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VONG vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VONG and COWZ is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

VONG vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth ETF (VONG) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
232.75%
132.21%
VONG
COWZ

Key characteristics

Sharpe Ratio

VONG:

-0.10

COWZ:

-0.85

Sortino Ratio

VONG:

0.01

COWZ:

-1.05

Omega Ratio

VONG:

1.00

COWZ:

0.87

Calmar Ratio

VONG:

-0.09

COWZ:

-0.71

Martin Ratio

VONG:

-0.40

COWZ:

-2.68

Ulcer Index

VONG:

5.24%

COWZ:

5.13%

Daily Std Dev

VONG:

20.95%

COWZ:

16.19%

Max Drawdown

VONG:

-32.72%

COWZ:

-38.63%

Current Drawdown

VONG:

-21.99%

COWZ:

-19.27%

Returns By Period

In the year-to-date period, VONG achieves a -18.69% return, which is significantly lower than COWZ's -12.67% return.


VONG

YTD

-18.69%

1M

-13.87%

6M

-12.79%

1Y

-2.04%

5Y*

17.02%

10Y*

13.75%

COWZ

YTD

-12.67%

1M

-12.64%

6M

-15.15%

1Y

-13.58%

5Y*

19.34%

10Y*

N/A

*Annualized

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VONG vs. COWZ - Expense Ratio Comparison

VONG has a 0.08% expense ratio, which is lower than COWZ's 0.49% expense ratio.


Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%
Expense ratio chart for VONG: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONG: 0.08%

Risk-Adjusted Performance

VONG vs. COWZ — Risk-Adjusted Performance Rank

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

VONG
The Risk-Adjusted Performance Rank of VONG is 4040
Overall Rank
The Sharpe Ratio Rank of VONG is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 3939
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 33
Overall Rank
The Sharpe Ratio Rank of COWZ is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 44
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 44
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 44
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VONG vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) 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.


The chart of Sharpe ratio for VONG, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.005.00
VONG: -0.10
COWZ: -0.85
The chart of Sortino ratio for VONG, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.0010.00
VONG: 0.01
COWZ: -1.05
The chart of Omega ratio for VONG, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
VONG: 1.00
COWZ: 0.87
The chart of Calmar ratio for VONG, currently valued at -0.09, compared to the broader market0.005.0010.0015.00
VONG: -0.09
COWZ: -0.71
The chart of Martin ratio for VONG, currently valued at -0.40, compared to the broader market0.0020.0040.0060.0080.00100.00
VONG: -0.40
COWZ: -2.68

The current VONG Sharpe Ratio is -0.10, which is higher than the COWZ Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of VONG and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.10
-0.85
VONG
COWZ

Dividends

VONG vs. COWZ - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.66%, less than COWZ's 2.07% yield.


TTM20242023202220212020201920182017201620152014
VONG
Vanguard Russell 1000 Growth ETF
0.66%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%
COWZ
Pacer US Cash Cows 100 ETF
2.07%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%

Drawdowns

VONG vs. COWZ - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for VONG and COWZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.99%
-19.27%
VONG
COWZ

Volatility

VONG vs. COWZ - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 10.87% compared to Pacer US Cash Cows 100 ETF (COWZ) at 8.96%. This indicates that VONG'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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.87%
8.96%
VONG
COWZ