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

Correlation

The correlation between CGDG and VCRB is 0.28, 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.


-0.50.00.51.00.3

Performance

CGDG vs. VCRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Growers ETF (CGDG) and Vanguard Core Bond ETF (VCRB). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.42%
0.84%
CGDG
VCRB

Key characteristics

Sharpe Ratio

CGDG:

1.32

VCRB:

0.59

Sortino Ratio

CGDG:

1.85

VCRB:

0.87

Omega Ratio

CGDG:

1.23

VCRB:

1.10

Calmar Ratio

CGDG:

2.35

VCRB:

0.68

Martin Ratio

CGDG:

6.76

VCRB:

1.64

Ulcer Index

CGDG:

2.04%

VCRB:

1.91%

Daily Std Dev

CGDG:

10.46%

VCRB:

5.28%

Max Drawdown

CGDG:

-5.86%

VCRB:

-4.59%

Current Drawdown

CGDG:

-3.51%

VCRB:

-3.38%

Returns By Period

In the year-to-date period, CGDG achieves a 1.11% return, which is significantly higher than VCRB's 0.08% return.


CGDG

YTD

1.11%

1M

-0.70%

6M

3.41%

1Y

14.84%

5Y*

N/A

10Y*

N/A

VCRB

YTD

0.08%

1M

-0.71%

6M

0.83%

1Y

3.47%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CGDG vs. VCRB - Expense Ratio Comparison

CGDG has a 0.47% expense ratio, which is higher than VCRB's 0.10% expense ratio.


CGDG
Capital Group Dividend Growers ETF
Expense ratio chart for CGDG: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for VCRB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

CGDG vs. VCRB — 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 5959
Overall Rank
The Sharpe Ratio Rank of CGDG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CGDG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of CGDG is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CGDG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CGDG is 6060
Martin Ratio Rank

VCRB
The Risk-Adjusted Performance Rank of VCRB is 2525
Overall Rank
The Sharpe Ratio Rank of VCRB is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VCRB is 2222
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. VCRB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Growers ETF (CGDG) and Vanguard Core Bond ETF (VCRB). 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.


Sharpe ratio
The chart of Sharpe ratio for CGDG, currently valued at 1.32, compared to the broader market0.002.004.001.320.59
The chart of Sortino ratio for CGDG, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.0010.001.850.87
The chart of Omega ratio for CGDG, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.10
The chart of Calmar ratio for CGDG, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.350.68
The chart of Martin ratio for CGDG, currently valued at 6.76, compared to the broader market0.0020.0040.0060.0080.00100.006.761.64
CGDG
VCRB

The current CGDG Sharpe Ratio is 1.32, which is higher than the VCRB Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of CGDG and VCRB, 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 Ratio0.400.600.801.001.201.40Thu 19Sat 21Mon 23Wed 25Fri 27Dec 29Tue 31Thu 02Sat 04Mon 06Wed 08Fri 10Jan 12Tue 14Thu 16
1.32
0.59
CGDG
VCRB

Dividends

CGDG vs. VCRB - Dividend Comparison

CGDG's dividend yield for the trailing twelve months is around 1.56%, less than VCRB's 4.22% yield.


TTM20242023
CGDG
Capital Group Dividend Growers ETF
1.56%1.58%0.39%
VCRB
Vanguard Core Bond ETF
4.22%4.22%0.16%

Drawdowns

CGDG vs. VCRB - Drawdown Comparison

The maximum CGDG drawdown since its inception was -5.86%, which is greater than VCRB's maximum drawdown of -4.59%. Use the drawdown chart below to compare losses from any high point for CGDG and VCRB. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.51%
-3.38%
CGDG
VCRB

Volatility

CGDG vs. VCRB - Volatility Comparison

Capital Group Dividend Growers ETF (CGDG) has a higher volatility of 4.10% compared to Vanguard Core Bond ETF (VCRB) at 1.53%. This indicates that CGDG's price experiences larger fluctuations and is considered to be riskier than VCRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
4.10%
1.53%
CGDG
VCRB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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