ESLV vs. GCOW
ESLV (Eventide Large Cap Value ETF) and GCOW (Pacer Global Cash Cows Dividend ETF) are both Large Cap Value Equities funds. ESLV is actively managed, while GCOW is passively managed. A 0.59 correlation means they provide meaningful diversification when combined. ESLV charges 0.39%/yr vs 0.60%/yr for GCOW.
Performance
ESLV vs. GCOW - Performance Comparison
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Returns By Period
In the year-to-date period, ESLV achieves a 13.95% return, which is significantly higher than GCOW's 8.94% return.
ESLV
- 1D
- 0.44%
- 1M
- 2.70%
- 6M
- 10.74%
- YTD
- 13.95%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GCOW
- 1D
- 0.57%
- 1M
- -3.37%
- 6M
- 7.30%
- YTD
- 8.94%
- 1Y
- 19.55%
- 3Y*
- 15.19%
- 5Y*
- 12.06%
- 10Y*
- 9.33%
ESLV vs. GCOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESLV Eventide Large Cap Value ETF | 13.95% | 1.96% |
GCOW Pacer Global Cash Cows Dividend ETF | 8.94% | 7.35% |
Correlation
The correlation between ESLV and GCOW is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.59 |
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Return for Risk
ESLV vs. GCOW — Risk / Return Rank
ESLV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GCOW
ESLV vs. GCOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide Large Cap Value ETF (ESLV) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.
| ESLV | GCOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.44 | — |
| Martin ratioReturn relative to average drawdown | — | 7.76 | — |
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Drawdowns
ESLV vs. GCOW - Drawdown Comparison
The maximum ESLV drawdown since its inception was -5.65%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for ESLV and GCOW.
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Drawdown Indicators
| ESLV | GCOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.65% | -37.64% | +31.99% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.83% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.64% | — |
Current DrawdownCurrent decline from peak | -0.28% | -5.54% | +5.26% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -5.83% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.46% | — |
Volatility
ESLV vs. GCOW - Volatility Comparison
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Volatility by Period
| ESLV | GCOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.61% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.76% | 11.15% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.76% | 13.52% | -3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 15.99% | -6.23% |
ESLV vs. GCOW - Expense Ratio Comparison
ESLV has a 0.39% expense ratio, which is lower than GCOW's 0.60% expense ratio.
Dividends
ESLV vs. GCOW - Dividend Comparison
ESLV's dividend yield for the trailing twelve months is around 0.91%, less than GCOW's 4.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESLV Eventide Large Cap Value ETF | 0.91% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GCOW Pacer Global Cash Cows Dividend ETF | 4.83% | 4.06% | 5.14% | 5.28% | 4.39% | 4.23% | 4.12% | 4.40% | 3.94% | 2.79% | 1.95% |
Frequently Asked Questions
ESLV and GCOW have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESLV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESLV is cheaper with a 0.39% expense ratio, compared with 0.60% for GCOW.
GCOW has the higher dividend yield at 4.83%, compared with 0.91% for ESLV.
They also come from different issuers: Eventide and Pacer. Their fees differ too: 0.39% for ESLV and 0.60% for GCOW.
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