ECOW vs. DFEVX
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 Advisors 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 Fund Advisors LP. It was launched on Mar 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECOW or DFEVX.
Performance
ECOW vs. DFEVX - Performance Comparison
Returns By Period
In the year-to-date period, ECOW achieves a 6.04% return, which is significantly lower than DFEVX's 8.09% return.
ECOW
6.04%
-4.38%
-1.25%
12.08%
2.15%
N/A
DFEVX
8.09%
-3.52%
-0.39%
13.74%
6.63%
4.51%
Key characteristics
| ECOW | DFEVX | |
|---|---|---|
| Sharpe Ratio | 0.69 | 1.07 |
| Sortino Ratio | 1.07 | 1.48 |
| Omega Ratio | 1.13 | 1.20 |
| Calmar Ratio | 0.60 | 1.57 |
| Martin Ratio | 2.60 | 4.58 |
| Ulcer Index | 4.36% | 2.93% |
| Daily Std Dev | 16.51% | 12.49% |
| Max Drawdown | -40.27% | -67.59% |
| Current Drawdown | -9.56% | -7.28% |
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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.
Correlation
The correlation between ECOW and DFEVX is 0.70, 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.
Risk-Adjusted Performance
ECOW vs. DFEVX - Risk-Adjusted Performance 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.
Dividends
ECOW vs. DFEVX - Dividend Comparison
ECOW's dividend yield for the trailing twelve months is around 5.15%, more than DFEVX's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 5.15% | 5.46% | 7.50% | 4.39% | 3.35% | 8.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEVX DFA Emerging Markets Value Portfolio | 4.58% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% | 2.39% |
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. For additional features, visit the drawdowns tool.
Volatility
ECOW vs. DFEVX - Volatility Comparison
Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a higher volatility of 5.19% compared to DFA Emerging Markets Value Portfolio (DFEVX) at 3.90%. 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.