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

Correlation

The correlation between GCOW and VIGI is 0.77, 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.


-0.50.00.51.00.8

Performance

GCOW vs. VIGI - Performance Comparison

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

90.00%95.00%100.00%105.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
89.66%
90.22%
GCOW
VIGI

Key characteristics

Sharpe Ratio

GCOW:

0.41

VIGI:

0.50

Sortino Ratio

GCOW:

0.62

VIGI:

0.78

Omega Ratio

GCOW:

1.08

VIGI:

1.09

Calmar Ratio

GCOW:

0.49

VIGI:

0.60

Martin Ratio

GCOW:

1.63

VIGI:

1.83

Ulcer Index

GCOW:

2.67%

VIGI:

3.20%

Daily Std Dev

GCOW:

10.64%

VIGI:

11.61%

Max Drawdown

GCOW:

-37.64%

VIGI:

-31.01%

Current Drawdown

GCOW:

-8.13%

VIGI:

-9.79%

Returns By Period

In the year-to-date period, GCOW achieves a 2.26% return, which is significantly lower than VIGI's 2.65% return.


GCOW

YTD

2.26%

1M

-2.97%

6M

1.16%

1Y

2.83%

5Y*

6.19%

10Y*

N/A

VIGI

YTD

2.65%

1M

-2.09%

6M

0.42%

1Y

3.80%

5Y*

5.16%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GCOW vs. VIGI - Expense Ratio Comparison

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


GCOW
Pacer Global Cash Cows Dividend ETF
Expense ratio chart for GCOW: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

GCOW vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


Sharpe ratio
The chart of Sharpe ratio for GCOW, currently valued at 0.41, compared to the broader market0.002.004.000.410.50
The chart of Sortino ratio for GCOW, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.0010.000.620.78
The chart of Omega ratio for GCOW, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.09
The chart of Calmar ratio for GCOW, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.490.60
The chart of Martin ratio for GCOW, currently valued at 1.63, compared to the broader market0.0020.0040.0060.0080.00100.001.631.83
GCOW
VIGI

The current GCOW Sharpe Ratio is 0.41, which is comparable to the VIGI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of GCOW and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.41
0.50
GCOW
VIGI

Dividends

GCOW vs. VIGI - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 4.93%, more than VIGI's 1.93% yield.


TTM20232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
4.93%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%
VIGI
Vanguard International Dividend Appreciation ETF
1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

Drawdowns

GCOW vs. VIGI - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for GCOW and VIGI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.13%
-9.79%
GCOW
VIGI

Volatility

GCOW vs. VIGI - Volatility Comparison

Pacer Global Cash Cows Dividend ETF (GCOW) and Vanguard International Dividend Appreciation ETF (VIGI) have volatilities of 3.57% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
3.61%
GCOW
VIGI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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