PSCJ vs. GCOW
Compare and contrast key facts about Pacer Swan SOS Conservative (July) ETF (PSCJ) and Pacer Global Cash Cows Dividend ETF (GCOW).
PSCJ and GCOW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCJ is a passively managed fund by Pacer that tracks the performance of the SPDR S&P 500 ETF Trust. It was launched on Jun 30, 2021. GCOW is a passively managed fund by Pacer that tracks the performance of the Pacer Global Cash Cows Dividends Index. It was launched on Feb 23, 2016. Both PSCJ and GCOW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PSCJ vs. GCOW - Performance Comparison
Loading graphics...
PSCJ vs. GCOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSCJ Pacer Swan SOS Conservative (July) ETF | -1.46% | 12.80% | 14.74% | 18.48% | -7.48% | 3.30% |
GCOW Pacer Global Cash Cows Dividend ETF | 13.21% | 27.34% | 3.52% | 13.95% | 5.49% | 2.75% |
Returns By Period
In the year-to-date period, PSCJ achieves a -1.46% return, which is significantly lower than GCOW's 13.21% return.
PSCJ
- 1D
- 1.67%
- 1M
- -2.19%
- YTD
- -1.46%
- 6M
- 0.41%
- 1Y
- 14.57%
- 3Y*
- 12.89%
- 5Y*
- —
- 10Y*
- —
GCOW
- 1D
- 0.85%
- 1M
- -1.84%
- YTD
- 13.21%
- 6M
- 20.65%
- 1Y
- 31.30%
- 3Y*
- 16.89%
- 5Y*
- 13.65%
- 10Y*
- 10.20%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PSCJ vs. GCOW - Expense Ratio Comparison
PSCJ has a 0.61% expense ratio, which is higher than GCOW's 0.60% expense ratio.
Return for Risk
PSCJ vs. GCOW — Risk / Return Rank
PSCJ
GCOW
PSCJ vs. GCOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) 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.
| PSCJ | GCOW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.27 | -0.87 |
Sortino ratioReturn per unit of downside risk | 2.11 | 3.01 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.44 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.77 | -0.74 |
Martin ratioReturn relative to average drawdown | 10.79 | 14.12 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PSCJ | GCOW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.27 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.60 | +0.32 |
Correlation
The correlation between PSCJ and GCOW is 0.55, 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.
Dividends
PSCJ vs. GCOW - Dividend Comparison
PSCJ has not paid dividends to shareholders, while GCOW's dividend yield for the trailing twelve months is around 4.39%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PSCJ Pacer Swan SOS Conservative (July) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GCOW Pacer Global Cash Cows Dividend ETF | 4.39% | 4.06% | 5.14% | 5.28% | 4.39% | 4.23% | 4.12% | 4.40% | 3.94% | 2.79% | 1.95% |
Drawdowns
PSCJ vs. GCOW - Drawdown Comparison
The maximum PSCJ drawdown since its inception was -11.87%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for PSCJ and GCOW.
Loading graphics...
Drawdown Indicators
| PSCJ | GCOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.87% | -37.64% | +25.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -11.05% | +3.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.64% | — |
Current DrawdownCurrent decline from peak | -2.56% | -1.84% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -5.90% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.17% | -0.79% |
Volatility
PSCJ vs. GCOW - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 2.99%, while Pacer Global Cash Cows Dividend ETF (GCOW) has a volatility of 4.03%. This indicates that PSCJ experiences smaller price fluctuations and is considered to be less risky than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PSCJ | GCOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 4.03% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 7.90% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 13.89% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.84% | 13.48% | -4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.84% | 16.25% | -7.41% |