SCOW vs. CALF
SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and CALF (Pacer US Small Cap Cash Cows ETF) are both exchange-traded funds - SCOW is a Quality Factor fund tracking the S&P SmallCap 600 Quality FCF Aristocrats Index, while CALF is a Small Cap Value Equities fund tracking the Pacer US Small Cap Cash Cows Index. Both are passively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.59% expense ratio.
Performance
SCOW vs. CALF - Performance Comparison
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Returns By Period
In the year-to-date period, SCOW achieves a 16.17% return, which is significantly lower than CALF's 22.50% return.
SCOW
- 1D
- 0.12%
- 1M
- 4.40%
- 6M
- 15.26%
- YTD
- 16.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CALF
- 1D
- -0.40%
- 1M
- 4.89%
- 6M
- 19.77%
- YTD
- 22.50%
- 1Y
- 39.59%
- 3Y*
- 8.57%
- 5Y*
- 6.29%
- 10Y*
- —
- ALL TIME*
- 10.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $20.38M | $24.48M | $25.33M | |
| $6.56K | $22.42K | $32.46K |
SCOW vs. CALF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 16.17% | -2.05% |
CALF Pacer US Small Cap Cash Cows ETF | 22.50% | 3.52% |
Correlation
The correlation between SCOW and CALF is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.76 |
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Return for Risk
SCOW vs. CALF — Risk / Return Rank
SCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CALF
SCOW vs. CALF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and Pacer US Small Cap Cash Cows ETF (CALF). 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.
| SCOW | CALF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.13 | — |
| Martin ratioReturn relative to average drawdown | — | 17.68 | — |
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Drawdowns
SCOW vs. CALF - Drawdown Comparison
The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for SCOW and CALF.
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Drawdown Indicators
| SCOW | CALF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.09% | -47.58% | +37.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.88% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -10.57% | +7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
SCOW vs. CALF - Volatility Comparison
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Volatility by Period
| SCOW | CALF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.09% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.64% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 16.13% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 23.23% | -6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 25.89% | -9.12% |
SCOW vs. CALF - Expense Ratio Comparison
Both SCOW and CALF have an expense ratio of 0.59%.
Dividends
SCOW vs. CALF - Dividend Comparison
SCOW's dividend yield for the trailing twelve months is around 0.36%, less than CALF's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CALF Pacer US Small Cap Cash Cows ETF | 1.12% | 1.43% | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 0.36% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCOW and CALF have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SCOW and CALF have the same expense ratio: 0.59% per year.
CALF has the higher dividend yield at 1.12%, compared with 0.36% for SCOW.
SCOW is categorized as Quality Factor, while CALF is Small Cap Value Equities. SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while CALF tracks Pacer US Small Cap Cash Cows Index.
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