TTAC vs. COWG
Compare and contrast key facts about TrimTabs US Free Cash Flow Quality ETF (TTAC) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG).
TTAC and COWG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTAC is an actively managed fund by TrimTabs. It was launched on Sep 28, 2016. COWG is a passively managed fund by Pacer that tracks the performance of the Pacer US Large Cap Cash Cows Growth Leaders Index - USD - Benchmark TR Gross. It was launched on Dec 21, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAC or COWG.
Key characteristics
| TTAC | COWG | |
|---|---|---|
| YTD Return | 21.96% | 38.15% |
| 1Y Return | 32.20% | 51.28% |
| Sharpe Ratio | 2.58 | 3.01 |
| Sortino Ratio | 3.54 | 3.91 |
| Omega Ratio | 1.45 | 1.52 |
| Calmar Ratio | 4.34 | 4.59 |
| Martin Ratio | 16.05 | 19.40 |
| Ulcer Index | 2.00% | 2.63% |
| Daily Std Dev | 12.45% | 16.96% |
| Max Drawdown | -34.95% | -11.11% |
| Current Drawdown | -0.64% | -0.12% |
Correlation
The correlation between TTAC and COWG is 0.93, 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
TTAC vs. COWG - Performance Comparison
In the year-to-date period, TTAC achieves a 21.96% return, which is significantly lower than COWG's 38.15% 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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TTAC vs. COWG - Expense Ratio Comparison
TTAC has a 0.59% expense ratio, which is higher than COWG's 0.49% expense ratio.
Risk-Adjusted Performance
TTAC vs. COWG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). 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
TTAC vs. COWG - Dividend Comparison
TTAC's dividend yield for the trailing twelve months is around 0.72%, more than COWG's 0.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
TTAC TrimTabs US Free Cash Flow Quality ETF | 0.72% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% | 0.19% |
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF | 0.37% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TTAC vs. COWG - Drawdown Comparison
The maximum TTAC drawdown since its inception was -34.95%, which is greater than COWG's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for TTAC and COWG. For additional features, visit the drawdowns tool.
Volatility
TTAC vs. COWG - Volatility Comparison
The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 3.50%, while Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) has a volatility of 5.10%. This indicates that TTAC experiences smaller price fluctuations and is considered to be less risky than COWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.