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

Correlation

The correlation between GCOW and VXUS is 0.69, 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. VXUS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GCOW:

0.67

VXUS:

0.65

Sortino Ratio

GCOW:

1.09

VXUS:

1.06

Omega Ratio

GCOW:

1.15

VXUS:

1.14

Calmar Ratio

GCOW:

0.83

VXUS:

0.84

Martin Ratio

GCOW:

2.79

VXUS:

2.65

Ulcer Index

GCOW:

3.67%

VXUS:

4.29%

Daily Std Dev

GCOW:

13.77%

VXUS:

16.95%

Max Drawdown

GCOW:

-37.64%

VXUS:

-35.97%

Current Drawdown

GCOW:

-1.91%

VXUS:

0.00%

Returns By Period

In the year-to-date period, GCOW achieves a 9.62% return, which is significantly lower than VXUS's 11.89% return.


GCOW

YTD

9.62%

1M

6.31%

6M

8.33%

1Y

9.14%

5Y*

14.64%

10Y*

N/A

VXUS

YTD

11.89%

1M

9.51%

6M

10.03%

1Y

11.02%

5Y*

11.58%

10Y*

5.10%

*Annualized

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GCOW vs. VXUS - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is higher than VXUS's 0.07% expense ratio.


Risk-Adjusted Performance

GCOW vs. VXUS — 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 6767
Overall Rank
The Sharpe Ratio Rank of GCOW is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOW is 6464
Sortino Ratio Rank
The Omega Ratio Rank of GCOW is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GCOW is 7474
Calmar Ratio Rank
The Martin Ratio Rank of GCOW is 6868
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6565
Overall Rank
The Sharpe Ratio Rank of VXUS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6666
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Vanguard Total International Stock ETF (VXUS). 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 0.67, which is comparable to the VXUS Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GCOW and VXUS, 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. VXUS - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 3.93%, more than VXUS's 2.97% yield.


TTM20242023202220212020201920182017201620152014
GCOW
Pacer Global Cash Cows Dividend ETF
3.93%5.14%5.28%4.39%3.33%4.12%3.02%3.94%2.79%1.95%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.97%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

GCOW vs. VXUS - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for GCOW and VXUS. For additional features, visit the drawdowns tool.


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Volatility

GCOW vs. VXUS - Volatility Comparison

Pacer Global Cash Cows Dividend ETF (GCOW) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.31% and 3.37%, 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.


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