LCOW vs. TRFK
LCOW (Pacer S&P 500 Quality FCF Aristocrats ETF) and TRFK (Pacer Data and Digital Revolution ETF) are both exchange-traded funds - LCOW is a Quality Factor fund tracking the S&P 500 Quality FCF Aristocrats Index, while TRFK is a Technology Equities fund tracking the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. Both are passively managed. Over the past year, LCOW returned 19.31% vs 47.45% for TRFK. Their 0.62 correlation means they have sometimes moved together and sometimes differently. LCOW charges 0.49%/yr vs 0.60%/yr for TRFK.
Performance
LCOW vs. TRFK - Performance Comparison
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Returns By Period
In the year-to-date period, LCOW achieves a 8.56% return, which is significantly lower than TRFK's 39.17% return.
LCOW
- 1D
- 0.52%
- 1M
- 1.05%
- 6M
- 8.03%
- YTD
- 8.56%
- 1Y
- 19.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.36%
TRFK
- 1D
- 0.48%
- 1M
- -7.73%
- 6M
- 37.75%
- YTD
- 39.17%
- 1Y
- 47.45%
- 3Y*
- 39.62%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 36.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $104.13K | $83.33K | $122.50K | |
| $17.52M | $18.57M | $19.27M |
LCOW vs. TRFK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 8.56% | 20.51% |
TRFK Pacer Data and Digital Revolution ETF | 39.17% | 34.20% |
Correlation
The correlation between LCOW and TRFK is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 7, 2025 | 0.62 |
The correlation between LCOW and TRFK has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.
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Return for Risk
LCOW vs. TRFK — Risk / Return Rank
LCOW
TRFK
LCOW vs. TRFK - 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 Data and Digital Revolution ETF (TRFK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LCOW | TRFK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.68 | +0.07 |
| Martin ratioReturn relative to average drawdown | 7.12 | 4.55 | +2.57 |
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Drawdowns
LCOW vs. TRFK - Drawdown Comparison
The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum TRFK drawdown of -29.06%. Use the drawdown chart below to compare losses from any high point for LCOW and TRFK.
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Drawdown Indicators
| LCOW | TRFK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.34% | -29.06% | +18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -26.17% | +15.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.06% | — |
Current DrawdownCurrent decline from peak | -0.83% | -19.81% | +18.98% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -6.24% | +4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 9.64% | -7.10% |
Volatility
LCOW vs. TRFK - Volatility Comparison
The current volatility for Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) is 2.89%, while Pacer Data and Digital Revolution ETF (TRFK) has a volatility of 17.07%. This indicates that LCOW experiences smaller price fluctuations and is considered to be less risky than TRFK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCOW | TRFK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 17.07% | -14.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 32.10% | -22.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 36.82% | -24.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.38% | 30.90% | -18.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.38% | 30.90% | -18.52% |
LCOW vs. TRFK - Expense Ratio Comparison
LCOW has a 0.49% expense ratio, which is lower than TRFK's 0.60% expense ratio.
Dividends
LCOW vs. TRFK - Dividend Comparison
LCOW's dividend yield for the trailing twelve months is around 0.62%, more than TRFK's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 0.62% | 0.43% | 0.00% | 0.00% | 0.00% |
TRFK Pacer Data and Digital Revolution ETF | 0.01% | 0.01% | 0.40% | 0.20% | 0.56% |
Frequently Asked Questions
LCOW and TRFK have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRFK has higher volatility (17.07%) compared to LCOW (2.89%). In terms of maximum drawdown, LCOW dropped -10.34% vs TRFK's -29.06%.
On 1-year performance, TRFK leads with 47.45% vs 19.31% for LCOW. On fees, LCOW is cheaper at 0.49% per year. On volatility, LCOW has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TRFK has performed better with a 47.45% return vs 19.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LCOW is cheaper with a 0.49% expense ratio, compared with 0.60% for TRFK.
LCOW has the higher dividend yield at 0.62%, compared with 0.01% for TRFK.
LCOW is categorized as Quality Factor, while TRFK is Technology Equities. LCOW tracks S&P 500 Quality FCF Aristocrats Index, while TRFK tracks Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. Their fees differ too: 0.49% for LCOW and 0.60% for TRFK.
LCOW currently has the higher Sharpe Ratio (1.45 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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