CGCP vs. CGVV

Last updated Jun 4, 2026

CGCP (Capital Group Core Plus Income ETF) and CGVV (Capital Group U.S. Large Value ETF) are both exchange-traded funds - CGCP is a Intermediate Core-Plus Bond fund actively managed by Capital Group, while CGVV is a Large Cap Value Equities fund actively managed by Capital Group. Both are actively managed. At a 0.41 correlation, their price movements are largely independent. CGCP charges 0.34%/yr vs 0.33%/yr for CGVV.

Performance

CGCP vs. CGVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Plus Income ETF (CGCP) and Capital Group U.S. Large Value ETF (CGVV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGCP achieves a 0.33% return, which is significantly lower than CGVV's 11.52% return.

CGCP

• 1D: -0.31%
• 1M: 0.27%
• YTD: 0.33%
• 6M: 0.37%
• 1Y: 5.84%
• 3Y*: 5.07%
• 5Y*: —
• 10Y*: —

CGVV

• 1D: -0.10%
• 1M: 1.42%
• YTD: 11.52%
• 6M: 11.41%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGCP vs. CGVV - Yearly Performance Comparison

	2026 (YTD)	2025
CGCP Capital Group Core Plus Income ETF	0.33%	3.53%
CGVV Capital Group U.S. Large Value ETF	11.52%	6.41%

Correlation

The correlation between CGCP and CGVV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025	0.41

Return for Risk

CGCP vs. CGVV — Risk / Return Rank

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

CGCP

CGCP Risk / Return Rank: 45
CGCP Sharpe Ratio Rank: 44
CGCP Sortino Ratio Rank: 47
CGCP Omega Ratio Rank: 44
CGCP Calmar Ratio Rank: 45
CGCP Martin Ratio Rank: 45

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.

CGCP vs. CGVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Plus Income ETF (CGCP) and Capital Group U.S. Large Value ETF (CGVV). 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.

	CGCP	CGVV	Difference
Sharpe ratio Return per unit of total volatility	1.58	—	—
Sortino ratio Return per unit of downside risk	2.36	—	—
Omega ratio Gain probability vs. loss probability	1.29	—	—
Calmar ratio Return relative to maximum drawdown	2.27	—	—
Martin ratio Return relative to average drawdown	7.46	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CGCP	CGVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	1.50	-1.24

Drawdowns

CGCP vs. CGVV - Drawdown Comparison

The maximum CGCP drawdown since its inception was -15.06%, which is greater than CGVV's maximum drawdown of -10.11%. Use the drawdown chart below to compare losses from any high point for CGCP and CGVV.

Drawdown Indicators

	CGCP	CGVV	Difference
Max Drawdown Largest peak-to-trough decline	-15.06%	-10.11%	-4.95%
Max Drawdown (1Y) Largest decline over 1 year	-2.59%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-5.37%	—	—
Current Drawdown Current decline from peak	-1.16%	-1.10%	-0.06%
Average Drawdown Average peak-to-trough decline	-4.93%	-1.66%	-3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.78%	—	—

Volatility

Volatility by Period

	CGCP	CGVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.70%	13.50%	-9.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.36%	13.50%	-7.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.36%	13.50%	-7.14%

CGCP vs. CGVV - Expense Ratio Comparison

CGCP has a 0.34% expense ratio, which is higher than CGVV's 0.33% expense ratio.

Dividends

CGCP vs. CGVV - Dividend Comparison

CGCP's dividend yield for the trailing twelve months is around 5.16%, more than CGVV's 0.51% yield.

Position	TTM	2025	2024	2023	2022
CGCP Capital Group Core Plus Income ETF	5.16%	5.10%	5.17%	4.98%	2.96%
CGVV Capital Group U.S. Large Value ETF	0.51%	0.57%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CGCP and CGVV in my portfolio?

CGCP and CGVV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CGCP or CGVV?

On fees, CGVV is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CGCP or CGVV?

CGVV is cheaper with a 0.33% expense ratio, compared with 0.34% for CGCP.

Which ETF pays a higher dividend yield, CGCP or CGVV?

CGCP has the higher dividend yield at 5.16%, compared with 0.51% for CGVV.

What is the main difference between CGCP and CGVV?

CGCP is categorized as Intermediate Core-Plus Bond, while CGVV is Large Cap Value Equities. Their fees differ too: 0.34% for CGCP and 0.33% for CGVV.