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MCOW vs. JQUA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCOW vs. JQUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P MidCap 400 Quality FCF Aristocrats ETF (MCOW) and JPMorgan U.S. Quality Factor ETF (JQUA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MCOW achieves a 8.57% return, which is significantly lower than JQUA's 14.93% return.


MCOW

1D
0.18%
1M
-0.04%
6M
7.96%
YTD
8.57%
1Y
3Y*
5Y*
10Y*
ALL TIME*

JQUA

1D
0.08%
1M
0.33%
6M
13.64%
YTD
14.93%
1Y
22.21%
3Y*
18.11%
5Y*
12.89%
10Y*
ALL TIME*
14.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$26.79M$28.22M$36.46M
$5.40K$63.77K$46.18K

MCOW vs. JQUA - Yearly Performance Comparison


Correlation

The correlation between MCOW and JQUA is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 28, 2025

0.87

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Return for Risk

MCOW vs. JQUA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MCOW

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


JQUA
JQUA Risk / Return Rank: 7979
Overall Rank
JQUA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JQUA Sortino Ratio Rank: 7777
Sortino Ratio Rank
JQUA Omega Ratio Rank: 7373
Omega Ratio Rank
JQUA Calmar Ratio Rank: 8181
Calmar Ratio Rank
JQUA Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MCOW vs. JQUA - 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 JPMorgan U.S. Quality Factor ETF (JQUA). 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.


MCOWJQUADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.95

Martin ratioReturn relative to average drawdown

12.05

MCOW vs. JQUA - Sharpe Ratio Comparison


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Drawdowns

MCOW vs. JQUA - Drawdown Comparison

The maximum MCOW drawdown since its inception was -15.02%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for MCOW and JQUA.


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Drawdown Indicators


MCOWJQUADifference

Max Drawdown

Largest peak-to-trough decline

-15.02%

-32.92%

+17.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

Current Drawdown

Current decline from peak

-1.87%

-0.36%

-1.51%

Average Drawdown

Average peak-to-trough decline

-4.19%

-4.10%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

Volatility

MCOW vs. JQUA - Volatility Comparison


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Volatility by Period


MCOWJQUADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

12.04%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

15.72%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

17.93%

-0.42%

MCOW vs. JQUA - Expense Ratio Comparison

MCOW has a 0.49% expense ratio, which is higher than JQUA's 0.12% expense ratio.


Dividends

MCOW vs. JQUA - Dividend Comparison

MCOW's dividend yield for the trailing twelve months is around 0.21%, less than JQUA's 1.08% yield.


PositionTTM202520242023202220212020201920182017
JQUA
JPMorgan U.S. Quality Factor ETF
1.08%1.19%1.24%1.21%1.60%1.32%1.44%1.67%2.10%0.40%
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%

Frequently Asked Questions


MCOW and JQUA have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JQUA is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JQUA is cheaper with a 0.12% expense ratio, compared with 0.49% for MCOW.

JQUA has the higher dividend yield at 1.08%, compared with 0.21% for MCOW.

MCOW tracks S&P MidCap 400 Quality FCF Aristocrats Index, while JQUA tracks JP Morgan US Quality Factor Index. They also come from different issuers: Pacer and JPMorgan. Their fees differ too: 0.49% for MCOW and 0.12% for JQUA.

Portfolio Optimizer

Find the right allocation for MCOW and JQUA

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