MCOW vs. IJH
MCOW (Pacer S&P MidCap 400 Quality FCF Aristocrats ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds - MCOW tracks the S&P MidCap 400 Quality FCF Aristocrats Index while IJH tracks the S&P MidCap 400 Index. Both are passively managed. Their correlation of 0.89 suggests significant overlap in exposure. MCOW charges 0.49%/yr vs 0.05%/yr for IJH.
Performance
MCOW vs. IJH - Performance Comparison
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Returns By Period
In the year-to-date period, MCOW achieves a 7.58% return, which is significantly lower than IJH's 15.82% return.
MCOW
- 1D
- 0.23%
- 1M
- 2.01%
- YTD
- 7.58%
- 6M
- 5.32%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJH
- 1D
- 0.38%
- 1M
- 3.76%
- YTD
- 15.82%
- 6M
- 13.38%
- 1Y
- 27.53%
- 3Y*
- 16.50%
- 5Y*
- 8.90%
- 10Y*
- 11.74%
MCOW vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MCOW Pacer S&P MidCap 400 Quality FCF Aristocrats ETF | 7.58% | -3.62% |
IJH iShares Core S&P Mid-Cap ETF | 15.82% | 1.70% |
Correlation
The correlation between MCOW and IJH is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.89 |
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Return for Risk
MCOW vs. IJH — Risk / Return Rank
MCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IJH
MCOW vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer S&P MidCap 400 Quality FCF Aristocrats ETF (MCOW) and iShares Core S&P Mid-Cap ETF (IJH). 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.
| MCOW | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.13 | — |
| Martin ratioReturn relative to average drawdown | — | 11.45 | — |
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Drawdowns
MCOW vs. IJH - Drawdown Comparison
The maximum MCOW drawdown since its inception was -15.02%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for MCOW and IJH.
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Drawdown Indicators
| MCOW | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -55.07% | +40.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.83% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.10% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.18% | — |
Current DrawdownCurrent decline from peak | -1.45% | -0.12% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -7.56% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.41% | — |
Volatility
MCOW vs. IJH - Volatility Comparison
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Volatility by Period
| MCOW | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 15.87% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 19.76% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 21.21% | -3.25% |
MCOW vs. IJH - Expense Ratio Comparison
MCOW has a 0.49% expense ratio, which is higher than IJH's 0.05% expense ratio.
Dividends
MCOW vs. IJH - Dividend Comparison
MCOW's dividend yield for the trailing twelve months is around 0.21%, less than IJH's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.17% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
MCOW Pacer S&P MidCap 400 Quality FCF Aristocrats ETF | 0.21% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MCOW and IJH have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IJH is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IJH is cheaper with a 0.05% expense ratio, compared with 0.49% for MCOW.
IJH has the higher dividend yield at 1.17%, compared with 0.21% for MCOW.
MCOW tracks S&P MidCap 400 Quality FCF Aristocrats Index, while IJH tracks S&P MidCap 400 Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.49% for MCOW and 0.05% for IJH.
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