HCMPX vs. COWG

Last updated Apr 1, 2026

Compare and contrast key facts about HCM Dividend Sector Plus Fund (HCMPX) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG).

HCMPX is managed by Howard Capital Management. It was launched on Mar 10, 2015. COWG is a passively managed fund by Pacer that tracks the performance of the Pacer US Large Cap Cash Cows Growth Leaders Index. It was launched on Dec 21, 2022.

Performance

HCMPX vs. COWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Dividend Sector Plus Fund (HCMPX) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). The values are adjusted to include any dividend payments, if applicable.

HCMPX vs. COWG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HCMPX HCM Dividend Sector Plus Fund	-5.93%	15.92%	43.56%	16.87%	0.27%
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF	-4.15%	10.24%	34.99%	20.69%	-0.68%

Returns By Period

In the year-to-date period, HCMPX achieves a -5.93% return, which is significantly lower than COWG's -4.15% return.

HCMPX

• 1D: -0.10%
• 1M: -7.28%
• YTD: -5.93%
• 6M: -3.57%
• 1Y: 19.80%
• 3Y*: 21.93%
• 5Y*: 12.23%
• 10Y*: 13.89%

COWG

• 1D: 2.89%
• 1M: -4.39%
• YTD: -4.15%
• 6M: -6.87%
• 1Y: 9.94%
• 3Y*: 18.40%
• 5Y*: —
• 10Y*: —

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

HCMPX vs. COWG - Expense Ratio Comparison

HCMPX has a 2.38% expense ratio, which is higher than COWG's 0.49% expense ratio.

HCMPX

HCM Dividend Sector Plus Fund

COWG

Pacer US Large Cap Cash Cows Growth Leaders ETF

Return for Risk

HCMPX vs. COWG — Risk / Return Rank

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

HCMPX

HCMPX Risk / Return Rank: 60
HCMPX Sharpe Ratio Rank: 61
HCMPX Sortino Ratio Rank: 60
HCMPX Omega Ratio Rank: 49
HCMPX Calmar Ratio Rank: 68
HCMPX Martin Ratio Rank: 61

COWG

COWG Risk / Return Rank: 29
COWG Sharpe Ratio Rank: 27
COWG Sortino Ratio Rank: 28
COWG Omega Ratio Rank: 28
COWG Calmar Ratio Rank: 32
COWG Martin Ratio Rank: 30

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.

HCMPX vs. COWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Dividend Sector Plus Fund (HCMPX) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). 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.

	HCMPX	COWG	Difference
Sharpe ratio Return per unit of total volatility	1.09	0.44	+0.65
Sortino ratio Return per unit of downside risk	1.55	0.78	+0.76
Omega ratio Gain probability vs. loss probability	1.20	1.11	+0.09
Calmar ratio Return relative to maximum drawdown	1.56	0.75	+0.82
Martin ratio Return relative to average drawdown	5.77	2.44	+3.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HCMPX vs. COWG - Sharpe Ratio Comparison

The current HCMPX Sharpe Ratio is 1.09, which is higher than the COWG Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of HCMPX and COWG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HCMPX	COWG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	0.44	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.93	-0.29

Correlation

The correlation between HCMPX and COWG is 0.86, 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

HCMPX vs. COWG - Dividend Comparison

HCMPX's dividend yield for the trailing twelve months is around 0.46%, more than COWG's 0.35% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HCMPX HCM Dividend Sector Plus Fund	0.46%	0.43%	29.52%	5.15%	8.57%	0.00%	0.00%	0.15%	12.87%	8.64%	4.18%	2.18%
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF	0.35%	0.32%	0.40%	0.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HCMPX vs. COWG - Drawdown Comparison

The maximum HCMPX drawdown since its inception was -28.88%, which is greater than COWG's maximum drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for HCMPX and COWG.

Drawdown Indicators

	HCMPX	COWG	Difference
Max Drawdown Largest peak-to-trough decline	-28.88%	-23.60%	-5.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.42%	-12.96%	+2.54%
Max Drawdown (5Y) Largest decline over 5 years	-26.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.88%	—	—
Current Drawdown Current decline from peak	-9.15%	-8.21%	-0.94%
Average Drawdown Average peak-to-trough decline	-8.04%	-3.35%	-4.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	3.96%	-1.14%

Volatility

HCMPX vs. COWG - Volatility Comparison

The current volatility for HCM Dividend Sector Plus Fund (HCMPX) is 5.73%, while Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) has a volatility of 6.09%. This indicates that HCMPX experiences smaller price fluctuations and is considered to be less risky than COWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HCMPX	COWG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.73%	6.09%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	13.95%	13.24%	+0.71%
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	22.50%	-4.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.66%	19.34%	+0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.21%	19.34%	+0.87%