MCOW vs. PTLC
MCOW (Pacer S&P MidCap 400 Quality FCF Aristocrats ETF) and PTLC (Pacer Trendpilot US Large Cap ETF) are both exchange-traded funds - MCOW is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Quality FCF Aristocrats Index, while PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index. Both are passively managed. A 0.78 correlation means they provide meaningful diversification when combined. MCOW charges 0.49%/yr vs 0.60%/yr for PTLC.
Performance
MCOW vs. PTLC - Performance Comparison
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Returns By Period
In the year-to-date period, MCOW achieves a 7.69% return, which is significantly higher than PTLC's 2.88% return.
MCOW
- 1D
- 0.62%
- 1M
- 0.65%
- YTD
- 7.69%
- 6M
- 5.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PTLC
- 1D
- 0.03%
- 1M
- -2.06%
- YTD
- 2.88%
- 6M
- 1.60%
- 1Y
- 15.98%
- 3Y*
- 13.53%
- 5Y*
- 9.88%
- 10Y*
- 11.52%
MCOW vs. PTLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MCOW Pacer S&P MidCap 400 Quality FCF Aristocrats ETF | 7.69% | -3.62% |
PTLC Pacer Trendpilot US Large Cap ETF | 2.88% | 5.79% |
Correlation
The correlation between MCOW and PTLC is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.78 |
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Return for Risk
MCOW vs. PTLC — Risk / Return Rank
MCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PTLC
MCOW vs. PTLC - 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 Pacer Trendpilot US Large Cap ETF (PTLC). 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 | PTLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.83 | — |
| Martin ratioReturn relative to average drawdown | — | 6.97 | — |
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Drawdowns
MCOW vs. PTLC - Drawdown Comparison
The maximum MCOW drawdown since its inception was -15.02%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for MCOW and PTLC.
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Drawdown Indicators
| MCOW | PTLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -26.63% | +11.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.77% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.17% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -1.35% | -3.23% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -5.63% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.30% | — |
Volatility
MCOW vs. PTLC - Volatility Comparison
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Volatility by Period
| MCOW | PTLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.83% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.13% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 11.90% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 11.87% | +6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 13.19% | +4.77% |
MCOW vs. PTLC - Expense Ratio Comparison
MCOW has a 0.49% expense ratio, which is lower than PTLC's 0.60% expense ratio.
Dividends
MCOW vs. PTLC - Dividend Comparison
MCOW's dividend yield for the trailing twelve months is around 0.21%, less than PTLC's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTLC Pacer Trendpilot US Large Cap ETF | 1.03% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
Frequently Asked Questions
MCOW and PTLC have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MCOW is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MCOW is cheaper with a 0.49% expense ratio, compared with 0.60% for PTLC.
PTLC has the higher dividend yield at 1.03%, compared with 0.21% for MCOW.
MCOW is categorized as Mid Cap Blend Equities, while PTLC is Large Cap Blend Equities. MCOW tracks S&P MidCap 400 Quality FCF Aristocrats Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. Their fees differ too: 0.49% for MCOW and 0.60% for PTLC.
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