PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.73%
1.85%
CGDG
VCRB

Key characteristics

Sharpe Ratio

CGDG:

1.01

VCRB:

0.49

Sortino Ratio

CGDG:

1.43

VCRB:

0.72

Omega Ratio

CGDG:

1.18

VCRB:

1.08

Calmar Ratio

CGDG:

1.89

VCRB:

0.71

Martin Ratio

CGDG:

6.21

VCRB:

1.55

Ulcer Index

CGDG:

1.69%

VCRB:

1.68%

Daily Std Dev

CGDG:

10.41%

VCRB:

5.32%

Max Drawdown

CGDG:

-5.54%

VCRB:

-3.70%

Current Drawdown

CGDG:

-5.54%

VCRB:

-3.33%

Returns By Period

In the year-to-date period, CGDG achieves a 9.78% return, which is significantly higher than VCRB's 2.35% return.


CGDG

YTD

9.78%

1M

-2.46%

6M

2.73%

1Y

12.32%

5Y*

N/A

10Y*

N/A

VCRB

YTD

2.35%

1M

-0.23%

6M

1.85%

1Y

2.62%

5Y*

N/A

10Y*

N/A

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 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 1.20, compared to the broader market0.002.004.001.200.49
The chart of Sortino ratio for CGDG, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.001.700.72
The chart of Omega ratio for CGDG, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.08
The chart of Calmar ratio for CGDG, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.220.71
The chart of Martin ratio for CGDG, currently valued at 7.14, compared to the broader market0.0020.0040.0060.0080.00100.007.141.55
CGDG
VCRB

The current CGDG Sharpe Ratio is 1.01, which is higher than the VCRB Sharpe Ratio of 0.49. 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 Ratio0.400.600.801.001.201.4006 AM12 PM06 PMWed 1806 AM12 PM06 PMThu 1906 AM12 PM06 PMFri 20
1.20
0.49
CGDG
VCRB

Dividends

CGDG vs. VCRB - Dividend Comparison

CGDG's dividend yield for the trailing twelve months is around 1.96%, less than VCRB's 3.85% yield.


TTM2023
CGDG
Capital Group Dividend Growers ETF
1.96%0.39%
VCRB
Vanguard Core Bond ETF
3.85%0.16%

Drawdowns

CGDG vs. VCRB - Drawdown Comparison

The maximum CGDG drawdown since its inception was -5.54%, which is greater than VCRB's maximum drawdown of -3.70%. 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%JulyAugustSeptemberOctoberNovemberDecember
-5.54%
-3.33%
CGDG
VCRB

Volatility

CGDG vs. VCRB - Volatility Comparison

Capital Group Dividend Growers ETF (CGDG) has a higher volatility of 3.24% compared to Vanguard Core Bond ETF (VCRB) at 1.67%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.24%
1.67%
CGDG
VCRB
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab