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LCOW vs. GQETX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

LCOW vs. GQETX

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) and GMO Quality Fund (GQETX).

LCOW is a passively managed fund by Pacer that tracks the performance of the S&P 500 Quality FCF Aristocrats Index. It was launched on May 6, 2025. GQETX is managed by GMO. It was launched on Feb 6, 2004.

Performance

LCOW vs. GQETX - 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 GMO Quality Fund (GQETX). The values are adjusted to include any dividend payments, if applicable.

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LCOW vs. GQETX - Yearly Performance Comparison

2026 (YTD)2025
LCOW
Pacer S&P 500 Quality FCF Aristocrats ETF		-6.47%20.51%
GQETX
GMO Quality Fund		-7.00%19.50%

Returns By Period

In the year-to-date period, LCOW achieves a -6.47% return, which is significantly higher than GQETX's -7.00% return.

LCOW

1D
0.20%
1M
-5.70%
YTD
-6.47%
6M
-4.05%
1Y
—
3Y*
—
5Y*
—
10Y*
—

GQETX

1D
2.81%
1M
-6.44%
YTD
-7.00%
6M
-2.28%
1Y
12.44%
3Y*
15.83%
5Y*
11.72%
10Y*
14.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Pacer S&P 500 Quality FCF Aristocrats ETF

GMO Quality Fund

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Often compared with GQETX:
GQETX vs. THDGQETX vs. GQEPXGQETX vs. VOOGQETX vs. TRBUXGQETX vs. GQSCXGQETX vs. GQLVXGQETX vs. QQQ

LCOW vs. GQETX - Expense Ratio Comparison

Both LCOW and GQETX have an expense ratio of 0.49%.

LCOW
Pacer S&P 500 Quality FCF Aristocrats ETF
GQETX
GMO Quality Fund

Return for Risk

LCOW vs. GQETX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LCOW
GQETX
GQETX Risk / Return Rank: 3333
Overall Rank
GQETX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GQETX Sortino Ratio Rank: 3333
Sortino Ratio Rank
GQETX Omega Ratio Rank: 2929
Omega Ratio Rank
GQETX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GQETX Martin Ratio Rank: 3636
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. GQETX - 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 GMO Quality Fund (GQETX). 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. GQETX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

LCOWGQETXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.75

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.74

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.68

+0.47

Correlation

The correlation between LCOW and GQETX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LCOW vs. GQETX - Dividend Comparison

LCOW's dividend yield for the trailing twelve months is around 0.57%, less than GQETX's 12.00% yield.

TTM20252024202320222021202020192018201720162015
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%0.00%
GQETX
GMO Quality Fund		12.00%11.16%3.91%3.43%11.85%10.19%13.61%8.08%21.66%8.10%3.56%17.25%

Drawdowns

LCOW vs. GQETX - Drawdown Comparison

The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum GQETX drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for LCOW and GQETX.

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Drawdown Indicators

LCOWGQETXDifference

Max Drawdown

Largest peak-to-trough decline

-10.34%

-39.99%

+29.65%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.76%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.22%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.44%

—

Current Drawdown

Current decline from peak

-7.74%

-10.31%

+2.57%

Average Drawdown

Average peak-to-trough decline

-1.40%

-5.02%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.18%

—

Volatility

LCOW vs. GQETX - Volatility Comparison

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Volatility by Period

LCOWGQETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.64%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.71%

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

16.62%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.43%

15.85%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.43%

17.03%

-4.60%