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GCOW vs. AVDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GCOW and AVDE is 0.66, 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.


Performance

GCOW vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Global Cash Cows Dividend ETF (GCOW) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GCOW:

0.80

AVDE:

0.88

Sortino Ratio

GCOW:

1.02

AVDE:

1.21

Omega Ratio

GCOW:

1.14

AVDE:

1.17

Calmar Ratio

GCOW:

0.77

AVDE:

1.02

Martin Ratio

GCOW:

2.63

AVDE:

3.29

Ulcer Index

GCOW:

3.63%

AVDE:

4.16%

Daily Std Dev

GCOW:

13.89%

AVDE:

17.20%

Max Drawdown

GCOW:

-37.64%

AVDE:

-36.99%

Current Drawdown

GCOW:

-0.90%

AVDE:

-0.53%

Returns By Period

In the year-to-date period, GCOW achieves a 11.04% return, which is significantly lower than AVDE's 17.11% return.


GCOW

YTD

11.04%

1M

3.54%

6M

8.61%

1Y

11.06%

3Y*

8.25%

5Y*

14.24%

10Y*

N/A

AVDE

YTD

17.11%

1M

6.95%

6M

15.62%

1Y

15.00%

3Y*

11.52%

5Y*

13.67%

10Y*

N/A

*Annualized

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Avantis International Equity ETF

GCOW vs. AVDE - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is higher than AVDE's 0.23% expense ratio.


Risk-Adjusted Performance

GCOW vs. AVDE — Risk-Adjusted Performance Rank

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

GCOW
The Risk-Adjusted Performance Rank of GCOW is 7070
Overall Rank
The Sharpe Ratio Rank of GCOW is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOW is 6565
Sortino Ratio Rank
The Omega Ratio Rank of GCOW is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GCOW is 7575
Calmar Ratio Rank
The Martin Ratio Rank of GCOW is 6969
Martin Ratio Rank

AVDE
The Risk-Adjusted Performance Rank of AVDE is 7777
Overall Rank
The Sharpe Ratio Rank of AVDE is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7676
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.

GCOW vs. AVDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Avantis International Equity ETF (AVDE). 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 current GCOW Sharpe Ratio is 0.80, which is comparable to the AVDE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of GCOW and AVDE, 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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Dividends

GCOW vs. AVDE - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 3.88%, more than AVDE's 2.81% yield.


TTM202420232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
3.88%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%
AVDE
Avantis International Equity ETF
2.81%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%

Drawdowns

GCOW vs. AVDE - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, roughly equal to the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for GCOW and AVDE. For additional features, visit the drawdowns tool.


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Volatility

GCOW vs. AVDE - Volatility Comparison

Pacer Global Cash Cows Dividend ETF (GCOW) has a higher volatility of 3.10% compared to Avantis International Equity ETF (AVDE) at 2.73%. This indicates that GCOW's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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