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

Correlation

The correlation between VONG and COWZ is 0.63, 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.


-0.50.00.51.00.6

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%JulyAugustSeptemberOctoberNovemberDecember
315.39%
166.26%
VONG
COWZ

Key characteristics

Sharpe Ratio

VONG:

2.15

COWZ:

0.86

Sortino Ratio

VONG:

2.77

COWZ:

1.29

Omega Ratio

VONG:

1.39

COWZ:

1.15

Calmar Ratio

VONG:

2.81

COWZ:

1.35

Martin Ratio

VONG:

11.01

COWZ:

3.46

Ulcer Index

VONG:

3.35%

COWZ:

3.37%

Daily Std Dev

VONG:

17.17%

COWZ:

13.65%

Max Drawdown

VONG:

-32.72%

COWZ:

-38.63%

Current Drawdown

VONG:

-2.62%

COWZ:

-7.43%

Returns By Period

In the year-to-date period, VONG achieves a 35.22% return, which is significantly higher than COWZ's 10.79% return.


VONG

YTD

35.22%

1M

3.63%

6M

12.28%

1Y

35.39%

5Y*

19.34%

10Y*

16.75%

COWZ

YTD

10.79%

1M

-4.05%

6M

4.13%

1Y

10.69%

5Y*

15.08%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VONG vs. COWZ - Expense Ratio Comparison

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


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.15, compared to the broader market0.002.004.002.150.86
The chart of Sortino ratio for VONG, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.002.771.29
The chart of Omega ratio for VONG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.15
The chart of Calmar ratio for VONG, currently valued at 2.81, compared to the broader market0.005.0010.0015.002.811.35
The chart of Martin ratio for VONG, currently valued at 11.01, compared to the broader market0.0020.0040.0060.0080.00100.0011.013.46
VONG
COWZ

The current VONG Sharpe Ratio is 2.15, which is higher than the COWZ Sharpe Ratio of 0.86. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.15
0.86
VONG
COWZ

Dividends

VONG vs. COWZ - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.41%, less than COWZ's 1.92% yield.


TTM20232022202120202019201820172016201520142013
VONG
Vanguard Russell 1000 Growth ETF
0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
COWZ
Pacer US Cash Cows 100 ETF
1.92%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.62%
-7.43%
VONG
COWZ

Volatility

VONG vs. COWZ - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 4.94% compared to Pacer US Cash Cows 100 ETF (COWZ) at 4.55%. 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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.94%
4.55%
VONG
COWZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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