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SCOW vs. VTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCOW vs. VTWO - 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 Vanguard Russell 2000 ETF (VTWO). 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 7.34% return, which is significantly lower than VTWO's 20.53% return.


SCOW

1D
0.04%
1M
1.82%
YTD
7.34%
6M
3.15%
1Y
3Y*
5Y*
10Y*

VTWO

1D
-0.94%
1M
3.85%
YTD
20.53%
6M
17.73%
1Y
41.24%
3Y*
19.49%
5Y*
6.45%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOW vs. VTWO - Yearly Performance Comparison


Correlation

The correlation between SCOW and VTWO is 0.75, 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

0.75

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Return for Risk

SCOW vs. VTWO — Risk / Return Rank

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

SCOW

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


VTWO
VTWO Risk / Return Rank: 6868
Overall Rank
VTWO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTWO Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTWO Omega Ratio Rank: 5858
Omega Ratio Rank
VTWO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VTWO Martin Ratio Rank: 7373
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. VTWO - 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 Vanguard Russell 2000 ETF (VTWO). 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.


SCOWVTWODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.77

Martin ratioReturn relative to average drawdown

13.36

SCOW vs. VTWO - Sharpe Ratio Comparison


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Drawdowns

SCOW vs. VTWO - Drawdown Comparison

The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum VTWO drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for SCOW and VTWO.


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Drawdown Indicators


SCOWVTWODifference

Max Drawdown

Largest peak-to-trough decline

-10.09%

-41.19%

+31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

Current Drawdown

Current decline from peak

-1.19%

-0.94%

-0.25%

Average Drawdown

Average peak-to-trough decline

-3.05%

-8.36%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

Volatility

SCOW vs. VTWO - Volatility Comparison


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Volatility by Period


SCOWVTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

19.68%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

22.56%

-5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

23.11%

-6.15%

SCOW vs. VTWO - Expense Ratio Comparison

SCOW has a 0.59% expense ratio, which is higher than VTWO's 0.06% expense ratio.


Dividends

SCOW vs. VTWO - Dividend Comparison

SCOW's dividend yield for the trailing twelve months is around 0.39%, less than VTWO's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VTWO
Vanguard Russell 2000 ETF
1.10%1.25%1.21%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%

Frequently Asked Questions


SCOW and VTWO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTWO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTWO is cheaper with a 0.06% expense ratio, compared with 0.59% for SCOW.

VTWO has the higher dividend yield at 1.10%, compared with 0.39% for SCOW.

SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while VTWO tracks Russell 2000 Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.59% for SCOW and 0.06% for VTWO.

Portfolio Optimizer

Find the right allocation for SCOW and VTWO

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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