SFGV vs. HERD

Last updated Jun 4, 2026

SFGV (Sequoia Global Value ETF) and HERD (Pacer Cash Cows Fund of Funds ETF) are both Global Equities funds. SFGV is actively managed, while HERD is passively managed. Over the past year, SFGV returned 25.44% vs 29.32% for HERD. Their correlation of 0.88 suggests significant overlap in exposure. SFGV charges 0.33%/yr vs 0.73%/yr for HERD.

Performance

SFGV vs. HERD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sequoia Global Value ETF (SFGV) and Pacer Cash Cows Fund of Funds ETF (HERD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFGV achieves a 11.37% return, which is significantly lower than HERD's 12.05% return.

SFGV

• 1D: -0.38%
• 1M: 3.27%
• YTD: 11.37%
• 6M: 11.60%
• 1Y: 25.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HERD

• 1D: -0.52%
• 1M: 3.45%
• YTD: 12.05%
• 6M: 12.85%
• 1Y: 29.32%
• 3Y*: 17.33%
• 5Y*: 9.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFGV vs. HERD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SFGV Sequoia Global Value ETF	11.37%	18.84%	10.71%
HERD Pacer Cash Cows Fund of Funds ETF	12.05%	19.07%	9.37%

Correlation

The correlation between SFGV and HERD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 19, 2024	0.88

The correlation between SFGV and HERD has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

SFGV vs. HERD - Sectors Allocation Comparison

Sectors	SFGV	HERD
Consumer Cyclical	15.3%	15.6%
Industrials	13.7%	13.4%
Healthcare	12.7%	14.7%
Energy	11.4%	15.9%
Technology	11.4%	18.0%
Financial Services	10.5%	0.0%
Consumer Defensive	8.8%	8.2%
Basic Materials	6.0%	4.7%
Real Estate	5.9%	0.3%
Communication Services	3.4%	8.3%
Utilities	1.0%	0.8%

Return for Risk

SFGV vs. HERD — Risk / Return Rank

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

SFGV

SFGV Risk / Return Rank: 66
SFGV Sharpe Ratio Rank: 68
SFGV Sortino Ratio Rank: 70
SFGV Omega Ratio Rank: 66
SFGV Calmar Ratio Rank: 62
SFGV Martin Ratio Rank: 64

HERD

HERD Risk / Return Rank: 81
HERD Sharpe Ratio Rank: 78
HERD Sortino Ratio Rank: 79
HERD Omega Ratio Rank: 75
HERD Calmar Ratio Rank: 88
HERD Martin Ratio Rank: 85

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.

SFGV vs. HERD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequoia Global Value ETF (SFGV) and Pacer Cash Cows Fund of Funds ETF (HERD). 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.

	SFGV	HERD	Difference
Sharpe ratio: Return per unit of total volatility	2.21	2.54	-0.33
Sortino ratio: Return per unit of downside risk	3.17	3.56	-0.38
Omega ratio: Gain probability vs. loss probability	1.39	1.45	-0.06
Calmar ratio: Return relative to maximum drawdown	3.06	5.19	-2.13
Martin ratio: Return relative to average drawdown	11.43	17.73	-6.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFGV vs. HERD - Sharpe Ratio Comparison

The current SFGV Sharpe Ratio is 2.21, which is comparable to the HERD Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SFGV and HERD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFGV	HERD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.54	-0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.63	+0.69

Drawdowns

SFGV vs. HERD - Drawdown Comparison

The maximum SFGV drawdown since its inception was -14.51%, smaller than the maximum HERD drawdown of -39.41%. Use the drawdown chart below to compare losses from any high point for SFGV and HERD.

Drawdown Indicators

	SFGV	HERD	Difference
Max Drawdown Largest peak-to-trough decline	-14.51%	-39.41%	+24.90%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	-5.68%	-2.68%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.60%	—
Current Drawdown Current decline from peak	-0.38%	-0.67%	+0.29%
Average Drawdown Average peak-to-trough decline	-1.89%	-4.55%	+2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	1.66%	+0.57%

Volatility

SFGV vs. HERD - Volatility Comparison

Sequoia Global Value ETF (SFGV) and Pacer Cash Cows Fund of Funds ETF (HERD) have volatilities of 2.95% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFGV	HERD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	2.92%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	8.62%	7.74%	+0.88%
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	11.62%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	17.76%	-4.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	20.50%	-7.24%

SFGV vs. HERD - Expense Ratio Comparison

SFGV has a 0.33% expense ratio, which is lower than HERD's 0.73% expense ratio.

Dividends

SFGV vs. HERD - Dividend Comparison

SFGV's dividend yield for the trailing twelve months is around 2.25%, less than HERD's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
HERD Pacer Cash Cows Fund of Funds ETF	3.13%	3.75%	2.43%	2.54%	2.50%	2.02%	1.95%	1.69%
SFGV Sequoia Global Value ETF	2.25%	2.52%	2.23%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFGV and HERD in my portfolio?

SFGV and HERD have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFGV or HERD?

SFGV has higher volatility (2.95%) compared to HERD (2.92%). In terms of maximum drawdown, SFGV dropped -14.51% vs HERD's -39.41%.

Which ETF is better, SFGV or HERD?

On 1-year performance, HERD leads with 29.32% vs 25.44% for SFGV. On fees, SFGV is cheaper at 0.33% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFGV or HERD?

Over the 1-year period, HERD has performed better with a 29.32% return vs 25.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFGV or HERD?

SFGV is cheaper with a 0.33% expense ratio, compared with 0.73% for HERD.

Which ETF pays a higher dividend yield, SFGV or HERD?

HERD has the higher dividend yield at 3.13%, compared with 2.25% for SFGV.

What is the main difference between SFGV and HERD?

They also come from different issuers: Sequoia and Pacer. Their fees differ too: 0.33% for SFGV and 0.73% for HERD.

Which has better risk-adjusted returns?

HERD currently has the higher Sharpe Ratio (2.54 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.