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VCR vs. COWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCR vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Discretionary ETF (VCR) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCR achieves a -0.09% return, which is significantly lower than COWZ's 6.93% return.


VCR

1D
0.20%
1M
0.16%
YTD
-0.09%
6M
-1.17%
1Y
12.37%
3Y*
13.30%
5Y*
6.00%
10Y*
13.76%

COWZ

1D
0.82%
1M
1.75%
YTD
6.93%
6M
6.01%
1Y
19.20%
3Y*
13.01%
5Y*
10.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCR vs. COWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCR
Vanguard Consumer Discretionary ETF
-0.09%5.77%24.27%40.38%-35.15%24.86%48.36%27.45%-2.31%22.82%
COWZ
Pacer US Cash Cows 100 ETF
6.93%8.98%10.64%14.73%0.19%42.57%11.65%23.41%-10.05%20.22%

Correlation

The correlation between VCR and COWZ is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2016

0.70

The correlation between VCR and COWZ shifts across timeframes, from 0.57 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VCR vs. COWZ — Risk / Return Rank

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

VCR
VCR Risk / Return Rank: 2020
Overall Rank
VCR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 2020
Sortino Ratio Rank
VCR Omega Ratio Rank: 1919
Omega Ratio Rank
VCR Calmar Ratio Rank: 1919
Calmar Ratio Rank
VCR Martin Ratio Rank: 2121
Martin Ratio Rank

COWZ
COWZ Risk / Return Rank: 6262
Overall Rank
COWZ Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 5959
Sortino Ratio Rank
COWZ Omega Ratio Rank: 5252
Omega Ratio Rank
COWZ Calmar Ratio Rank: 8080
Calmar Ratio Rank
COWZ Martin Ratio Rank: 6262
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.

VCR vs. COWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Pacer US Cash Cows 100 ETF (COWZ). 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.


VCRCOWZDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.11

1.29

-0.17

Calmar ratioReturn relative to maximum drawdown

0.72

3.65

-2.93

Martin ratioReturn relative to average drawdown

2.21

9.73

-7.52

VCR vs. COWZ - Sharpe Ratio Comparison

The current VCR Sharpe Ratio is 0.60, which is lower than the COWZ Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of VCR and COWZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VCR vs. COWZ - Drawdown Comparison

The maximum VCR drawdown since its inception was -61.54%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for VCR and COWZ.


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Drawdown Indicators


VCRCOWZDifference

Max Drawdown

Largest peak-to-trough decline

-61.54%

-38.63%

-22.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-5.00%

-10.59%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

-22.00%

-5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-22.00%

-17.20%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

-4.64%

-2.05%

-2.59%

Average Drawdown

Average peak-to-trough decline

-9.39%

-4.80%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

1.88%

+3.17%

Volatility

VCR vs. COWZ - Volatility Comparison

Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 6.17% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.27%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCRCOWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

3.27%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

7.20%

+6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

11.19%

+7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.03%

17.64%

+6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

19.91%

+2.52%

VCR vs. COWZ - Expense Ratio Comparison

VCR has a 0.10% expense ratio, which is lower than COWZ's 0.49% expense ratio.


Dividends

VCR vs. COWZ - Dividend Comparison

VCR's dividend yield for the trailing twelve months is around 0.73%, less than COWZ's 1.93% yield.


PositionTTM20252024202320222021202020192018201720162015
COWZ
Pacer US Cash Cows 100 ETF
1.93%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%
VCR
Vanguard Consumer Discretionary ETF
0.73%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%

Frequently Asked Questions


VCR and COWZ have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCR has higher volatility (6.17%) compared to COWZ (3.27%). In terms of maximum drawdown, VCR dropped -61.54% vs COWZ's -38.63%.

On 5-year performance, COWZ leads with 10.13% vs 6.00% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, COWZ has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COWZ has performed better with a 10.13% return vs 6.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCR is cheaper with a 0.10% expense ratio, compared with 0.49% for COWZ.

COWZ has the higher dividend yield at 1.93%, compared with 0.73% for VCR.

VCR is categorized as Consumer Discretionary Equities, while COWZ is Mid Cap Value Equities. VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while COWZ tracks Pacer US Cash Cows 100 Index. They also come from different issuers: Vanguard and Pacer. Their fees differ too: 0.10% for VCR and 0.49% for COWZ.

COWZ currently has the higher Sharpe Ratio (1.63 vs 0.60), 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.

Portfolio Optimizer

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