PEVC vs. GQGU

Last updated Jun 6, 2026

PEVC (Pacer PE/VC ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. PEVC is passively managed, while GQGU is actively managed. At a correlation of -0.07, they often move in opposite directions. PEVC charges 0.85%/yr vs 0.49%/yr for GQGU.

Performance

PEVC vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer PE/VC ETF (PEVC) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PEVC achieves a 5.73% return, which is significantly lower than GQGU's 6.84% return.

PEVC

• 1D: -3.46%
• 1M: 0.89%
• YTD: 5.73%
• 6M: 5.24%
• 1Y: 22.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GQGU

• 1D: 0.38%
• 1M: 0.30%
• YTD: 6.84%
• 6M: 8.79%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PEVC vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
PEVC Pacer PE/VC ETF	5.73%	9.03%
GQGU GQG US Equity ETF	6.84%	-1.14%

Correlation

The correlation between PEVC and GQGU is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	-0.07

Return for Risk

PEVC vs. GQGU — Risk / Return Rank

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

PEVC

PEVC Risk / Return Rank: 38
PEVC Sharpe Ratio Rank: 37
PEVC Sortino Ratio Rank: 36
PEVC Omega Ratio Rank: 35
PEVC Calmar Ratio Rank: 38
PEVC Martin Ratio Rank: 44

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.

PEVC vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer PE/VC ETF (PEVC) and GQG US Equity ETF (GQGU). 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.

	PEVC	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	1.25	—	—
Sortino ratio: Return per unit of downside risk	1.75	—	—
Omega ratio: Gain probability vs. loss probability	1.22	—	—
Calmar ratio: Return relative to maximum drawdown	1.73	—	—
Martin ratio: Return relative to average drawdown	6.60	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PEVC	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.62	+0.05

Drawdowns

PEVC vs. GQGU - Drawdown Comparison

The maximum PEVC drawdown since its inception was -28.92%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for PEVC and GQGU.

Drawdown Indicators

	PEVC	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-28.92%	-6.65%	-22.27%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	—	—
Current Drawdown Current decline from peak	-5.61%	-4.44%	-1.17%
Average Drawdown Average peak-to-trough decline	-4.40%	-2.55%	-1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	—	—

Volatility

Volatility by Period

	PEVC	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.99%	10.11%	+7.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.88%	10.11%	+16.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.88%	10.11%	+16.77%

PEVC vs. GQGU - Expense Ratio Comparison

PEVC has a 0.85% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

PEVC vs. GQGU - Dividend Comparison

PEVC's dividend yield for the trailing twelve months is around 4.35%, more than GQGU's 0.95% yield.

Position	TTM	2025
GQGU GQG US Equity ETF	0.95%	1.02%
PEVC Pacer PE/VC ETF	4.35%	4.52%

Frequently Asked Questions

Can I hold both PEVC and GQGU in my portfolio?

PEVC and GQGU have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PEVC or GQGU?

On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PEVC or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 0.85% for PEVC.

Which ETF pays a higher dividend yield, PEVC or GQGU?

PEVC has the higher dividend yield at 4.35%, compared with 0.95% for GQGU.

What is the main difference between PEVC and GQGU?

They also come from different issuers: Pacer and GQG Partners. Their fees differ too: 0.85% for PEVC and 0.49% for GQGU.