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FUNL vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUNL vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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FUNL vs. GCOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FUNL
CornerCap Fundametrics Large-Cap ETF FUNL
5.66%14.62%15.55%14.33%-5.76%25.93%14.92%
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%5.49%14.58%13.27%

Returns By Period

In the year-to-date period, FUNL achieves a 5.66% return, which is significantly lower than GCOW's 13.21% return.


FUNL

1D
0.00%
1M
0.00%
YTD
5.66%
6M
9.20%
1Y
21.44%
3Y*
16.56%
5Y*
10.82%
10Y*

GCOW

1D
0.85%
1M
-1.84%
YTD
13.21%
6M
20.65%
1Y
31.30%
3Y*
16.89%
5Y*
13.65%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUNL vs. GCOW - Expense Ratio Comparison

FUNL has a 0.50% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Return for Risk

FUNL vs. GCOW — Risk / Return Rank

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

FUNL
FUNL Risk / Return Rank: 7373
Overall Rank
FUNL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FUNL Sortino Ratio Rank: 7474
Sortino Ratio Rank
FUNL Omega Ratio Rank: 8282
Omega Ratio Rank
FUNL Calmar Ratio Rank: 6060
Calmar Ratio Rank
FUNL Martin Ratio Rank: 7777
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9393
Overall Rank
GCOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9494
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9494
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.

FUNL vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) 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.


FUNLGCOWDifference

Sharpe ratio

Return per unit of total volatility

1.35

2.27

-0.92

Sortino ratio

Return per unit of downside risk

1.90

3.01

-1.10

Omega ratio

Gain probability vs. loss probability

1.33

1.44

-0.11

Calmar ratio

Return relative to maximum drawdown

1.56

2.77

-1.22

Martin ratio

Return relative to average drawdown

8.41

14.12

-5.71

FUNL vs. GCOW - Sharpe Ratio Comparison

The current FUNL Sharpe Ratio is 1.35, which is lower than the GCOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of FUNL and GCOW, 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


FUNLGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

2.27

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

1.02

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.60

+0.37

Correlation

The correlation between FUNL and GCOW is 0.72, 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

FUNL vs. GCOW - Dividend Comparison

FUNL's dividend yield for the trailing twelve months is around 2.25%, less than GCOW's 4.39% yield.


TTM2025202420232022202120202019201820172016
FUNL
CornerCap Fundametrics Large-Cap ETF FUNL
2.25%2.10%1.78%1.69%1.84%1.55%0.45%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
4.39%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Drawdowns

FUNL vs. GCOW - Drawdown Comparison

The maximum FUNL drawdown since its inception was -19.35%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for FUNL and GCOW.


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Drawdown Indicators


FUNLGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-19.35%

-37.64%

+18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-11.05%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-21.48%

+2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-0.12%

-1.84%

+1.72%

Average Drawdown

Average peak-to-trough decline

-3.64%

-5.90%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.17%

+0.20%

Volatility

FUNL vs. GCOW - Volatility Comparison

The current volatility for CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) is 0.12%, while Pacer Global Cash Cows Dividend ETF (GCOW) has a volatility of 4.03%. This indicates that FUNL experiences smaller price fluctuations and is considered to be less risky than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUNLGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

4.03%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

7.90%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

13.89%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

13.48%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

16.25%

-0.72%