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PFXF vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFXF and COWZ is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PFXF vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.69%
3.81%
PFXF
COWZ

Key characteristics

Sharpe Ratio

PFXF:

1.13

COWZ:

0.86

Sortino Ratio

PFXF:

1.58

COWZ:

1.29

Omega Ratio

PFXF:

1.20

COWZ:

1.15

Calmar Ratio

PFXF:

0.91

COWZ:

1.35

Martin Ratio

PFXF:

5.21

COWZ:

3.46

Ulcer Index

PFXF:

1.78%

COWZ:

3.37%

Daily Std Dev

PFXF:

8.20%

COWZ:

13.65%

Max Drawdown

PFXF:

-35.49%

COWZ:

-38.63%

Current Drawdown

PFXF:

-3.01%

COWZ:

-7.43%

Returns By Period

In the year-to-date period, PFXF achieves a 8.96% return, which is significantly lower than COWZ's 10.79% return.


PFXF

YTD

8.96%

1M

-0.66%

6M

5.99%

1Y

8.94%

5Y*

3.48%

10Y*

4.50%

COWZ

YTD

10.79%

1M

-4.05%

6M

4.13%

1Y

10.69%

5Y*

15.08%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFXF vs. COWZ - Expense Ratio Comparison

PFXF has a 0.41% expense ratio, which is lower than COWZ's 0.49% expense ratio.


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for PFXF: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

PFXF vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and Pacer US Cash Cows 100 ETF (COWZ). 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.


Sharpe ratio
The chart of Sharpe ratio for PFXF, currently valued at 1.13, compared to the broader market0.002.004.001.130.86
The chart of Sortino ratio for PFXF, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.001.581.29
The chart of Omega ratio for PFXF, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.15
The chart of Calmar ratio for PFXF, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.911.35
The chart of Martin ratio for PFXF, currently valued at 5.21, compared to the broader market0.0020.0040.0060.0080.00100.005.213.46
PFXF
COWZ

The current PFXF Sharpe Ratio is 1.13, which is higher than the COWZ Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PFXF and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.13
0.86
PFXF
COWZ

Dividends

PFXF vs. COWZ - Dividend Comparison

PFXF's dividend yield for the trailing twelve months is around 6.56%, more than COWZ's 1.92% yield.


TTM20232022202120202019201820172016201520142013
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.56%7.89%6.74%4.67%5.19%5.35%6.57%5.93%5.81%5.98%5.92%6.50%
COWZ
Pacer US Cash Cows 100 ETF
1.92%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%0.00%

Drawdowns

PFXF vs. COWZ - Drawdown Comparison

The maximum PFXF drawdown since its inception was -35.49%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for PFXF and COWZ. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.01%
-7.43%
PFXF
COWZ

Volatility

PFXF vs. COWZ - Volatility Comparison

The current volatility for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) is 1.98%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 4.55%. This indicates that PFXF experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
1.98%
4.55%
PFXF
COWZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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