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GCOW vs. MDISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCOW vs. MDISX - Performance Comparison

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

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GCOW vs. MDISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%5.49%14.58%-4.33%17.81%-7.99%20.71%
MDISX
Franklin Mutual Global Discovery Fund
-4.27%23.75%6.38%20.48%-4.73%19.60%-4.38%24.74%-10.86%7.22%

Returns By Period

In the year-to-date period, GCOW achieves a 13.21% return, which is significantly higher than MDISX's -4.27% return. Over the past 10 years, GCOW has outperformed MDISX with an annualized return of 10.20%, while MDISX has yielded a comparatively lower 8.27% annualized return.


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%

MDISX

1D
0.33%
1M
-9.67%
YTD
-4.27%
6M
-0.23%
1Y
9.11%
3Y*
12.91%
5Y*
9.45%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCOW vs. MDISX - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is lower than MDISX's 0.95% expense ratio.


Return for Risk

GCOW vs. MDISX — Risk / Return Rank

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

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

MDISX
MDISX Risk / Return Rank: 2323
Overall Rank
MDISX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MDISX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MDISX Omega Ratio Rank: 2323
Omega Ratio Rank
MDISX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MDISX Martin Ratio Rank: 2323
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.

GCOW vs. MDISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Franklin Mutual Global Discovery Fund (MDISX). 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.


GCOWMDISXDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.60

+1.67

Sortino ratio

Return per unit of downside risk

3.01

0.90

+2.11

Omega ratio

Gain probability vs. loss probability

1.44

1.13

+0.31

Calmar ratio

Return relative to maximum drawdown

2.77

0.65

+2.13

Martin ratio

Return relative to average drawdown

14.12

2.48

+11.64

GCOW vs. MDISX - Sharpe Ratio Comparison

The current GCOW Sharpe Ratio is 2.27, which is higher than the MDISX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GCOW and MDISX, 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


GCOWMDISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

0.60

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.61

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.49

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.80

-0.20

Correlation

The correlation between GCOW and MDISX is 0.82, 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

GCOW vs. MDISX - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 4.39%, less than MDISX's 11.02% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
MDISX
Franklin Mutual Global Discovery Fund
11.02%10.55%12.84%7.12%10.29%8.75%3.50%7.21%7.50%2.97%4.13%7.77%

Drawdowns

GCOW vs. MDISX - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, smaller than the maximum MDISX drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for GCOW and MDISX.


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Drawdown Indicators


GCOWMDISXDifference

Max Drawdown

Largest peak-to-trough decline

-37.64%

-40.15%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-11.96%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-21.57%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

-40.15%

+2.51%

Current Drawdown

Current decline from peak

-1.84%

-9.67%

+7.83%

Average Drawdown

Average peak-to-trough decline

-5.90%

-5.27%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

3.12%

-0.95%

Volatility

GCOW vs. MDISX - Volatility Comparison

The current volatility for Pacer Global Cash Cows Dividend ETF (GCOW) is 4.03%, while Franklin Mutual Global Discovery Fund (MDISX) has a volatility of 5.22%. This indicates that GCOW experiences smaller price fluctuations and is considered to be less risky than MDISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCOWMDISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

5.22%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

8.77%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

14.94%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

15.59%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

17.07%

-0.82%