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CGDG vs. MMTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGDG and MMTRX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

CGDG vs. MMTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Growers ETF (CGDG) and MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
31.10%
14.70%
CGDG
MMTRX

Key characteristics

Sharpe Ratio

CGDG:

1.08

MMTRX:

0.79

Sortino Ratio

CGDG:

1.60

MMTRX:

1.15

Omega Ratio

CGDG:

1.23

MMTRX:

1.17

Calmar Ratio

CGDG:

1.48

MMTRX:

0.37

Martin Ratio

CGDG:

6.83

MMTRX:

3.47

Ulcer Index

CGDG:

2.28%

MMTRX:

2.52%

Daily Std Dev

CGDG:

14.36%

MMTRX:

11.00%

Max Drawdown

CGDG:

-10.52%

MMTRX:

-32.47%

Current Drawdown

CGDG:

-0.22%

MMTRX:

-16.68%

Returns By Period

In the year-to-date period, CGDG achieves a 7.31% return, which is significantly higher than MMTRX's 1.25% return.


CGDG

YTD

7.31%

1M

10.08%

6M

5.15%

1Y

13.95%

5Y*

N/A

10Y*

N/A

MMTRX

YTD

1.25%

1M

6.51%

6M

-0.24%

1Y

6.35%

5Y*

4.09%

10Y*

N/A

*Annualized

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CGDG vs. MMTRX - Expense Ratio Comparison

CGDG has a 0.47% expense ratio, which is higher than MMTRX's 0.37% expense ratio.


Risk-Adjusted Performance

CGDG vs. MMTRX — Risk-Adjusted Performance Rank

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

CGDG
The Risk-Adjusted Performance Rank of CGDG is 8484
Overall Rank
The Sharpe Ratio Rank of CGDG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of CGDG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CGDG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of CGDG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CGDG is 8888
Martin Ratio Rank

MMTRX
The Risk-Adjusted Performance Rank of MMTRX is 6262
Overall Rank
The Sharpe Ratio Rank of MMTRX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MMTRX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of MMTRX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MMTRX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of MMTRX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGDG vs. MMTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Growers ETF (CGDG) and MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX). 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.


The current CGDG Sharpe Ratio is 1.08, which is higher than the MMTRX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of CGDG and MMTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.08
0.72
CGDG
MMTRX

Dividends

CGDG vs. MMTRX - Dividend Comparison

CGDG's dividend yield for the trailing twelve months is around 2.08%, less than MMTRX's 3.63% yield.


TTM2024202320222021202020192018
CGDG
Capital Group Dividend Growers ETF
2.08%2.15%0.39%0.00%0.00%0.00%0.00%0.00%
MMTRX
MassMutual Select T. Rowe Price Retirement 2030 Fund
3.63%3.68%2.27%2.98%3.75%1.72%2.14%2.06%

Drawdowns

CGDG vs. MMTRX - Drawdown Comparison

The maximum CGDG drawdown since its inception was -10.52%, smaller than the maximum MMTRX drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for CGDG and MMTRX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.22%
-2.73%
CGDG
MMTRX

Volatility

CGDG vs. MMTRX - Volatility Comparison

Capital Group Dividend Growers ETF (CGDG) has a higher volatility of 7.81% compared to MassMutual Select T. Rowe Price Retirement 2030 Fund (MMTRX) at 5.76%. This indicates that CGDG's price experiences larger fluctuations and is considered to be riskier than MMTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.81%
5.76%
CGDG
MMTRX