GCOW vs. LVDS

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer Global Cash Cows Dividend ETF (GCOW) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

GCOW and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GCOW is a passively managed fund by Pacer that tracks the performance of the Pacer Global Cash Cows Dividends Index. It was launched on Feb 23, 2016. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

GCOW vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Global Cash Cows Dividend ETF (GCOW) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

GCOW vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
GCOW Pacer Global Cash Cows Dividend ETF	12.89%	9.91%
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%

Returns By Period

In the year-to-date period, GCOW achieves a 12.89% return, which is significantly higher than LVDS's 1.98% return.

GCOW

• 1D: -0.28%
• 1M: -1.51%
• YTD: 12.89%
• 6M: 18.87%
• 1Y: 30.54%
• 3Y*: 16.78%
• 5Y*: 13.59%
• 10Y*: 10.17%

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOW vs. LVDS - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is higher than LVDS's 0.30% expense ratio.

GCOW

Pacer Global Cash Cows Dividend ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

GCOW vs. LVDS — Risk / Return Rank

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

GCOW

GCOW Risk / Return Rank: 92
GCOW Sharpe Ratio Rank: 93
GCOW Sortino Ratio Rank: 94
GCOW Omega Ratio Rank: 93
GCOW Calmar Ratio Rank: 87
GCOW Martin Ratio Rank: 93

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.

GCOW vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

	GCOW	LVDS	Difference
Sharpe ratio Return per unit of total volatility	2.21	—	—
Sortino ratio Return per unit of downside risk	2.94	—	—
Omega ratio Gain probability vs. loss probability	1.43	—	—
Calmar ratio Return relative to maximum drawdown	2.80	—	—
Martin ratio Return relative to average drawdown	14.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GCOW	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	1.30	-0.70

Correlation

The correlation between GCOW and LVDS is 0.60, 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.

Dividends

GCOW vs. LVDS - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 4.41%, less than LVDS's 8.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GCOW Pacer Global Cash Cows Dividend ETF	4.41%	4.06%	5.14%	5.28%	4.39%	4.23%	4.12%	4.40%	3.94%	2.79%	1.95%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GCOW vs. LVDS - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for GCOW and LVDS.

Drawdown Indicators

	GCOW	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-37.64%	-6.64%	-31.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.64%	—	—
Current Drawdown Current decline from peak	-2.11%	-4.86%	+2.75%
Average Drawdown Average peak-to-trough decline	-5.90%	-1.04%	-4.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	—	—

Volatility

Volatility by Period

	GCOW	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.89%	10.29%	+3.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.48%	10.29%	+3.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	10.29%	+5.95%