CGCP vs. CGVV

Last updated Apr 2, 2026

Compare and contrast key facts about Capital Group Core Plus Income ETF (CGCP) and Capital Group U.S. Large Value ETF (CGVV).

CGCP and CGVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGCP is an actively managed fund by Capital Group. It was launched on Feb 22, 2022. CGVV is an actively managed fund by Capital Group. It was launched on Jun 24, 2025.

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.

CGCP vs. CGVV - Yearly Performance Comparison

	2026 (YTD)	2025
CGCP Capital Group Core Plus Income ETF	-0.12%	3.53%
CGVV Capital Group U.S. Large Value ETF	0.11%	6.41%

Returns By Period

In the year-to-date period, CGCP achieves a -0.12% return, which is significantly lower than CGVV's 0.11% return.

CGCP

• 1D: 0.09%
• 1M: -1.34%
• YTD: -0.12%
• 6M: 0.65%
• 1Y: 4.59%
• 3Y*: 4.62%
• 5Y*: —
• 10Y*: —

CGVV

• 1D: 0.67%
• 1M: -5.92%
• YTD: 0.11%
• 6M: 2.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CGCP vs. CGVV - Expense Ratio Comparison

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

CGCP

Capital Group Core Plus Income ETF

CGVV

Capital Group U.S. Large Value ETF

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: 58
CGCP Sharpe Ratio Rank: 59
CGCP Sortino Ratio Rank: 55
CGCP Omega Ratio Rank: 51
CGCP Calmar Ratio Rank: 68
CGCP Martin Ratio Rank: 57

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	1.08	—	—
Sortino ratio Return per unit of downside risk	1.50	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.81	—	—
Martin ratio Return relative to average drawdown	5.84	—	—
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	1.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.64	-0.39

Correlation

The correlation between CGCP and CGVV is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CGCP vs. CGVV - Dividend Comparison

CGCP's dividend yield for the trailing twelve months is around 5.16%, more than CGVV's 0.57% yield.

	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	0.57%	0.57%	0.00%	0.00%	0.00%

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	-2.66%	—	—
Current Drawdown Current decline from peak	-1.60%	-7.22%	+5.62%
Average Drawdown Average peak-to-trough decline	-5.08%	-1.75%	-3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.83%	—	—

Volatility

Volatility by Period

	CGCP	CGVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.28%	13.53%	-9.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.44%	13.53%	-7.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.44%	13.53%	-7.09%