PSCQ vs. COWG
PSCQ (Pacer Swan SOS Conservative (October) ETF) and COWG (Pacer US Large Cap Cash Cows Growth Leaders ETF) are both exchange-traded funds - PSCQ is a Options Trading fund actively managed by Pacer, while COWG is a Large Cap Growth Equities fund tracking the Pacer US Large Cap Cash Cows Growth Leaders Index. PSCQ is actively managed, while COWG is passively managed. Over the past 3 years, PSCQ returned 12.06%/yr vs 19.27%/yr for COWG. Their 0.79 correlation means they have sometimes moved together and sometimes differently. PSCQ charges 0.60%/yr vs 0.49%/yr for COWG.
Performance
PSCQ vs. COWG - Performance Comparison
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Returns By Period
In the year-to-date period, PSCQ achieves a 6.57% return, which is significantly lower than COWG's 7.76% return.
PSCQ
- 1D
- 0.35%
- 1M
- 0.78%
- 6M
- 5.76%
- YTD
- 6.57%
- 1Y
- 12.75%
- 3Y*
- 12.06%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.18%
COWG
- 1D
- 0.19%
- 1M
- -2.55%
- 6M
- 7.42%
- YTD
- 7.76%
- 1Y
- 10.38%
- 3Y*
- 19.27%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.58M | $10.02M | $10.58M | |
| $18.42K | $11.33K | $24.43K |
PSCQ vs. COWG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PSCQ Pacer Swan SOS Conservative (October) ETF | 6.57% | 11.50% | 9.72% | 19.79% | -0.35% |
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF | 7.76% | 10.24% | 34.99% | 20.69% | -0.68% |
Correlation
The correlation between PSCQ and COWG is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2022 | 0.79 |
The correlation between PSCQ and COWG has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.
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Return for Risk
PSCQ vs. COWG — Risk / Return Rank
PSCQ
COWG
PSCQ vs. COWG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (October) ETF (PSCQ) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). 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.
| PSCQ | COWG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.10 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.84 | +1.73 |
| Martin ratioReturn relative to average drawdown | 12.68 | 2.26 | +10.42 |
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Drawdowns
PSCQ vs. COWG - Drawdown Comparison
The maximum PSCQ drawdown since its inception was -9.92%, smaller than the maximum COWG drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for PSCQ and COWG.
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Drawdown Indicators
| PSCQ | COWG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.92% | -23.60% | +13.68% |
Max Drawdown (1Y)Largest decline over 1 year | -4.58% | -10.79% | +6.21% |
Max Drawdown (3Y)Largest decline over 3 years | -9.92% | -23.60% | +13.68% |
Current DrawdownCurrent decline from peak | 0.00% | -5.60% | +5.60% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -3.30% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 4.01% | -3.08% |
Volatility
PSCQ vs. COWG - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (October) ETF (PSCQ) is 1.58%, while Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) has a volatility of 5.45%. This indicates that PSCQ experiences smaller price fluctuations and is considered to be less risky than COWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCQ | COWG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 5.45% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 4.76% | 14.42% | -9.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 18.07% | -12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.52% | 19.33% | -11.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.52% | 19.33% | -11.81% |
PSCQ vs. COWG - Expense Ratio Comparison
PSCQ has a 0.60% expense ratio, which is higher than COWG's 0.49% expense ratio.
Dividends
PSCQ vs. COWG - Dividend Comparison
PSCQ has not paid dividends to shareholders, while COWG's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF | 0.37% | 0.32% | 0.40% | 0.47% |
PSCQ Pacer Swan SOS Conservative (October) ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PSCQ and COWG have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COWG has higher volatility (5.45%) compared to PSCQ (1.58%). In terms of maximum drawdown, PSCQ dropped -9.92% vs COWG's -23.60%.
On 3-year performance, COWG leads with 19.27% vs 12.06% for PSCQ. On fees, COWG is cheaper at 0.49% per year. On volatility, PSCQ has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COWG has performed better with a 19.27% return vs 12.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COWG is cheaper with a 0.49% expense ratio, compared with 0.60% for PSCQ.
COWG has the higher dividend yield at 0.37%, compared with 0.00% for PSCQ.
PSCQ is categorized as Options Trading, while COWG is Large Cap Growth Equities. Their fees differ too: 0.60% for PSCQ and 0.49% for COWG.
PSCQ currently has the higher Sharpe Ratio (1.95 vs 0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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