JPGSX vs. COWZ
Compare and contrast key facts about JPMorgan U.S. GARP Equity Fund (JPGSX) and Pacer US Cash Cows 100 ETF (COWZ).
JPGSX is managed by JPMorgan Chase. It was launched on Feb 28, 2003. COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGSX or COWZ.
Key characteristics
| JPGSX | COWZ | |
|---|---|---|
| YTD Return | 34.31% | 16.54% |
| 1Y Return | 46.57% | 27.35% |
| 3Y Return (Ann) | 3.69% | 10.40% |
| 5Y Return (Ann) | 9.45% | 16.77% |
| Sharpe Ratio | 2.81 | 1.90 |
| Sortino Ratio | 3.64 | 2.75 |
| Omega Ratio | 1.52 | 1.33 |
| Calmar Ratio | 1.80 | 3.45 |
| Martin Ratio | 15.41 | 8.20 |
| Ulcer Index | 2.95% | 3.19% |
| Daily Std Dev | 16.21% | 13.73% |
| Max Drawdown | -53.17% | -38.63% |
| Current Drawdown | 0.00% | -0.07% |
Correlation
The correlation between JPGSX and COWZ is 0.67, 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
JPGSX vs. COWZ - Performance Comparison
In the year-to-date period, JPGSX achieves a 34.31% return, which is significantly higher than COWZ's 16.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPGSX vs. COWZ - Expense Ratio Comparison
JPGSX has a 0.59% expense ratio, which is higher than COWZ's 0.49% expense ratio.
Risk-Adjusted Performance
JPGSX vs. COWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. GARP Equity Fund (JPGSX) and Pacer US Cash Cows 100 ETF (COWZ). 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.
Dividends
JPGSX vs. COWZ - Dividend Comparison
JPGSX's dividend yield for the trailing twelve months is around 0.23%, less than COWZ's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPGSX JPMorgan U.S. GARP Equity Fund | 0.23% | 0.31% | 0.30% | 0.17% | 1.01% | 0.82% | 0.93% | 0.63% | 0.90% | 0.05% | 0.53% | 0.69% |
COWZ Pacer US Cash Cows 100 ETF | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPGSX vs. COWZ - Drawdown Comparison
The maximum JPGSX drawdown since its inception was -53.17%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for JPGSX and COWZ. For additional features, visit the drawdowns tool.
Volatility
JPGSX vs. COWZ - Volatility Comparison
JPMorgan U.S. GARP Equity Fund (JPGSX) has a higher volatility of 4.88% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.92%. This indicates that JPGSX's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.