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LCGFX vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCGFX vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Large Cap Growth Fund (LCGFX) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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LCGFX vs. GCOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCGFX
William Blair Large Cap Growth Fund
-15.23%11.79%26.09%40.48%-32.48%28.29%36.64%36.44%5.18%31.29%
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%5.49%14.58%-4.33%17.81%-7.99%20.71%

Returns By Period

In the year-to-date period, LCGFX achieves a -15.23% return, which is significantly lower than GCOW's 13.21% return. Over the past 10 years, LCGFX has outperformed GCOW with an annualized return of 14.43%, while GCOW has yielded a comparatively lower 10.20% annualized return.


LCGFX

1D
0.20%
1M
-8.36%
YTD
-15.23%
6M
-16.74%
1Y
5.47%
3Y*
14.52%
5Y*
7.31%
10Y*
14.43%

GCOW

1D
0.85%
1M
-1.84%
YTD
13.21%
6M
20.65%
1Y
31.30%
3Y*
16.89%
5Y*
13.65%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCGFX vs. GCOW - Expense Ratio Comparison

LCGFX has a 0.65% expense ratio, which is higher than GCOW's 0.60% expense ratio.


Return for Risk

LCGFX vs. GCOW — Risk / Return Rank

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

LCGFX
LCGFX Risk / Return Rank: 1111
Overall Rank
LCGFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LCGFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
LCGFX Omega Ratio Rank: 1212
Omega Ratio Rank
LCGFX Calmar Ratio Rank: 99
Calmar Ratio Rank
LCGFX Martin Ratio Rank: 88
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9393
Overall Rank
GCOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9494
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9494
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.

LCGFX vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Large Cap Growth Fund (LCGFX) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


LCGFXGCOWDifference

Sharpe ratio

Return per unit of total volatility

0.26

2.27

-2.00

Sortino ratio

Return per unit of downside risk

0.55

3.01

-2.46

Omega ratio

Gain probability vs. loss probability

1.08

1.44

-0.36

Calmar ratio

Return relative to maximum drawdown

0.13

2.77

-2.64

Martin ratio

Return relative to average drawdown

0.41

14.12

-13.70

LCGFX vs. GCOW - Sharpe Ratio Comparison

The current LCGFX Sharpe Ratio is 0.26, which is lower than the GCOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of LCGFX and GCOW, 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


LCGFXGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

2.27

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.02

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.63

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.60

-0.29

Correlation

The correlation between LCGFX and GCOW is 0.51, 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

LCGFX vs. GCOW - Dividend Comparison

LCGFX's dividend yield for the trailing twelve months is around 10.10%, more than GCOW's 4.39% yield.


TTM20252024202320222021202020192018201720162015
LCGFX
William Blair Large Cap Growth Fund
10.10%8.56%5.97%0.00%0.82%4.29%3.83%6.46%17.08%0.56%1.10%9.86%
GCOW
Pacer Global Cash Cows Dividend ETF
4.39%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%0.00%

Drawdowns

LCGFX vs. GCOW - Drawdown Comparison

The maximum LCGFX drawdown since its inception was -62.95%, which is greater than GCOW's maximum drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for LCGFX and GCOW.


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Drawdown Indicators


LCGFXGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

-37.64%

-25.31%

Max Drawdown (1Y)

Largest decline over 1 year

-20.59%

-11.05%

-9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-37.25%

-21.48%

-15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-37.25%

-37.64%

+0.39%

Current Drawdown

Current decline from peak

-20.44%

-1.84%

-18.60%

Average Drawdown

Average peak-to-trough decline

-21.57%

-5.90%

-15.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

2.17%

+4.45%

Volatility

LCGFX vs. GCOW - Volatility Comparison

William Blair Large Cap Growth Fund (LCGFX) has a higher volatility of 5.18% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 4.03%. This indicates that LCGFX's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCGFXGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.03%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

7.90%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

13.89%

+8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

13.48%

+8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

16.25%

+4.97%