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

Correlation

The correlation between HERD and SCHD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

HERD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Cash Cows Fund of Funds ETF (HERD) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
-0.12%
14.49%
DJP
GLDM

Key characteristics

Sharpe Ratio

HERD:

-0.69

SCHD:

-0.07

Sortino Ratio

HERD:

-0.82

SCHD:

-0.00

Omega Ratio

HERD:

0.89

SCHD:

1.00

Calmar Ratio

HERD:

-0.71

SCHD:

-0.08

Martin Ratio

HERD:

-2.95

SCHD:

-0.29

Ulcer Index

HERD:

3.67%

SCHD:

3.36%

Daily Std Dev

HERD:

15.67%

SCHD:

13.82%

Max Drawdown

HERD:

-39.41%

SCHD:

-33.37%

Current Drawdown

HERD:

-15.30%

SCHD:

-12.81%

Returns By Period

In the year-to-date period, HERD achieves a -9.74% return, which is significantly lower than SCHD's -6.63% return.


HERD

YTD

-9.74%

1M

-10.00%

6M

-13.82%

1Y

-10.09%

5Y*

15.32%

10Y*

N/A

SCHD

YTD

-6.63%

1M

-9.06%

6M

-8.76%

1Y

0.03%

5Y*

15.34%

10Y*

10.29%

*Annualized

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. SCHD - Expense Ratio Comparison

HERD has a 0.73% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for HERD: current value is 0.73%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HERD: 0.73%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

HERD vs. SCHD — Risk-Adjusted Performance Rank

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

HERD
The Risk-Adjusted Performance Rank of HERD is 33
Overall Rank
The Sharpe Ratio Rank of HERD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of HERD is 55
Sortino Ratio Rank
The Omega Ratio Rank of HERD is 55
Omega Ratio Rank
The Calmar Ratio Rank of HERD is 22
Calmar Ratio Rank
The Martin Ratio Rank of HERD is 00
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2222
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2222
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.

HERD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Cash Cows Fund of Funds ETF (HERD) and Schwab US Dividend Equity ETF (SCHD). 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 chart of Sharpe ratio for DJP, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
DJP: 0.17
GLDM: 2.05
The chart of Sortino ratio for DJP, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.00
DJP: 0.34
GLDM: 2.68
The chart of Omega ratio for DJP, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
DJP: 1.04
GLDM: 1.35
The chart of Calmar ratio for DJP, currently valued at 0.09, compared to the broader market0.005.0010.0015.00
DJP: 0.09
GLDM: 3.95
The chart of Martin ratio for DJP, currently valued at 0.40, compared to the broader market0.0020.0040.0060.0080.00
DJP: 0.40
GLDM: 10.77

The current HERD Sharpe Ratio is -0.69, which is lower than the SCHD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of HERD and SCHD, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.17
2.05
DJP
GLDM

Dividends

HERD vs. SCHD - Dividend Comparison

HERD's dividend yield for the trailing twelve months is around 2.61%, less than SCHD's 4.11% yield.


Tickers have no history of dividend payments

Drawdowns

HERD vs. SCHD - Drawdown Comparison

The maximum HERD drawdown since its inception was -39.41%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HERD and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.07%
-2.81%
DJP
GLDM

Volatility

HERD vs. SCHD - Volatility Comparison

The current volatility for Pacer Cash Cows Fund of Funds ETF (HERD) is NaN%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of NaN%. This indicates that HERD experiences smaller price fluctuations and is considered to be less risky than SCHD 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%NovemberDecember2025FebruaryMarchApril
5.87%
4.24%
DJP
GLDM

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