SQLV vs. CALF
Compare and contrast key facts about Legg Mason Small-Cap Quality Value ETF (SQLV) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
SQLV and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SQLV is a passively managed fund by Franklin Templeton that tracks the performance of the Royce Small-Cap Quality Value Index. It was launched on Jul 12, 2017. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both SQLV and CALF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQLV or CALF.
Key characteristics
| SQLV | CALF | |
|---|---|---|
| YTD Return | 9.97% | 1.09% |
| 1Y Return | 30.88% | 20.55% |
| 3Y Return (Ann) | 4.06% | 2.68% |
| 5Y Return (Ann) | 12.71% | 14.73% |
| Sharpe Ratio | 1.46 | 0.91 |
| Sortino Ratio | 2.24 | 1.47 |
| Omega Ratio | 1.27 | 1.17 |
| Calmar Ratio | 2.09 | 1.41 |
| Martin Ratio | 6.85 | 3.22 |
| Ulcer Index | 4.37% | 6.07% |
| Daily Std Dev | 20.50% | 21.63% |
| Max Drawdown | -48.35% | -47.58% |
| Current Drawdown | -0.83% | -1.41% |
Correlation
The correlation between SQLV and CALF is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SQLV vs. CALF - Performance Comparison
In the year-to-date period, SQLV achieves a 9.97% return, which is significantly higher than CALF's 1.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SQLV vs. CALF - Expense Ratio Comparison
SQLV has a 0.62% expense ratio, which is higher than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
SQLV vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Legg Mason Small-Cap Quality Value ETF (SQLV) 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.
Dividends
SQLV vs. CALF - Dividend Comparison
SQLV's dividend yield for the trailing twelve months is around 1.06%, more than CALF's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SQLV Legg Mason Small-Cap Quality Value ETF | 1.06% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.02% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
Drawdowns
SQLV vs. CALF - Drawdown Comparison
The maximum SQLV drawdown since its inception was -48.35%, roughly equal to the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for SQLV and CALF. For additional features, visit the drawdowns tool.
Volatility
SQLV vs. CALF - Volatility Comparison
Legg Mason Small-Cap Quality Value ETF (SQLV) has a higher volatility of 7.83% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 7.38%. This indicates that SQLV's price experiences larger fluctuations and is considered to be riskier than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.