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FCVT vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCVT and COWZ is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FCVT vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SSI Strategic Convertible Securities ETF (FCVT) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
88.25%
148.52%
FCVT
COWZ

Key characteristics

Sharpe Ratio

FCVT:

0.78

COWZ:

-0.13

Sortino Ratio

FCVT:

1.12

COWZ:

-0.05

Omega Ratio

FCVT:

1.15

COWZ:

0.99

Calmar Ratio

FCVT:

0.39

COWZ:

-0.11

Martin Ratio

FCVT:

2.40

COWZ:

-0.36

Ulcer Index

FCVT:

4.35%

COWZ:

6.55%

Daily Std Dev

FCVT:

13.42%

COWZ:

18.93%

Max Drawdown

FCVT:

-35.29%

COWZ:

-38.63%

Current Drawdown

FCVT:

-18.94%

COWZ:

-13.60%

Returns By Period

In the year-to-date period, FCVT achieves a -1.91% return, which is significantly higher than COWZ's -6.54% return.


FCVT

YTD

-1.91%

1M

4.98%

6M

1.30%

1Y

9.32%

5Y*

7.90%

10Y*

N/A

COWZ

YTD

-6.54%

1M

1.39%

6M

-7.34%

1Y

-2.27%

5Y*

19.17%

10Y*

N/A

*Annualized

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FCVT vs. COWZ - Expense Ratio Comparison

FCVT has a 0.95% expense ratio, which is higher than COWZ's 0.49% expense ratio.


Expense ratio chart for FCVT: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCVT: 0.95%
Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%

Risk-Adjusted Performance

FCVT vs. COWZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCVT
The Risk-Adjusted Performance Rank of FCVT is 5959
Overall Rank
The Sharpe Ratio Rank of FCVT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FCVT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FCVT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FCVT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FCVT is 5858
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1111
Overall Rank
The Sharpe Ratio Rank of COWZ is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1111
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1111
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 1010
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCVT vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SSI Strategic Convertible Securities ETF (FCVT) 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.


The chart of Sharpe ratio for FCVT, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.00
FCVT: 0.78
COWZ: -0.13
The chart of Sortino ratio for FCVT, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.00
FCVT: 1.12
COWZ: -0.05
The chart of Omega ratio for FCVT, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
FCVT: 1.15
COWZ: 0.99
The chart of Calmar ratio for FCVT, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.00
FCVT: 0.39
COWZ: -0.11
The chart of Martin ratio for FCVT, currently valued at 2.40, compared to the broader market0.0020.0040.0060.00
FCVT: 2.40
COWZ: -0.36

The current FCVT Sharpe Ratio is 0.78, which is higher than the COWZ Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of FCVT and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.78
-0.13
FCVT
COWZ

Dividends

FCVT vs. COWZ - Dividend Comparison

FCVT's dividend yield for the trailing twelve months is around 1.85%, less than COWZ's 1.93% yield.


TTM2024202320222021202020192018201720162015
FCVT
First Trust SSI Strategic Convertible Securities ETF
1.85%1.30%1.76%3.71%17.70%1.72%1.60%1.85%2.18%1.88%0.59%
COWZ
Pacer US Cash Cows 100 ETF
1.93%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%

Drawdowns

FCVT vs. COWZ - Drawdown Comparison

The maximum FCVT drawdown since its inception was -35.29%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for FCVT and COWZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.94%
-13.60%
FCVT
COWZ

Volatility

FCVT vs. COWZ - Volatility Comparison

The current volatility for First Trust SSI Strategic Convertible Securities ETF (FCVT) is 7.53%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 13.20%. This indicates that FCVT 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.53%
13.20%
FCVT
COWZ