See what your fund actually adds
Pacer S&P 500 Quality FCF Aristocrats ETF LCOW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LCOW | Replication |
|---|---|---|
| Annualized growth | 26.1% | 20.2% |
| Annualized volatility | 12.3% | 12.6% |
| Sharpe ratio | 1.96 | 1.52 |
| Maximum drawdown | 10.3% | 10.8% |
| Replication fit (R²) | 0.92 · Tracking error 3.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model LCOW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 43.2% |
| USMV | Factor · Min Vol | 23.5% |
| VOX | Sector · Communication | 12.9% |
| XLF | Sector · Financials | 10.3% |
| LRGF | Factor · Multi-Factor | 10.1% |