CGCP vs. CGVV

Last updated Aug 2, 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. Over the past year, CGCP returned 2.25% vs 27.11% for CGVV. Their 0.42 correlation means their historical movements had little consistent relationship. 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 -0.44% return, which is significantly lower than CGVV's 16.43% return.

CGCP

• 1D: -0.19%
• 1M: -1.22%
• 6M: -0.78%
• YTD: -0.44%
• 1Y: 2.25%
• 3Y*: 4.94%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 1.43%

CGVV

• 1D: 1.27%
• 1M: 1.56%
• 6M: 10.25%
• YTD: 16.43%
• 1Y: 27.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.75%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CGCP Capital Group Core Plus Income ETF	$30.29M	$29.41M	$33.98M
CGVV Capital Group U.S. Large Value ETF	$1.17M	$1.70M	$1.67M

CGCP vs. CGVV - Yearly Performance Comparison

	2026 (YTD)	2025
CGCP Capital Group Core Plus Income ETF	-0.44%	3.85%
CGVV Capital Group U.S. Large Value ETF	16.43%	6.55%

Correlation

The correlation between CGCP and CGVV is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.42

Return for Risk

CGCP vs. CGVV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGCP

CGCP Risk / Return Rank: 33
CGCP Sharpe Ratio Rank: 34
CGCP Sortino Ratio Rank: 32
CGCP Omega Ratio Rank: 31
CGCP Calmar Ratio Rank: 34
CGCP Martin Ratio Rank: 34

CGVV

CGVV Risk / Return Rank: 79
CGVV Sharpe Ratio Rank: 82
CGVV Sortino Ratio Rank: 82
CGVV Omega Ratio Rank: 79
CGVV Calmar Ratio Rank: 74
CGVV Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CGCP	CGVV	Difference
Sharpe ratio: Return per unit of total volatility	0.83	1.90	-1.07
Sortino ratio: Return per unit of downside risk	1.21	2.66	-1.45
Omega ratio: Gain probability vs. loss probability	1.15	1.33	-0.19
Calmar ratio: Return relative to maximum drawdown	1.18	2.59	-1.42
Martin ratio: Return relative to average drawdown	3.31	10.65	-7.34

CGCP vs. CGVV - Sharpe Ratio Comparison

The current CGCP Sharpe Ratio is 0.83, which is lower than the CGVV Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CGCP and CGVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-10.11%	+7.52%
Max Drawdown (3Y) Largest decline over 3 years	-4.52%	—	—
Current Drawdown Current decline from peak	-1.93%	0.00%	-1.93%
Average Drawdown Average peak-to-trough decline	-4.79%	-1.53%	-3.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	2.46%	-1.54%

Volatility

CGCP vs. CGVV - Volatility Comparison

The current volatility for Capital Group Core Plus Income ETF (CGCP) is 1.04%, while Capital Group U.S. Large Value ETF (CGVV) has a volatility of 3.39%. This indicates that CGCP experiences smaller price fluctuations and is considered to be less risky than CGVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGCP	CGVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.04%	3.39%	-2.35%
Volatility (6M) Calculated over the trailing 6-month period	2.98%	10.66%	-7.68%
Volatility (1Y) Calculated over the trailing 1-year period	3.66%	13.97%	-10.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.28%	13.66%	-7.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.28%	13.66%	-7.38%

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 0.84% 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	0.84%	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 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGCP or CGVV?

CGVV has higher volatility (3.39%) compared to CGCP (1.04%). In terms of maximum drawdown, CGCP dropped -15.06% vs CGVV's -10.11%.

Which ETF is better, CGCP or CGVV?

On 1-year performance, CGVV leads with 27.11% vs 2.25% for CGCP. On fees, CGVV is cheaper at 0.33% per year. On volatility, CGCP has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGCP or CGVV?

Over the 1-year period, CGVV has performed better with a 27.11% return vs 2.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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 0.84% 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.

Which has better risk-adjusted returns?

CGVV currently has the higher Sharpe Ratio (1.90 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.