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ICOW vs. CALF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICOW vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Developed Markets International Cash Cows 100 ETF (ICOW) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

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ICOW vs. CALF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
9.82%36.95%-2.59%18.94%-7.98%11.52%7.20%17.91%-16.09%16.98%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.28%2.33%-7.41%35.43%-15.20%40.68%16.55%18.18%-10.06%5.78%

Returns By Period

In the year-to-date period, ICOW achieves a 9.82% return, which is significantly higher than CALF's 1.28% return.


ICOW

1D
2.29%
1M
-5.12%
YTD
9.82%
6M
18.13%
1Y
38.68%
3Y*
17.01%
5Y*
10.19%
10Y*

CALF

1D
1.93%
1M
-2.56%
YTD
1.28%
6M
3.41%
1Y
21.42%
3Y*
6.95%
5Y*
3.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICOW vs. CALF - Expense Ratio Comparison

ICOW has a 0.65% expense ratio, which is higher than CALF's 0.59% expense ratio.


Return for Risk

ICOW vs. CALF — Risk / Return Rank

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

ICOW
ICOW Risk / Return Rank: 9494
Overall Rank
ICOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICOW Omega Ratio Rank: 9595
Omega Ratio Rank
ICOW Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICOW Martin Ratio Rank: 9494
Martin Ratio Rank

CALF
CALF Risk / Return Rank: 5959
Overall Rank
CALF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CALF Sortino Ratio Rank: 5959
Sortino Ratio Rank
CALF Omega Ratio Rank: 6060
Omega Ratio Rank
CALF Calmar Ratio Rank: 5656
Calmar Ratio Rank
CALF Martin Ratio Rank: 6464
Martin Ratio Rank
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.

ICOW vs. CALF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Developed Markets International Cash Cows 100 ETF (ICOW) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


ICOWCALFDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.95

+1.32

Sortino ratio

Return per unit of downside risk

2.92

1.46

+1.47

Omega ratio

Gain probability vs. loss probability

1.45

1.21

+0.24

Calmar ratio

Return relative to maximum drawdown

3.08

1.32

+1.76

Martin ratio

Return relative to average drawdown

14.46

6.03

+8.43

ICOW vs. CALF - Sharpe Ratio Comparison

The current ICOW Sharpe Ratio is 2.27, which is higher than the CALF Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ICOW and CALF, 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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Sharpe Ratios by Period


ICOWCALFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

0.95

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.13

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.32

+0.19

Correlation

The correlation between ICOW and CALF is 0.63, 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.


Dividends

ICOW vs. CALF - Dividend Comparison

ICOW's dividend yield for the trailing twelve months is around 2.26%, more than CALF's 1.43% yield.


TTM202520242023202220212020201920182017
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
2.26%3.03%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.43%1.43%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%

Drawdowns

ICOW vs. CALF - Drawdown Comparison

The maximum ICOW drawdown since its inception was -43.49%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for ICOW and CALF.


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Drawdown Indicators


ICOWCALFDifference

Max Drawdown

Largest peak-to-trough decline

-43.49%

-47.58%

+4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

-16.47%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.48%

-34.22%

+5.74%

Current Drawdown

Current decline from peak

-5.12%

-6.40%

+1.28%

Average Drawdown

Average peak-to-trough decline

-7.71%

-10.92%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.60%

-1.03%

Volatility

ICOW vs. CALF - Volatility Comparison

Pacer Developed Markets International Cash Cows 100 ETF (ICOW) has a higher volatility of 6.21% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 4.25%. This indicates that ICOW's price experiences larger fluctuations and is considered to be riskier than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICOWCALFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

4.25%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

11.14%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

22.66%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

23.68%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

26.18%

-7.65%