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HERD vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HERD and IVV is 0.59, 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.


-0.50.00.51.00.6

Performance

HERD vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Cash Cows Fund of Funds ETF (HERD) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
76.45%
125.14%
HERD
IVV

Key characteristics

Sharpe Ratio

HERD:

0.43

IVV:

2.25

Sortino Ratio

HERD:

0.71

IVV:

2.98

Omega Ratio

HERD:

1.09

IVV:

1.42

Calmar Ratio

HERD:

1.07

IVV:

3.32

Martin Ratio

HERD:

2.73

IVV:

14.68

Ulcer Index

HERD:

2.66%

IVV:

1.90%

Daily Std Dev

HERD:

16.73%

IVV:

12.43%

Max Drawdown

HERD:

-39.41%

IVV:

-55.25%

Current Drawdown

HERD:

-6.24%

IVV:

-2.52%

Returns By Period

In the year-to-date period, HERD achieves a 2.79% return, which is significantly lower than IVV's 25.92% return.


HERD

YTD

2.79%

1M

-3.20%

6M

2.49%

1Y

5.75%

5Y*

10.50%

10Y*

N/A

IVV

YTD

25.92%

1M

0.33%

6M

9.27%

1Y

26.64%

5Y*

14.77%

10Y*

13.05%

Compare stocks, funds, or ETFs

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


HERD vs. IVV - Expense Ratio Comparison

HERD has a 0.73% expense ratio, which is higher than IVV's 0.03% expense ratio.


HERD
Pacer Cash Cows Fund of Funds ETF
Expense ratio chart for HERD: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

HERD vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Cash Cows Fund of Funds ETF (HERD) and iShares Core S&P 500 ETF (IVV). 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 HERD, currently valued at 0.43, compared to the broader market0.002.004.000.432.25
The chart of Sortino ratio for HERD, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.000.712.98
The chart of Omega ratio for HERD, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.42
The chart of Calmar ratio for HERD, currently valued at 1.07, compared to the broader market0.005.0010.0015.001.073.32
The chart of Martin ratio for HERD, currently valued at 2.73, compared to the broader market0.0020.0040.0060.0080.00100.002.7314.68
HERD
IVV

The current HERD Sharpe Ratio is 0.43, which is lower than the IVV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of HERD and IVV, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.43
2.25
HERD
IVV

Dividends

HERD vs. IVV - Dividend Comparison

HERD's dividend yield for the trailing twelve months is around 2.55%, more than IVV's 1.29% yield.


TTM20232022202120202019201820172016201520142013
HERD
Pacer Cash Cows Fund of Funds ETF
2.55%2.53%2.50%2.02%1.96%1.69%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

HERD vs. IVV - Drawdown Comparison

The maximum HERD drawdown since its inception was -39.41%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for HERD and IVV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.24%
-2.52%
HERD
IVV

Volatility

HERD vs. IVV - Volatility Comparison

Pacer Cash Cows Fund of Funds ETF (HERD) has a higher volatility of 4.05% compared to iShares Core S&P 500 ETF (IVV) at 3.75%. This indicates that HERD's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.05%
3.75%
HERD
IVV
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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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