PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLQH vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLQH vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ International Equity Hedged ETF (FLQH) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
10.69%
FLQH
COWZ

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

COWZ

YTD

16.97%

1M

3.83%

6M

10.68%

1Y

22.98%

5Y (annualized)

16.94%

10Y (annualized)

N/A

Key characteristics


FLQHCOWZ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLQH vs. COWZ - Expense Ratio Comparison

FLQH has a 0.40% expense ratio, which is lower than COWZ's 0.49% expense ratio.


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLQH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.6

The correlation between FLQH and COWZ is 0.59, 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

FLQH vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ International Equity Hedged ETF (FLQH) 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.


Sharpe ratio
The chart of Sharpe ratio for FLQH, currently valued at 1.23, compared to the broader market0.002.004.001.231.74
The chart of Sortino ratio for FLQH, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.0010.001.882.52
The chart of Omega ratio for FLQH, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.001.591.30
The chart of Calmar ratio for FLQH, currently valued at 1.60, compared to the broader market0.005.0010.0015.001.603.11
The chart of Martin ratio for FLQH, currently valued at 13.46, compared to the broader market0.0020.0040.0060.0080.00100.0013.467.36
FLQH
COWZ

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.23
1.74
FLQH
COWZ

Dividends

FLQH vs. COWZ - Dividend Comparison

FLQH has not paid dividends to shareholders, while COWZ's dividend yield for the trailing twelve months is around 1.82%.


TTM20232022202120202019201820172016
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.83%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%
COWZ
Pacer US Cash Cows 100 ETF
1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%

Drawdowns

FLQH vs. COWZ - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.50%
FLQH
COWZ

Volatility

FLQH vs. COWZ - Volatility Comparison

The current volatility for Franklin LibertyQ International Equity Hedged ETF (FLQH) is 0.00%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 3.90%. This indicates that FLQH 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember0
3.90%
FLQH
COWZ