VDIG vs. GCOW
VDIG (Vanguard Wellington Dividend Growth Active ETF) and GCOW (Pacer Global Cash Cows Dividend ETF) are both Large Cap Value Equities funds. VDIG is actively managed, while GCOW is passively managed. Their 0.35 correlation means their historical movements had little consistent relationship. VDIG charges 0.40%/yr vs 0.60%/yr for GCOW.
Performance
VDIG vs. GCOW - Performance Comparison
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Returns By Period
In the year-to-date period, VDIG achieves a 3.39% return, which is significantly lower than GCOW's 14.77% return.
VDIG
- 1D
- -0.26%
- 1M
- -0.16%
- 6M
- 2.87%
- YTD
- 3.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GCOW
- 1D
- -0.73%
- 1M
- 5.47%
- 6M
- 7.25%
- YTD
- 14.77%
- 1Y
- 27.77%
- 3Y*
- 16.05%
- 5Y*
- 13.35%
- 10Y*
- 9.89%
- ALL TIME*
- 10.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.71M | $12.72M | $12.45M | |
| $278.74K | $537.10K | $458.36K |
VDIG vs. GCOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDIG Vanguard Wellington Dividend Growth Active ETF | 3.39% | 3.50% |
GCOW Pacer Global Cash Cows Dividend ETF | 14.77% | 2.83% |
Correlation
The correlation between VDIG and GCOW is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.35 |
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Return for Risk
VDIG vs. GCOW — Risk / Return Rank
VDIG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GCOW
VDIG vs. GCOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Dividend Growth Active ETF (VDIG) 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.
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.
| VDIG | GCOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.61 | — |
| Martin ratioReturn relative to average drawdown | — | 11.15 | — |
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Drawdowns
VDIG vs. GCOW - Drawdown Comparison
The maximum VDIG drawdown since its inception was -11.20%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for VDIG and GCOW.
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Drawdown Indicators
| VDIG | GCOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.20% | -37.64% | +26.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.83% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.64% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.73% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -5.82% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.53% | — |
Volatility
VDIG vs. GCOW - Volatility Comparison
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Volatility by Period
| VDIG | GCOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.54% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 10.99% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.09% | 13.55% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 16.00% | -4.91% |
VDIG vs. GCOW - Expense Ratio Comparison
VDIG has a 0.40% expense ratio, which is lower than GCOW's 0.60% expense ratio.
Dividends
VDIG vs. GCOW - Dividend Comparison
VDIG's dividend yield for the trailing twelve months is around 0.12%, less than GCOW's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GCOW Pacer Global Cash Cows Dividend ETF | 4.58% | 4.06% | 5.14% | 5.28% | 4.39% | 4.23% | 4.12% | 4.40% | 3.94% | 2.79% | 1.95% |
VDIG Vanguard Wellington Dividend Growth Active ETF | 0.12% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VDIG and GCOW have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDIG is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDIG is cheaper with a 0.40% expense ratio, compared with 0.60% for GCOW.
GCOW has the higher dividend yield at 4.58%, compared with 0.12% for VDIG.
They also come from different issuers: Vanguard and Pacer. Their fees differ too: 0.40% for VDIG and 0.60% for GCOW.
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