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PSFM vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSFM vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (April) ETF (PSFM) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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PSFM vs. GCOW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PSFM
Pacer Swan SOS Flex (April) ETF
1.90%7.28%14.18%18.32%-5.23%11.65%
GCOW
Pacer Global Cash Cows Dividend ETF
12.89%27.34%3.52%13.95%5.49%5.70%

Returns By Period

In the year-to-date period, PSFM achieves a 1.90% return, which is significantly lower than GCOW's 12.89% return.


PSFM

1D
1.04%
1M
0.67%
YTD
1.90%
6M
3.94%
1Y
13.10%
3Y*
12.09%
5Y*
10Y*

GCOW

1D
-0.28%
1M
-1.51%
YTD
12.89%
6M
18.87%
1Y
30.54%
3Y*
16.78%
5Y*
13.59%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSFM vs. GCOW - Expense Ratio Comparison

PSFM has a 0.61% expense ratio, which is higher than GCOW's 0.60% expense ratio.


Return for Risk

PSFM vs. GCOW — Risk / Return Rank

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

PSFM
PSFM Risk / Return Rank: 7777
Overall Rank
PSFM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PSFM Sortino Ratio Rank: 7474
Sortino Ratio Rank
PSFM Omega Ratio Rank: 9292
Omega Ratio Rank
PSFM Calmar Ratio Rank: 6363
Calmar Ratio Rank
PSFM Martin Ratio Rank: 8888
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9292
Overall Rank
GCOW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9393
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8787
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9393
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.

PSFM vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (April) ETF (PSFM) 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.


PSFMGCOWDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.21

-1.00

Sortino ratio

Return per unit of downside risk

1.90

2.94

-1.04

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratio

Return relative to maximum drawdown

1.62

2.80

-1.18

Martin ratio

Return relative to average drawdown

10.90

14.21

-3.31

PSFM vs. GCOW - Sharpe Ratio Comparison

The current PSFM Sharpe Ratio is 1.21, which is lower than the GCOW Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PSFM and GCOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSFMGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.21

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.60

+0.28

Correlation

The correlation between PSFM and GCOW is 0.56, 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

PSFM vs. GCOW - Dividend Comparison

PSFM has not paid dividends to shareholders, while GCOW's dividend yield for the trailing twelve months is around 4.41%.


TTM2025202420232022202120202019201820172016
PSFM
Pacer Swan SOS Flex (April) 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
4.41%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Drawdowns

PSFM vs. GCOW - Drawdown Comparison

The maximum PSFM drawdown since its inception was -14.33%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for PSFM and GCOW.


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Drawdown Indicators


PSFMGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-14.33%

-37.64%

+23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.58%

-10.79%

+2.21%

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

0.00%

-2.11%

+2.11%

Average Drawdown

Average peak-to-trough decline

-2.34%

-5.90%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.18%

-0.90%

Volatility

PSFM vs. GCOW - Volatility Comparison

The current volatility for Pacer Swan SOS Flex (April) ETF (PSFM) is 1.70%, while Pacer Global Cash Cows Dividend ETF (GCOW) has a volatility of 3.45%. This indicates that PSFM 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.


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Volatility by Period


PSFMGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

3.45%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

7.89%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.00%

13.89%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.65%

13.48%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.65%

16.24%

-5.59%