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LCOW vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCOW vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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LCOW vs. GCOW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LCOW achieves a -6.66% return, which is significantly lower than GCOW's 13.21% return.


LCOW

1D
2.46%
1M
-5.94%
YTD
-6.66%
6M
-3.79%
1Y
3Y*
5Y*
10Y*

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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LCOW vs. GCOW - Expense Ratio Comparison

LCOW has a 0.49% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Return for Risk

LCOW vs. GCOW — Risk / Return Rank

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

LCOW

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.

LCOW vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LCOW vs. GCOW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCOWGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.60

+0.53

Correlation

The correlation between LCOW and GCOW 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.


Dividends

LCOW vs. GCOW - Dividend Comparison

LCOW's dividend yield for the trailing twelve months is around 0.57%, less than GCOW's 4.39% yield.


TTM2025202420232022202120202019201820172016
LCOW
Pacer S&P 500 Quality FCF Aristocrats ETF
0.57%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

LCOW vs. GCOW - Drawdown Comparison

The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for LCOW and GCOW.


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Drawdown Indicators


LCOWGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-10.34%

-37.64%

+27.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-7.92%

-1.84%

-6.08%

Average Drawdown

Average peak-to-trough decline

-1.37%

-5.90%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

Volatility

LCOW vs. GCOW - Volatility Comparison


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Volatility by Period


LCOWGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

13.89%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.45%

13.48%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.45%

16.25%

-3.80%