CGDV vs. JAVA

Last updated Jun 5, 2026

CGDV (Capital Group Dividend Value ETF) and JAVA (JPMorgan Active Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, CGDV returned 25.65%/yr vs 16.85%/yr for JAVA. Their correlation of 0.90 suggests significant overlap in exposure. CGDV charges 0.33%/yr vs 0.44%/yr for JAVA.

Performance

CGDV vs. JAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) and JPMorgan Active Value ETF (JAVA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGDV achieves a 12.65% return, which is significantly higher than JAVA's 9.58% return.

CGDV

• 1D: 0.68%
• 1M: 5.08%
• YTD: 12.65%
• 6M: 13.07%
• 1Y: 31.52%
• 3Y*: 25.65%
• 5Y*: —
• 10Y*: —

JAVA

• 1D: 0.99%
• 1M: 3.08%
• YTD: 9.58%
• 6M: 10.30%
• 1Y: 25.44%
• 3Y*: 16.85%
• 5Y*: —
• 10Y*: —

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

CGDV vs. JAVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGDV Capital Group Dividend Value ETF	12.65%	25.50%	20.10%	28.81%	-2.89%
JAVA JPMorgan Active Value ETF	9.58%	14.92%	15.52%	10.46%	0.33%

Correlation

The correlation between CGDV and JAVA is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.90

The correlation between CGDV and JAVA shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

CGDV vs. JAVA - Sectors Allocation Comparison

Sectors	CGDV	JAVA
Technology	34.1%	15.3%
Industrials	13.2%	13.9%
Healthcare	11.5%	12.5%
Consumer Cyclical	10.6%	8.6%
Communication Services	8.4%	8.4%
Financial Services	6.8%	20.1%
Consumer Defensive	5.5%	5.0%
Energy	3.8%	5.5%
Basic Materials	2.9%	3.6%
Utilities	2.1%	4.1%
Real Estate	1.1%	2.9%

Return for Risk

CGDV vs. JAVA — Risk / Return Rank

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

CGDV

CGDV Risk / Return Rank: 80
CGDV Sharpe Ratio Rank: 84
CGDV Sortino Ratio Rank: 85
CGDV Omega Ratio Rank: 85
CGDV Calmar Ratio Rank: 66
CGDV Martin Ratio Rank: 80

JAVA

JAVA Risk / Return Rank: 68
JAVA Sharpe Ratio Rank: 71
JAVA Sortino Ratio Rank: 73
JAVA Omega Ratio Rank: 69
JAVA Calmar Ratio Rank: 63
JAVA Martin Ratio Rank: 64

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.

CGDV vs. JAVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and JPMorgan Active Value ETF (JAVA). 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.

	CGDV	JAVA	Difference
Sharpe ratio: Return per unit of total volatility	2.73	2.28	+0.45
Sortino ratio: Return per unit of downside risk	3.75	3.24	+0.51
Omega ratio: Gain probability vs. loss probability	1.51	1.40	+0.11
Calmar ratio: Return relative to maximum drawdown	3.25	3.08	+0.17
Martin ratio: Return relative to average drawdown	15.36	11.37	+3.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGDV vs. JAVA - Sharpe Ratio Comparison

The current CGDV Sharpe Ratio is 2.73, which is comparable to the JAVA Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of CGDV and JAVA, 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

	CGDV	JAVA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.73	2.28	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	1.25	0.80	+0.46

Drawdowns

CGDV vs. JAVA - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.82%, which is greater than JAVA's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for CGDV and JAVA.

Drawdown Indicators

	CGDV	JAVA	Difference
Max Drawdown Largest peak-to-trough decline	-21.82%	-16.54%	-5.28%
Max Drawdown (1Y) Largest decline over 1 year	-9.75%	-8.29%	-1.46%
Max Drawdown (3Y) Largest decline over 3 years	-14.28%	-16.54%	+2.26%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.61%	-3.63%	+0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	2.24%	-0.18%

Volatility

CGDV vs. JAVA - Volatility Comparison

Capital Group Dividend Value ETF (CGDV) has a higher volatility of 3.08% compared to JPMorgan Active Value ETF (JAVA) at 2.70%. This indicates that CGDV's price experiences larger fluctuations and is considered to be riskier than JAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGDV	JAVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	2.70%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	9.15%	8.45%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	11.20%	+0.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.48%	14.80%	+0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.48%	14.80%	+0.68%

CGDV vs. JAVA - Expense Ratio Comparison

CGDV has a 0.33% expense ratio, which is lower than JAVA's 0.44% expense ratio.

Dividends

CGDV vs. JAVA - Dividend Comparison

CGDV's dividend yield for the trailing twelve months is around 1.16%, less than JAVA's 1.24% yield.

Position	TTM	2025	2024	2023	2022	2021
CGDV Capital Group Dividend Value ETF	1.16%	1.29%	1.60%	1.65%	1.36%	0.00%
JAVA JPMorgan Active Value ETF	1.24%	1.34%	1.45%	1.65%	1.25%	0.48%

Frequently Asked Questions

Can I hold both CGDV and JAVA in my portfolio?

CGDV and JAVA have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGDV or JAVA?

CGDV has higher volatility (3.08%) compared to JAVA (2.70%). In terms of maximum drawdown, CGDV dropped -21.82% vs JAVA's -16.54%.

Which ETF is better, CGDV or JAVA?

On 3-year performance, CGDV leads with 25.65% vs 16.85% for JAVA. On fees, CGDV is cheaper at 0.33% per year. On volatility, JAVA has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGDV or JAVA?

Over the 3-year period, CGDV has performed better with a 25.65% return vs 16.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGDV or JAVA?

CGDV is cheaper with a 0.33% expense ratio, compared with 0.44% for JAVA.

Which ETF pays a higher dividend yield, CGDV or JAVA?

JAVA has the higher dividend yield at 1.24%, compared with 1.16% for CGDV.

What is the main difference between CGDV and JAVA?

They also come from different issuers: Capital Group and JPMorgan. Their fees differ too: 0.33% for CGDV and 0.44% for JAVA.

Which has better risk-adjusted returns?

CGDV currently has the higher Sharpe Ratio (2.73 vs 2.28), 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.