CGCV vs. VTV

Last updated Jun 5, 2026

CGCV (Capital Group Conservative Equity ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. CGCV is actively managed, while VTV is passively managed. Over the past year, CGCV returned 17.48% vs 27.88% for VTV. Their correlation of 0.90 suggests significant overlap in exposure. CGCV charges 0.33%/yr vs 0.04%/yr for VTV.

Performance

CGCV vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Conservative Equity ETF (CGCV) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGCV achieves a 6.45% return, which is significantly lower than VTV's 13.16% return.

CGCV

• 1D: 0.47%
• 1M: 2.73%
• YTD: 6.45%
• 6M: 6.68%
• 1Y: 17.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTV

• 1D: 0.77%
• 1M: 4.08%
• YTD: 13.16%
• 6M: 14.00%
• 1Y: 27.88%
• 3Y*: 18.69%
• 5Y*: 11.41%
• 10Y*: 12.49%

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

CGCV vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CGCV Capital Group Conservative Equity ETF	6.45%	16.62%	7.44%
VTV Vanguard Value ETF	13.16%	15.27%	7.03%

Correlation

The correlation between CGCV and VTV is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jun 28, 2024	0.90

The correlation between CGCV and VTV has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

CGCV vs. VTV - Sectors Allocation Comparison

Sectors	CGCV	VTV
Technology	23.6%	13.4%
Healthcare	13.9%	14.5%
Financial Services	12.2%	22.3%
Consumer Defensive	10.0%	9.4%
Industrials	9.9%	14.0%
Utilities	8.6%	5.2%
Consumer Cyclical	7.0%	4.0%
Energy	5.4%	8.1%
Communication Services	4.9%	3.3%
Basic Materials	2.9%	3.1%
Real Estate	1.8%	2.8%

Return for Risk

CGCV vs. VTV — Risk / Return Rank

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

CGCV

CGCV Risk / Return Rank: 52
CGCV Sharpe Ratio Rank: 54
CGCV Sortino Ratio Rank: 54
CGCV Omega Ratio Rank: 53
CGCV Calmar Ratio Rank: 45
CGCV Martin Ratio Rank: 53

VTV

VTV Risk / Return Rank: 85
VTV Sharpe Ratio Rank: 85
VTV Sortino Ratio Rank: 88
VTV Omega Ratio Rank: 83
VTV Calmar Ratio Rank: 83
VTV Martin Ratio Rank: 83

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. VTV - Risk-Adjusted Trends Comparison

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

	CGCV	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.77	-0.97
Sortino ratio: Return per unit of downside risk	2.54	3.95	-1.42
Omega ratio: Gain probability vs. loss probability	1.33	1.50	-0.17
Calmar ratio: Return relative to maximum drawdown	2.21	4.41	-2.20
Martin ratio: Return relative to average drawdown	8.94	16.67	-7.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGCV vs. VTV - Sharpe Ratio Comparison

The current CGCV Sharpe Ratio is 1.81, which is lower than the VTV Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of CGCV and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGCV	VTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	2.77	-0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	0.51	+0.76

Drawdowns

CGCV vs. VTV - Drawdown Comparison

The maximum CGCV drawdown since its inception was -13.13%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for CGCV and VTV.

Drawdown Indicators

	CGCV	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-13.13%	-59.27%	+46.14%
Max Drawdown (1Y) Largest decline over 1 year	-7.93%	-6.35%	-1.58%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.67%	-7.87%	+6.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.68%	+0.28%

Volatility

CGCV vs. VTV - Volatility Comparison

Capital Group Conservative Equity ETF (CGCV) and Vanguard Value ETF (VTV) have volatilities of 2.39% and 2.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGCV	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.39%	2.48%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	7.46%	7.57%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	10.12%	-0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.64%	13.88%	-1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.64%	16.66%	-4.02%

CGCV vs. VTV - Expense Ratio Comparison

CGCV has a 0.33% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

CGCV vs. VTV - Dividend Comparison

CGCV's dividend yield for the trailing twelve months is around 1.45%, less than VTV's 1.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGCV Capital Group Conservative Equity ETF	1.45%	1.44%	0.68%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.85%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both CGCV and VTV in my portfolio?

CGCV and VTV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGCV or VTV?

VTV has higher volatility (2.48%) compared to CGCV (2.39%). In terms of maximum drawdown, CGCV dropped -13.13% vs VTV's -59.27%.

Which ETF is better, CGCV or VTV?

On 1-year performance, VTV leads with 27.88% vs 17.48% for CGCV. On fees, VTV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGCV or VTV?

Over the 1-year period, VTV has performed better with a 27.88% return vs 17.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGCV or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.33% for CGCV.

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

VTV has the higher dividend yield at 1.85%, compared with 1.45% for CGCV.

What is the main difference between CGCV and VTV?

They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.33% for CGCV and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.77 vs 1.81), 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.