CGDV vs. JQUA
Compare and contrast key facts about Capital Group Dividend Value ETF (CGDV) and JPMorgan U.S. Quality Factor ETF (JQUA).
CGDV and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGDV is an actively managed fund by Capital Group. It was launched on Feb 22, 2022. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGDV or JQUA.
Key characteristics
| CGDV | JQUA | |
|---|---|---|
| YTD Return | 24.02% | 23.68% |
| 1Y Return | 34.59% | 31.78% |
| Sharpe Ratio | 3.24 | 3.02 |
| Sortino Ratio | 4.48 | 4.18 |
| Omega Ratio | 1.59 | 1.55 |
| Calmar Ratio | 7.15 | 5.41 |
| Martin Ratio | 28.02 | 18.45 |
| Ulcer Index | 1.33% | 1.85% |
| Daily Std Dev | 11.48% | 11.30% |
| Max Drawdown | -21.82% | -32.92% |
| Current Drawdown | -1.40% | -0.42% |
Correlation
The correlation between CGDV and JQUA is 0.93, 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
CGDV vs. JQUA - Performance Comparison
The year-to-date returns for both stocks are quite close, with CGDV having a 24.02% return and JQUA slightly lower at 23.68%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CGDV vs. JQUA - Expense Ratio Comparison
CGDV has a 0.33% expense ratio, which is higher than JQUA's 0.12% expense ratio.
Risk-Adjusted Performance
CGDV vs. JQUA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and JPMorgan U.S. Quality Factor ETF (JQUA). 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.
Dividends
CGDV vs. JQUA - Dividend Comparison
CGDV's dividend yield for the trailing twelve months is around 1.49%, more than JQUA's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.49% | 1.66% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.15% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% |
Drawdowns
CGDV vs. JQUA - Drawdown Comparison
The maximum CGDV drawdown since its inception was -21.82%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for CGDV and JQUA. For additional features, visit the drawdowns tool.
Volatility
CGDV vs. JQUA - Volatility Comparison
Capital Group Dividend Value ETF (CGDV) and JPMorgan U.S. Quality Factor ETF (JQUA) have volatilities of 3.26% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.