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ECOW vs. DFEVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ECOW vs. DFEVX

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and DFA Emerging Markets Value Portfolio (DFEVX).

ECOW is a passively managed fund by Pacer that tracks the performance of the Pacer Emerging Markets Cash Cows 100 Index. It was launched on May 2, 2019. DFEVX is managed by Dimensional. It was launched on Mar 31, 1998.

Performance

ECOW vs. DFEVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and DFA Emerging Markets Value Portfolio (DFEVX). The values are adjusted to include any dividend payments, if applicable.

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ECOW vs. DFEVX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ECOW
Pacer Emerging Markets Cash Cows 100 ETF		9.29%32.50%3.17%15.79%-19.28%7.47%-2.51%10.37%
DFEVX
DFA Emerging Markets Value Portfolio		1.99%29.50%6.17%16.50%-10.77%12.42%2.73%2.82%

Returns By Period

In the year-to-date period, ECOW achieves a 9.29% return, which is significantly higher than DFEVX's 1.99% return.

ECOW

1D
2.44%
1M
-4.14%
YTD
9.29%
6M
12.97%
1Y
37.65%
3Y*
18.71%
5Y*
6.93%
10Y*
—

DFEVX

1D
-0.68%
1M
-10.79%
YTD
1.99%
6M
7.06%
1Y
28.01%
3Y*
16.34%
5Y*
8.62%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Pacer Emerging Markets Cash Cows 100 ETF

DFA Emerging Markets Value Portfolio

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Often compared with DFEVX:
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ECOW vs. DFEVX - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is higher than DFEVX's 0.45% expense ratio.

ECOW
Pacer Emerging Markets Cash Cows 100 ETF
DFEVX
DFA Emerging Markets Value Portfolio

Return for Risk

ECOW vs. DFEVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ECOW
ECOW Risk / Return Rank: 9393
Overall Rank
ECOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ECOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ECOW Omega Ratio Rank: 9595
Omega Ratio Rank
ECOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
ECOW Martin Ratio Rank: 9494
Martin Ratio Rank
DFEVX
DFEVX Risk / Return Rank: 8787
Overall Rank
DFEVX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFEVX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DFEVX Omega Ratio Rank: 8787
Omega Ratio Rank
DFEVX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFEVX Martin Ratio Rank: 8383
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.

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.

ECOWDFEVXDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.90

+0.38

Sortino ratio

Return per unit of downside risk

2.87

2.42

+0.45

Omega ratio

Gain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratio

Return relative to maximum drawdown

2.85

2.20

+0.66

Martin ratio

Return relative to average drawdown

14.23

8.41

+5.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ECOW vs. DFEVX - Sharpe Ratio Comparison

The current ECOW Sharpe Ratio is 2.28, which is comparable to the DFEVX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ECOW and DFEVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ECOWDFEVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.90

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.64

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.48

-0.12

Correlation

The correlation between ECOW and DFEVX is 0.71, 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.

Dividends

ECOW vs. DFEVX - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 4.76%, more than DFEVX's 3.68% yield.

TTM20252024202320222021202020192018201720162015
ECOW
Pacer Emerging Markets Cash Cows 100 ETF		4.76%5.20%7.35%5.46%7.50%4.39%3.35%8.08%0.00%0.00%0.00%0.00%
DFEVX
DFA Emerging Markets Value Portfolio		3.68%3.80%4.68%4.39%4.44%3.82%2.47%2.47%2.49%2.45%1.99%2.55%

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

ECOWDFEVXDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-67.59%

+27.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-11.47%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-23.52%

-10.15%

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.53%

—

Current Drawdown

Current decline from peak

-4.82%

-11.35%

+6.53%

Average Drawdown

Average peak-to-trough decline

-11.29%

-16.58%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.00%

-0.37%

Volatility

ECOW vs. DFEVX - Volatility Comparison

Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a higher volatility of 7.25% compared to DFA Emerging Markets Value Portfolio (DFEVX) at 6.37%. This indicates that ECOW's price experiences larger fluctuations and is considered to be riskier 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

ECOWDFEVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

6.37%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

10.20%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

14.46%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

13.65%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

15.47%

+4.79%