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Capital Group U.S. Large Value ETF (CGVV) Sortino Ratio

ETF · Currency in USD · Last updated Jun 24, 2026

The Capital Group U.S. Large Value ETF (CGVV) is an actively managed exchange-traded fund that seeks capital appreciation. Under normal market conditions, the fund invests at least 80% of its net assets in common stocks and other equity-type securities of large, value companies in the United States. The fund defines large companies as those whose market capitalizations typically fall within the range of the Russell 1000 Index.

Sortino ratio is not yet available for CGVV. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Capital Group U.S. Large Value ETF's Sortino Ratio with other ETFs in the Large Cap Value Equities category across multiple time periods, showing how CGVV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
IUVF.LiShares Edge MSCI USA Value Factor UCITS6.87
QDVI.DEiShares Edge MSCI USA Value Factor UCITS ETF6.55
XDIV.TOiShares Core MSCI Canadian Quality Dividend Index ETF6.55
IUVL.LiShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)6.24
IUVD.LiShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)6.21
XVLU.TOiShares MSCI USA Value Factor Index ETF5.90
UVAL.LSPDR MSCI USA Value Weighted UCITS ETF5.70
VLUEiShares MSCI USA Value Factor ETF5.23
ZPRU.DESPDR MSCI USA Value Weighted UCITS ETF5.19
ZVC.TOBMO MSCI Canada Value Index ETF5.09
CGVVCapital Group U.S. Large Value ETF—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows CGVV's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CGVV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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