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PSMO vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSMO vs. GCOW - Performance Comparison

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

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PSMO vs. GCOW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PSMO
Pacer Swan SOS Moderate (October) ETF
-1.89%11.44%9.44%20.50%-1.32%2.88%
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%5.49%5.87%

Returns By Period

In the year-to-date period, PSMO achieves a -1.89% return, which is significantly lower than GCOW's 13.21% return.


PSMO

1D
1.67%
1M
-2.41%
YTD
-1.89%
6M
0.09%
1Y
11.10%
3Y*
10.99%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSMO vs. GCOW - Expense Ratio Comparison

Both PSMO and GCOW have an expense ratio of 0.60%.


Return for Risk

PSMO vs. GCOW — Risk / Return Rank

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

PSMO
PSMO Risk / Return Rank: 7070
Overall Rank
PSMO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PSMO Sortino Ratio Rank: 6666
Sortino Ratio Rank
PSMO Omega Ratio Rank: 7272
Omega Ratio Rank
PSMO Calmar Ratio Rank: 6767
Calmar Ratio Rank
PSMO Martin Ratio Rank: 8080
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9393
Overall Rank
GCOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9494
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9494
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.

PSMO vs. GCOW - Risk-Adjusted Trends Comparison

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


PSMOGCOWDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.27

-1.12

Sortino ratio

Return per unit of downside risk

1.70

3.01

-1.30

Omega ratio

Gain probability vs. loss probability

1.27

1.44

-0.17

Calmar ratio

Return relative to maximum drawdown

1.74

2.77

-1.03

Martin ratio

Return relative to average drawdown

8.92

14.12

-5.20

PSMO vs. GCOW - Sharpe Ratio Comparison

The current PSMO Sharpe Ratio is 1.14, which is lower than the GCOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of PSMO 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


PSMOGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.27

-1.12

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

1.05

0.60

+0.45

Correlation

The correlation between PSMO and GCOW is 0.51, 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

PSMO vs. GCOW - Dividend Comparison

PSMO has not paid dividends to shareholders, while GCOW's dividend yield for the trailing twelve months is around 4.39%.


TTM2025202420232022202120202019201820172016
PSMO
Pacer Swan SOS Moderate (October) 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

PSMO vs. GCOW - Drawdown Comparison

The maximum PSMO drawdown since its inception was -9.77%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for PSMO and GCOW.


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Drawdown Indicators


PSMOGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-37.64%

+27.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-11.05%

+4.38%

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

-2.89%

-1.84%

-1.05%

Average Drawdown

Average peak-to-trough decline

-1.37%

-5.90%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

2.17%

-0.86%

Volatility

PSMO vs. GCOW - Volatility Comparison

The current volatility for Pacer Swan SOS Moderate (October) ETF (PSMO) is 3.04%, while Pacer Global Cash Cows Dividend ETF (GCOW) has a volatility of 4.03%. This indicates that PSMO 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


PSMOGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

4.03%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

7.90%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

9.78%

13.89%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

13.48%

-4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.51%

16.25%

-7.74%