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VONV vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VONV vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value ETF (VONV) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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VONV vs. GCOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONV
Vanguard Russell 1000 Value ETF
2.63%15.81%14.28%11.40%-7.65%25.28%2.71%26.48%-8.45%13.59%
GCOW
Pacer Global Cash Cows Dividend ETF
12.89%27.34%3.52%13.95%5.49%14.58%-4.33%17.81%-7.99%20.71%

Returns By Period

In the year-to-date period, VONV achieves a 2.63% return, which is significantly lower than GCOW's 12.89% return. Both investments have delivered pretty close results over the past 10 years, with VONV having a 10.52% annualized return and GCOW not far behind at 10.17%.


VONV

1D
0.61%
1M
-4.14%
YTD
2.63%
6M
6.42%
1Y
16.49%
3Y*
14.48%
5Y*
9.28%
10Y*
10.52%

GCOW

1D
-0.28%
1M
-1.51%
YTD
12.89%
6M
18.87%
1Y
30.54%
3Y*
16.78%
5Y*
13.59%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VONV vs. GCOW - Expense Ratio Comparison

VONV has a 0.08% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Return for Risk

VONV vs. GCOW — Risk / Return Rank

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

VONV
VONV Risk / Return Rank: 5757
Overall Rank
VONV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VONV Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONV Omega Ratio Rank: 6060
Omega Ratio Rank
VONV Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONV Martin Ratio Rank: 6363
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9292
Overall Rank
GCOW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9393
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8787
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9393
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.

VONV vs. GCOW - Risk-Adjusted Trends Comparison

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


VONVGCOWDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.21

-1.15

Sortino ratio

Return per unit of downside risk

1.51

2.94

-1.43

Omega ratio

Gain probability vs. loss probability

1.23

1.43

-0.20

Calmar ratio

Return relative to maximum drawdown

1.38

2.80

-1.42

Martin ratio

Return relative to average drawdown

6.46

14.21

-7.75

VONV vs. GCOW - Sharpe Ratio Comparison

The current VONV Sharpe Ratio is 1.06, which is lower than the GCOW Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VONV and GCOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VONVGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.21

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

1.01

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.63

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.60

+0.08

Correlation

The correlation between VONV and GCOW is 0.77, 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.


Dividends

VONV vs. GCOW - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.81%, less than GCOW's 4.41% yield.


TTM20252024202320222021202020192018201720162015
VONV
Vanguard Russell 1000 Value ETF
1.81%1.82%1.97%2.10%2.22%1.67%2.25%2.30%2.56%2.18%2.39%2.38%
GCOW
Pacer Global Cash Cows Dividend ETF
4.41%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%0.00%

Drawdowns

VONV vs. GCOW - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, roughly equal to the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for VONV and GCOW.


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Drawdown Indicators


VONVGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-38.21%

-37.64%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-10.79%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.87%

-21.48%

+2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-37.64%

-0.57%

Current Drawdown

Current decline from peak

-4.30%

-2.11%

-2.19%

Average Drawdown

Average peak-to-trough decline

-3.94%

-5.90%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.18%

+0.37%

Volatility

VONV vs. GCOW - Volatility Comparison

Vanguard Russell 1000 Value ETF (VONV) has a higher volatility of 4.27% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 3.45%. This indicates that VONV's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONVGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

3.45%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

7.89%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

13.89%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

13.48%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

16.24%

+0.99%