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MFVL vs. GCOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFVL vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFVL achieves a 0.39% return, which is significantly lower than GCOW's 12.18% return.


MFVL

1D
-1.06%
1M
0.90%
YTD
0.39%
6M
1Y
3Y*
5Y*
10Y*

GCOW

1D
-0.56%
1M
0.09%
YTD
12.18%
6M
13.23%
1Y
27.12%
3Y*
17.41%
5Y*
12.34%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFVL vs. GCOW - Yearly Performance Comparison


2026 (YTD)2025
MFVL
Motley Fool Value Factor ETF
0.39%1.39%
GCOW
Pacer Global Cash Cows Dividend ETF
12.18%2.23%

Correlation

The correlation between MFVL and GCOW is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.30

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Return for Risk

MFVL vs. GCOW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFVL

GCOW
GCOW Risk / Return Rank: 7979
Overall Rank
GCOW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 7979
Sortino Ratio Rank
GCOW Omega Ratio Rank: 7272
Omega Ratio Rank
GCOW Calmar Ratio Rank: 9090
Calmar Ratio Rank
GCOW Martin Ratio Rank: 7777
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.

MFVL vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.

MFVL vs. GCOW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFVLGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.59

-0.28

Drawdowns

MFVL vs. GCOW - Drawdown Comparison

The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for MFVL and GCOW.


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Drawdown Indicators


MFVLGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-7.03%

-37.64%

+30.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-3.29%

-2.73%

-0.56%

Average Drawdown

Average peak-to-trough decline

-2.42%

-5.84%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

MFVL vs. GCOW - Volatility Comparison


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Volatility by Period


MFVLGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

10.81%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.15%

13.49%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.15%

16.20%

-4.05%

MFVL vs. GCOW - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Dividends

MFVL vs. GCOW - Dividend Comparison

MFVL has not paid dividends to shareholders, while GCOW's dividend yield for the trailing twelve months is around 4.43%.


PositionTTM2025202420232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
4.43%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%
MFVL
Motley Fool Value Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MFVL and GCOW have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MFVL is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MFVL is cheaper with a 0.50% expense ratio, compared with 0.60% for GCOW.

GCOW has the higher dividend yield at 4.43%, compared with 0.00% for MFVL.

They also come from different issuers: Motley Fool and Pacer. Their fees differ too: 0.50% for MFVL and 0.60% for GCOW.

Portfolio Optimizer

Find the right allocation for MFVL and GCOW

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