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SCOW vs. SCDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCOW vs. SCDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCOW achieves a 6.60% return, which is significantly lower than SCDS's 22.66% return.


SCOW

1D
-1.46%
1M
2.00%
YTD
6.60%
6M
5.15%
1Y
3Y*
5Y*
10Y*

SCDS

1D
-0.76%
1M
6.01%
YTD
22.66%
6M
21.54%
1Y
42.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOW vs. SCDS - Yearly Performance Comparison


Correlation

The correlation between SCOW and SCDS is 0.76, 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 29, 2025

0.76

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Return for Risk

SCOW vs. SCDS — Risk / Return Rank

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

SCOW

SCDS
SCDS Risk / Return Rank: 7777
Overall Rank
SCDS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SCDS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCDS Omega Ratio Rank: 6767
Omega Ratio Rank
SCDS Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCDS Martin Ratio Rank: 8383
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.

SCOW vs. SCDS - 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 JPMorgan Fundamental Data Science Small Core ETF (SCDS). 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.


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

SCOW vs. SCDS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCOWSCDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.11

-0.76

Drawdowns

SCOW vs. SCDS - Drawdown Comparison

The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum SCDS drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for SCOW and SCDS.


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Drawdown Indicators


SCOWSCDSDifference

Max Drawdown

Largest peak-to-trough decline

-10.09%

-26.71%

+16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

Current Drawdown

Current decline from peak

-1.46%

-0.76%

-0.70%

Average Drawdown

Average peak-to-trough decline

-3.20%

-5.28%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

Volatility

SCOW vs. SCDS - Volatility Comparison


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Volatility by Period


SCOWSCDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

18.20%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

21.20%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

21.20%

-4.26%

SCOW vs. SCDS - Expense Ratio Comparison

SCOW has a 0.59% expense ratio, which is higher than SCDS's 0.40% expense ratio.


Dividends

SCOW vs. SCDS - Dividend Comparison

SCOW's dividend yield for the trailing twelve months is around 0.27%, less than SCDS's 0.92% yield.


Frequently Asked Questions


SCOW and SCDS 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.

On fees, SCDS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCDS is cheaper with a 0.40% expense ratio, compared with 0.59% for SCOW.

SCDS has the higher dividend yield at 0.92%, compared with 0.27% for SCOW.

They also come from different issuers: Pacer and JPMorgan. Their fees differ too: 0.59% for SCOW and 0.40% for SCDS.

Portfolio Optimizer

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