SCOW vs. CALF
SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and CALF (Pacer US Small Cap Cash Cows 100 ETF) are both Small Cap Blend Equities funds from Pacer - SCOW tracks the S&P SmallCap 600 Quality FCF Aristocrats Index while CALF tracks the Pacer US Small Cap Cash Cows Index. Both are passively managed. A 0.80 correlation means they provide meaningful diversification when combined. 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 7.34% return, which is significantly lower than CALF's 10.96% return.
SCOW
- 1D
- 0.04%
- 1M
- 1.82%
- YTD
- 7.34%
- 6M
- 3.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CALF
- 1D
- 0.34%
- 1M
- 0.78%
- YTD
- 10.96%
- 6M
- 9.95%
- 1Y
- 26.19%
- 3Y*
- 9.45%
- 5Y*
- 3.49%
- 10Y*
- —
SCOW vs. CALF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 7.34% | -2.05% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 10.96% | 3.52% |
Correlation
The correlation between SCOW and CALF is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.80 |
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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 100 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 | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.28 | — |
| Martin ratioReturn relative to average drawdown | — | 11.68 | — |
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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 | — | -6.15% | — |
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 | -1.19% | -4.01% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -10.69% | +7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.25% | — |
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 | — | 5.39% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 16.02% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 23.39% | -6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 25.97% | -9.01% |
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 0.39%, less than CALF's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.24% | 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 | 0.39% | 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 0.80, 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 1.24%, compared with 0.39% for SCOW.
SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while CALF tracks Pacer US Small Cap Cash Cows Index.
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