CGDV vs. MNDY
CGDV (Capital Group Dividend Value ETF) is Large Cap Value Equities fund actively managed by Capital Group, while MNDY (monday.com Ltd.) is a stock. Over the past 3 years, CGDV returned 24.27%/yr vs -21.74%/yr for MNDY. At a 0.41 correlation, their price movements are largely independent.
Performance
CGDV vs. MNDY - Performance Comparison
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Returns By Period
In the year-to-date period, CGDV achieves a 10.15% return, which is significantly higher than MNDY's -43.24% return.
CGDV
- 1D
- 0.13%
- 1M
- 1.46%
- YTD
- 10.15%
- 6M
- 10.88%
- 1Y
- 27.58%
- 3Y*
- 24.27%
- 5Y*
- —
- 10Y*
- —
MNDY
- 1D
- -2.31%
- 1M
- 16.22%
- YTD
- -43.24%
- 6M
- -48.29%
- 1Y
- -72.56%
- 3Y*
- -21.74%
- 5Y*
- —
- 10Y*
- —
CGDV vs. MNDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 10.15% | 25.50% | 20.10% | 28.81% | -2.89% |
MNDY monday.com Ltd. | -43.24% | -37.33% | 25.36% | 53.94% | -16.73% |
Correlation
The correlation between CGDV and MNDY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022 | 0.41 |
Over the past year, the correlation between CGDV and MNDY has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
CGDV vs. MNDY — Risk / Return Rank
CGDV
MNDY
CGDV vs. MNDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and monday.com Ltd. (MNDY). 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 | MNDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.45 | ||
| Sortino ratioReturn per unit of downside risk | +5.16 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.74 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | -0.89 | +3.74 |
| Martin ratioReturn relative to average drawdown | 13.37 | -1.30 | +14.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGDV | MNDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | -1.11 | +3.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | -0.20 | +1.40 |
Drawdowns
CGDV vs. MNDY - Drawdown Comparison
The maximum CGDV drawdown since its inception was -21.82%, smaller than the maximum MNDY drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for CGDV and MNDY.
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Drawdown Indicators
| CGDV | MNDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.82% | -86.78% | +64.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -81.30% | +71.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.28% | -82.07% | +67.79% |
Current DrawdownCurrent decline from peak | -2.22% | -81.16% | +78.94% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -54.25% | +50.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 55.62% | -53.55% |
Volatility
CGDV vs. MNDY - Volatility Comparison
The current volatility for Capital Group Dividend Value ETF (CGDV) is 3.60%, while monday.com Ltd. (MNDY) has a volatility of 24.66%. This indicates that CGDV experiences smaller price fluctuations and is considered to be less risky than MNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGDV | MNDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 24.66% | -21.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 49.21% | -39.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 65.57% | -53.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 71.95% | -56.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 71.95% | -56.44% |
Dividends
CGDV vs. MNDY - Dividend Comparison
CGDV's dividend yield for the trailing twelve months is around 1.19%, while MNDY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.19% | 1.29% | 1.60% | 1.65% | 1.36% |
MNDY monday.com Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CGDV and MNDY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNDY has higher volatility (24.66%) compared to CGDV (3.60%). In terms of maximum drawdown, CGDV dropped -21.82% vs MNDY's -86.78%.
CGDV currently has the higher Sharpe Ratio (2.34 vs -1.11), 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.
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