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

Correlation

The correlation between CGDG and VCRB is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Daily Std Dev

CGDG:

4.56%

VCRB:

5.30%

Max Drawdown

CGDG:

-0.60%

VCRB:

-4.59%

Current Drawdown

CGDG:

-0.60%

VCRB:

-1.60%

Returns By Period


CGDG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VCRB

YTD

2.21%

1M

1.20%

6M

1.26%

1Y

5.96%

5Y*

N/A

10Y*

N/A

*Annualized

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CGDG vs. VCRB - Expense Ratio Comparison

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


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 8383
Overall Rank
The Sharpe Ratio Rank of CGDG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CGDG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CGDG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of CGDG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CGDG is 8787
Martin Ratio Rank

VCRB
The Risk-Adjusted Performance Rank of VCRB is 8383
Overall Rank
The Sharpe Ratio Rank of VCRB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VCRB is 7777
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.



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Dividends

CGDG vs. VCRB - Dividend Comparison

CGDG's dividend yield for the trailing twelve months is around 2.09%, less than VCRB's 4.33% yield.


TTM20242023
CGDG
Capital Group Dividend Growers ETF
2.09%0.00%0.00%
VCRB
Vanguard Core Bond ETF
4.33%4.22%0.16%

Drawdowns

CGDG vs. VCRB - Drawdown Comparison

The maximum CGDG drawdown since its inception was -0.60%, smaller than the maximum VCRB 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.


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Volatility

CGDG vs. VCRB - Volatility Comparison


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