX
ECOW (Pacer Emerging Markets Cash Cows 100 ETF) and DFEVX (DFA Emerging Markets Value Portfolio) are both Emerging Markets Equities funds. Over the past 5 years, ECOW returned 7.26%/yr vs 10.75%/yr for DFEVX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. ECOW charges 0.70%/yr vs 0.45%/yr for DFEVX.
Performance
ECOW vs. DFEVX - Performance Comparison
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Returns By Period
In the year-to-date period, ECOW achieves a 13.04% return, which is significantly lower than DFEVX's 15.08% return.
ECOW
- 1D
- -0.60%
- 1M
- 3.22%
- 6M
- 5.35%
- YTD
- 13.04%
- 1Y
- 29.31%
- 3Y*
- 16.24%
- 5Y*
- 7.26%
- 10Y*
- —
- ALL TIME*
- 7.35%
DFEVX
- 1D
- 3.06%
- 1M
- -1.74%
- 6M
- 7.00%
- YTD
- 15.08%
- 1Y
- 29.77%
- 3Y*
- 16.88%
- 5Y*
- 10.75%
- 10Y*
- 9.60%
- ALL TIME*
- 9.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $617.95K | $706.50K | $1.39M |
ECOW vs. DFEVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 13.04% | 32.50% | 3.17% | 15.79% | -19.28% | 7.47% | -2.51% | 10.37% |
DFEVX DFA Emerging Markets Value Portfolio | 15.08% | 29.50% | 6.17% | 16.50% | -10.77% | 12.42% | 2.73% | 1.41% |
Correlation
The correlation between ECOW and DFEVX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 6, 2019 | 0.70 |
The correlation between ECOW and DFEVX shifts across timeframes, from 0.67 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ECOW vs. DFEVX — Risk / Return Rank
ECOW
DFEVX
ECOW vs. DFEVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and DFA Emerging Markets Value Portfolio (DFEVX). 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.
| ECOW | DFEVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.39 | +1.17 |
| Martin ratioReturn relative to average drawdown | 9.38 | 7.14 | +2.24 |
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Drawdowns
ECOW vs. DFEVX - Drawdown Comparison
The maximum ECOW drawdown since its inception was -40.27%, smaller than the maximum DFEVX drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for ECOW and DFEVX.
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Drawdown Indicators
| ECOW | DFEVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.27% | -67.59% | +27.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -11.35% | +3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -16.17% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -23.49% | -9.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.53% | — |
Current DrawdownCurrent decline from peak | -3.58% | -8.47% | +4.89% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -16.43% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.79% | -0.63% |
Volatility
ECOW vs. DFEVX - Volatility Comparison
The current volatility for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) is 3.51%, while DFA Emerging Markets Value Portfolio (DFEVX) has a volatility of 7.42%. This indicates that ECOW experiences smaller price fluctuations and is considered to be less risky than DFEVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECOW | DFEVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 7.42% | -3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 15.91% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 17.44% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 14.66% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 15.74% | +4.30% |
ECOW vs. DFEVX - Expense Ratio Comparison
ECOW has a 0.70% expense ratio, which is higher than DFEVX's 0.45% expense ratio.
Dividends
ECOW vs. DFEVX - Dividend Comparison
ECOW's dividend yield for the trailing twelve months is around 4.44%, more than DFEVX's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.27% | 3.80% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 2.47% | 2.49% | 2.45% | 1.99% | 2.55% |
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 4.44% | 5.20% | 7.35% | 5.46% | 7.50% | 4.39% | 3.35% | 8.08% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ECOW and DFEVX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFEVX has higher volatility (7.42%) compared to ECOW (3.51%). In terms of maximum drawdown, ECOW dropped -40.27% vs DFEVX's -67.59%.
ECOW currently has the higher Sharpe Ratio (2.02 vs 1.56), 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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