SCOW vs. COWG
SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and COWG (Pacer US Large Cap Cash Cows Growth Leaders ETF) are both exchange-traded funds - SCOW is a Quality Factor fund tracking the S&P SmallCap 600 Quality FCF Aristocrats Index, while COWG is a Large Cap Growth Equities fund tracking the Pacer US Large Cap Cash Cows Growth Leaders Index. Both are passively managed. Their 0.59 correlation means they have sometimes moved together and sometimes differently. SCOW charges 0.59%/yr vs 0.49%/yr for COWG.
Performance
SCOW vs. COWG - Performance Comparison
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Returns By Period
In the year-to-date period, SCOW achieves a 18.11% return, which is significantly higher than COWG's 8.98% return.
SCOW
- 1D
- 1.67%
- 1M
- 6.15%
- 6M
- 16.56%
- YTD
- 18.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COWG
- 1D
- 1.13%
- 1M
- -1.45%
- 6M
- 8.27%
- YTD
- 8.98%
- 1Y
- 11.63%
- 3Y*
- 21.15%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.53M | $9.94M | $10.56M | |
| $5.78K | $23.09K | $32.06K |
SCOW vs. COWG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 18.11% | -2.05% |
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF | 8.98% | 0.54% |
Correlation
The correlation between SCOW and COWG is 0.59, 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 | 0.59 |
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Return for Risk
SCOW vs. COWG — Risk / Return Rank
SCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COWG
SCOW vs. COWG - 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 Large Cap Cash Cows Growth Leaders ETF (COWG). 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 | COWG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.12 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.08 | — |
| Martin ratioReturn relative to average drawdown | — | 2.90 | — |
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Drawdowns
SCOW vs. COWG - Drawdown Comparison
The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum COWG drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for SCOW and COWG.
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Drawdown Indicators
| SCOW | COWG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.09% | -23.60% | +13.51% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.79% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.60% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.53% | +4.53% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -3.30% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.02% | — |
Volatility
SCOW vs. COWG - Volatility Comparison
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Volatility by Period
| SCOW | COWG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.34% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 18.09% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 19.33% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 19.33% | -2.51% |
SCOW vs. COWG - Expense Ratio Comparison
SCOW has a 0.59% expense ratio, which is higher than COWG's 0.49% expense ratio.
Dividends
SCOW vs. COWG - Dividend Comparison
SCOW's dividend yield for the trailing twelve months is around 0.36%, less than COWG's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF | 0.37% | 0.32% | 0.40% | 0.47% |
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 0.36% | 0.17% | 0.00% | 0.00% |
Frequently Asked Questions
SCOW and COWG have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COWG is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COWG is cheaper with a 0.49% expense ratio, compared with 0.59% for SCOW.
COWG has the higher dividend yield at 0.37%, compared with 0.36% for SCOW.
SCOW is categorized as Quality Factor, while COWG is Large Cap Growth Equities. SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while COWG tracks Pacer US Large Cap Cash Cows Growth Leaders Index. Their fees differ too: 0.59% for SCOW and 0.49% for COWG.
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