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GCOW vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCOW vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Global Cash Cows Dividend ETF (GCOW) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCOW achieves a 12.25% return, which is significantly higher than TFLO's 1.59% return. Over the past 10 years, GCOW has outperformed TFLO with an annualized return of 9.81%, while TFLO has yielded a comparatively lower 2.36% annualized return.


GCOW

1D
0.06%
1M
-0.57%
YTD
12.25%
6M
13.50%
1Y
27.54%
3Y*
17.57%
5Y*
12.36%
10Y*
9.81%

TFLO

1D
0.00%
1M
0.29%
YTD
1.59%
6M
1.92%
1Y
3.97%
3Y*
4.74%
5Y*
3.63%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOW vs. TFLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCOW
Pacer Global Cash Cows Dividend ETF
12.25%27.34%3.52%13.95%5.49%14.58%-4.33%17.81%-7.99%20.71%
TFLO
iShares Treasury Floating Rate Bond ETF
1.59%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%

Correlation

The correlation between GCOW and TFLO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

-0.06

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Return for Risk

GCOW vs. TFLO — Risk / Return Rank

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

GCOW
GCOW Risk / Return Rank: 8282
Overall Rank
GCOW Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 8383
Sortino Ratio Rank
GCOW Omega Ratio Rank: 7777
Omega Ratio Rank
GCOW Calmar Ratio Rank: 9191
Calmar Ratio Rank
GCOW Martin Ratio Rank: 7979
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
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. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.


GCOWTFLODifference
Sharpe ratioReturn per unit of total volatility

-11.53

Sortino ratioReturn per unit of downside risk

-47.18

Omega ratioGain probability vs. loss probability

1.45

13.94

-12.50

Calmar ratioReturn relative to maximum drawdown

5.80

201.22

-195.42

Martin ratioReturn relative to average drawdown

15.21

823.26

-808.05

GCOW vs. TFLO - Sharpe Ratio Comparison

The current GCOW Sharpe Ratio is 2.56, which is lower than the TFLO Sharpe Ratio of 14.09. The chart below compares the historical Sharpe Ratios of GCOW and TFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GCOWTFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

14.09

-11.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

10.30

-9.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

5.20

-4.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.99

-0.40

Drawdowns

GCOW vs. TFLO - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for GCOW and TFLO.


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Drawdown Indicators


GCOWTFLODifference

Max Drawdown

Largest peak-to-trough decline

-37.64%

-5.01%

-32.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-0.02%

-4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

-0.04%

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-0.13%

-21.35%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

-0.16%

-37.48%

Current Drawdown

Current decline from peak

-2.67%

0.00%

-2.67%

Average Drawdown

Average peak-to-trough decline

-5.84%

-0.10%

-5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.00%

+1.81%

Volatility

GCOW vs. TFLO - Volatility Comparison

Pacer Global Cash Cows Dividend ETF (GCOW) has a higher volatility of 2.75% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that GCOW's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCOWTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

0.07%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

0.20%

+7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

0.28%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

0.35%

+13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

0.46%

+15.74%

GCOW vs. TFLO - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is higher than TFLO's 0.15% expense ratio.


Dividends

GCOW vs. TFLO - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 5.39%, more than TFLO's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
GCOW
Pacer Global Cash Cows Dividend ETF
5.39%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


GCOW and TFLO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GCOW has higher volatility (2.75%) compared to TFLO (0.07%). In terms of maximum drawdown, GCOW dropped -37.64% vs TFLO's -5.01%.

On 10-year performance, GCOW leads with 9.81% vs 2.36% for TFLO. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GCOW has performed better with a 9.81% return vs 2.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO is cheaper with a 0.15% expense ratio, compared with 0.60% for GCOW.

GCOW has the higher dividend yield at 5.39%, compared with 3.90% for TFLO.

GCOW is categorized as Large Cap Value Equities, while TFLO is Government Bonds. GCOW tracks Pacer Global Cash Cows Dividends Index, while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.60% for GCOW and 0.15% for TFLO.

TFLO currently has the higher Sharpe Ratio (14.09 vs 2.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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