CGCV vs. CGVV

Last updated Jun 23, 2026

CGCV (Capital Group Conservative Equity ETF) and CGVV (Capital Group U.S. Large Value ETF) are both Large Cap Value Equities funds from Capital Group. Both are actively managed. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 0.33% expense ratio.

Performance

CGCV vs. CGVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Conservative Equity ETF (CGCV) 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, CGCV achieves a 6.25% return, which is significantly lower than CGVV's 14.91% return.

CGCV

• 1D: -0.15%
• 1M: 0.28%
• YTD: 6.25%
• 6M: 6.03%
• 1Y: 17.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CGVV

• 1D: 0.19%
• 1M: 2.78%
• YTD: 14.91%
• 6M: 13.88%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CGCV vs. CGVV - Yearly Performance Comparison

	2026 (YTD)	2025
CGCV Capital Group Conservative Equity ETF	6.25%	9.08%
CGVV Capital Group U.S. Large Value ETF	14.91%	6.55%

Correlation

The correlation between CGCV and CGVV is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.80

Return for Risk

CGCV vs. CGVV — Risk / Return Rank

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

CGCV

CGCV Risk / Return Rank: 51
CGCV Sharpe Ratio Rank: 53
CGCV Sortino Ratio Rank: 53
CGCV Omega Ratio Rank: 51
CGCV Calmar Ratio Rank: 46
CGCV Martin Ratio Rank: 53

CGVV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CGCV vs. CGVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Conservative Equity ETF (CGCV) 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.

	CGCV	CGVV	Difference
Sharpe ratio: Return per unit of total volatility	1.77	—	—
Sortino ratio: Return per unit of downside risk	2.48	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.20	—	—
Martin ratio: Return relative to average drawdown	8.89	—	—

Drawdowns

CGCV vs. CGVV - Drawdown Comparison

The maximum CGCV drawdown since its inception was -13.13%, which is greater than CGVV's maximum drawdown of -10.11%. Use the drawdown chart below to compare losses from any high point for CGCV and CGVV.

Drawdown Indicators

	CGCV	CGVV	Difference
Max Drawdown Largest peak-to-trough decline	-13.13%	-10.11%	-3.02%
Max Drawdown (1Y) Largest decline over 1 year	-7.93%	—	—
Current Drawdown Current decline from peak	-0.68%	-0.06%	-0.62%
Average Drawdown Average peak-to-trough decline	-1.64%	-1.61%	-0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	—	—

Volatility

Volatility by Period

	CGCV	CGVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.92%	13.82%	-3.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.60%	13.82%	-1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.60%	13.82%	-1.22%

CGCV vs. CGVV - Expense Ratio Comparison

Both CGCV and CGVV have an expense ratio of 0.33%.

Dividends

CGCV vs. CGVV - Dividend Comparison

CGCV's dividend yield for the trailing twelve months is around 1.45%, more than CGVV's 0.50% yield.

Position	TTM	2025	2024
CGCV Capital Group Conservative Equity ETF	1.45%	1.44%	0.68%
CGVV Capital Group U.S. Large Value ETF	0.50%	0.57%	0.00%

Frequently Asked Questions

Can I hold both CGCV and CGVV in my portfolio?

CGCV and CGVV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CGCV or CGVV?

Both ETFs have the same 0.33% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CGCV or CGVV?

CGCV and CGVV have the same expense ratio: 0.33% per year.

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

CGCV has the higher dividend yield at 1.45%, compared with 0.50% for CGVV.