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QFRD vs. DGRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFRD vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFRD

1D
0.40%
1M
0.30%
6M
17.23%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

DGRS

1D
0.23%
1M
1.90%
6M
12.89%
YTD
21.67%
1Y
31.79%
3Y*
12.75%
5Y*
8.44%
10Y*
9.82%
ALL TIME*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.61M$2.32M$1.84M
$22.97K$34.82K$12.88K

QFRD vs. DGRS - Yearly Performance Comparison


Correlation

The correlation between QFRD and DGRS is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.40

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Return for Risk

QFRD vs. DGRS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QFRD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DGRS
DGRS Risk / Return Rank: 7777
Overall Rank
DGRS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 8080
Sortino Ratio Rank
DGRS Omega Ratio Rank: 7373
Omega Ratio Rank
DGRS Calmar Ratio Rank: 8282
Calmar Ratio Rank
DGRS Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QFRD vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.


QFRDDGRSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.98

Martin ratioReturn relative to average drawdown

9.53

QFRD vs. DGRS - Sharpe Ratio Comparison


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Drawdowns

QFRD vs. DGRS - Drawdown Comparison

The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for QFRD and DGRS.


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Drawdown Indicators


QFRDDGRSDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-44.83%

+35.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-3.65%

-1.24%

-2.41%

Average Drawdown

Average peak-to-trough decline

-3.45%

-6.66%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

Volatility

QFRD vs. DGRS - Volatility Comparison


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Volatility by Period


QFRDDGRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

17.17%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

20.22%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

23.57%

-4.40%

QFRD vs. DGRS - Expense Ratio Comparison

QFRD has a 0.49% expense ratio, which is higher than DGRS's 0.38% expense ratio.


Dividends

QFRD vs. DGRS - Dividend Comparison

QFRD's dividend yield for the trailing twelve months is around 0.11%, less than DGRS's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund
2.04%2.68%2.15%2.36%2.88%2.19%2.32%2.39%2.64%1.90%1.82%2.55%
QFRD
Pacer S&P 500 Quality FCF R&D Leaders ETF
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QFRD and DGRS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRS is cheaper with a 0.38% expense ratio, compared with 0.49% for QFRD.

DGRS has the higher dividend yield at 2.04%, compared with 0.11% for QFRD.

QFRD tracks S&P 500 Quality FCF R&D Leaders Index, while DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index. They also come from different issuers: Pacer and WisdomTree. Their fees differ too: 0.49% for QFRD and 0.38% for DGRS.

Portfolio Optimizer

Find the right allocation for QFRD and DGRS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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