CGDV vs. SCHG

In the year-to-date period, CGDV achieves a 0.93% return, which is significantly higher than SCHG's -6.76% return.

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CGDV has a 0.33% expense ratio, which is higher than SCHG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

The current CGDV Sharpe Ratio is 0.60, which is comparable to the SCHG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of CGDV and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CGDV's dividend yield for the trailing twelve months is around 1.61%, more than SCHG's 0.44% yield.

The maximum CGDV drawdown since its inception was -21.81%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CGDV and SCHG. For additional features, visit the drawdowns tool.