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PSMJ vs. COWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSMJ vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Moderate (July) ETF (PSMJ) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

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PSMJ vs. COWZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PSMJ
Pacer Swan SOS Moderate (July) ETF
-1.16%13.29%14.06%19.80%-2.41%3.68%
COWZ
Pacer US Cash Cows 100 ETF
4.30%8.98%10.64%14.73%0.19%10.11%

Returns By Period

In the year-to-date period, PSMJ achieves a -1.16% return, which is significantly lower than COWZ's 4.30% return.


PSMJ

1D
1.57%
1M
-1.88%
YTD
-1.16%
6M
0.87%
1Y
14.41%
3Y*
13.33%
5Y*
10Y*

COWZ

1D
1.08%
1M
-3.36%
YTD
4.30%
6M
10.31%
1Y
16.75%
3Y*
12.26%
5Y*
11.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSMJ vs. COWZ - Expense Ratio Comparison

PSMJ has a 0.61% expense ratio, which is higher than COWZ's 0.49% expense ratio.


Return for Risk

PSMJ vs. COWZ — Risk / Return Rank

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

PSMJ
PSMJ Risk / Return Rank: 8282
Overall Rank
PSMJ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PSMJ Sortino Ratio Rank: 8181
Sortino Ratio Rank
PSMJ Omega Ratio Rank: 8787
Omega Ratio Rank
PSMJ Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSMJ Martin Ratio Rank: 8989
Martin Ratio Rank

COWZ
COWZ Risk / Return Rank: 6060
Overall Rank
COWZ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 6060
Sortino Ratio Rank
COWZ Omega Ratio Rank: 6262
Omega Ratio Rank
COWZ Calmar Ratio Rank: 5757
Calmar Ratio Rank
COWZ Martin Ratio Rank: 6565
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.

PSMJ vs. COWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Moderate (July) ETF (PSMJ) 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.


PSMJCOWZDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.96

+0.46

Sortino ratio

Return per unit of downside risk

2.15

1.44

+0.71

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

2.01

1.30

+0.70

Martin ratio

Return relative to average drawdown

11.57

6.06

+5.50

PSMJ vs. COWZ - Sharpe Ratio Comparison

The current PSMJ Sharpe Ratio is 1.42, which is higher than the COWZ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PSMJ 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.


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Sharpe Ratios by Period


PSMJCOWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.96

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.63

+0.43

Correlation

The correlation between PSMJ and COWZ is 0.68, 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

PSMJ vs. COWZ - Dividend Comparison

PSMJ has not paid dividends to shareholders, while COWZ's dividend yield for the trailing twelve months is around 2.06%.


TTM2025202420232022202120202019201820172016
PSMJ
Pacer Swan SOS Moderate (July) ETF
0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
2.06%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%

Drawdowns

PSMJ vs. COWZ - Drawdown Comparison

The maximum PSMJ drawdown since its inception was -10.87%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for PSMJ and COWZ.


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Drawdown Indicators


PSMJCOWZDifference

Max Drawdown

Largest peak-to-trough decline

-10.87%

-38.63%

+27.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-13.55%

+6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

Current Drawdown

Current decline from peak

-2.19%

-3.36%

+1.17%

Average Drawdown

Average peak-to-trough decline

-1.41%

-4.85%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

2.91%

-1.64%

Volatility

PSMJ vs. COWZ - Volatility Comparison

Pacer Swan SOS Moderate (July) ETF (PSMJ) and Pacer US Cash Cows 100 ETF (COWZ) have volatilities of 2.92% and 3.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSMJCOWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.00%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.13%

8.36%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

17.50%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.09%

17.73%

-8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.09%

20.08%

-10.99%