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TRFK vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRFK vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Data and Digital Revolution ETF (TRFK) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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TRFK vs. GCOW - Yearly Performance Comparison


2026 (YTD)2025202420232022
TRFK
Pacer Data and Digital Revolution ETF
-2.84%26.81%38.30%66.63%-10.61%
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%-2.71%

Returns By Period

In the year-to-date period, TRFK achieves a -2.84% return, which is significantly lower than GCOW's 13.21% return.


TRFK

1D
4.71%
1M
-1.35%
YTD
-2.84%
6M
-6.98%
1Y
39.91%
3Y*
32.68%
5Y*
10Y*

GCOW

1D
0.85%
1M
-1.84%
YTD
13.21%
6M
20.65%
1Y
31.30%
3Y*
16.89%
5Y*
13.65%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRFK vs. GCOW - Expense Ratio Comparison

Both TRFK and GCOW have an expense ratio of 0.60%.


Return for Risk

TRFK vs. GCOW — Risk / Return Rank

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

TRFK
TRFK Risk / Return Rank: 7070
Overall Rank
TRFK Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TRFK Sortino Ratio Rank: 7777
Sortino Ratio Rank
TRFK Omega Ratio Rank: 7171
Omega Ratio Rank
TRFK Calmar Ratio Rank: 7777
Calmar Ratio Rank
TRFK Martin Ratio Rank: 5252
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9393
Overall Rank
GCOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9494
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9494
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.

TRFK vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


TRFKGCOWDifference

Sharpe ratio

Return per unit of total volatility

1.27

2.27

-0.99

Sortino ratio

Return per unit of downside risk

1.90

3.01

-1.11

Omega ratio

Gain probability vs. loss probability

1.25

1.44

-0.19

Calmar ratio

Return relative to maximum drawdown

1.99

2.77

-0.78

Martin ratio

Return relative to average drawdown

4.78

14.12

-9.34

TRFK vs. GCOW - Sharpe Ratio Comparison

The current TRFK Sharpe Ratio is 1.27, which is lower than the GCOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of TRFK and GCOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRFKGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.27

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.60

+0.38

Correlation

The correlation between TRFK and GCOW is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TRFK vs. GCOW - Dividend Comparison

TRFK's dividend yield for the trailing twelve months is around 0.01%, less than GCOW's 4.39% yield.


TTM2025202420232022202120202019201820172016
TRFK
Pacer Data and Digital Revolution ETF
0.01%0.01%0.40%0.20%0.56%0.00%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
4.39%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Drawdowns

TRFK vs. GCOW - Drawdown Comparison

The maximum TRFK drawdown since its inception was -29.06%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for TRFK and GCOW.


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Drawdown Indicators


TRFKGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-29.06%

-37.64%

+8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-19.56%

-11.05%

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-15.77%

-1.84%

-13.93%

Average Drawdown

Average peak-to-trough decline

-6.20%

-5.90%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.16%

2.17%

+5.99%

Volatility

TRFK vs. GCOW - Volatility Comparison

Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 9.98% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 4.03%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRFKGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

4.03%

+5.95%

Volatility (6M)

Calculated over the trailing 6-month period

20.50%

7.90%

+12.60%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

13.89%

+17.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.63%

13.48%

+15.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.63%

16.25%

+12.38%