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CGDV vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGDV and SCHG is 0.80, 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.


-0.50.00.51.00.8

Performance

CGDV vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.57%
9.60%
CGDV
SCHG

Key characteristics

Sharpe Ratio

CGDV:

1.80

SCHG:

1.21

Sortino Ratio

CGDV:

2.50

SCHG:

1.66

Omega Ratio

CGDV:

1.33

SCHG:

1.22

Calmar Ratio

CGDV:

3.82

SCHG:

1.75

Martin Ratio

CGDV:

11.08

SCHG:

6.50

Ulcer Index

CGDV:

1.85%

SCHG:

3.33%

Daily Std Dev

CGDV:

11.39%

SCHG:

17.89%

Max Drawdown

CGDV:

-21.82%

SCHG:

-34.59%

Current Drawdown

CGDV:

-1.50%

SCHG:

-5.50%

Returns By Period

In the year-to-date period, CGDV achieves a 4.37% return, which is significantly higher than SCHG's -1.33% return.


CGDV

YTD

4.37%

1M

0.49%

6M

5.07%

1Y

20.34%

5Y*

N/A

10Y*

N/A

SCHG

YTD

-1.33%

1M

-1.96%

6M

9.27%

1Y

21.75%

5Y*

20.49%

10Y*

15.95%

*Annualized

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CGDV vs. SCHG - Expense Ratio Comparison

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


Expense ratio chart for CGDV: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

CGDV vs. SCHG — Risk-Adjusted Performance Rank

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

CGDV
The Risk-Adjusted Performance Rank of CGDV is 8585
Overall Rank
The Sharpe Ratio Rank of CGDV is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CGDV is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CGDV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of CGDV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CGDV is 8484
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6464
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.

CGDV vs. SCHG - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for CGDV, currently valued at 1.80, compared to the broader market0.002.004.001.801.21
The chart of Sortino ratio for CGDV, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.0012.002.501.66
The chart of Omega ratio for CGDV, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.22
The chart of Calmar ratio for CGDV, currently valued at 3.82, compared to the broader market0.005.0010.0015.003.821.75
The chart of Martin ratio for CGDV, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.0011.086.50
CGDV
SCHG

The current CGDV Sharpe Ratio is 1.80, which is higher than the SCHG Sharpe Ratio of 1.21. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.80
1.21
CGDV
SCHG

Dividends

CGDV vs. SCHG - Dividend Comparison

CGDV's dividend yield for the trailing twelve months is around 1.53%, more than SCHG's 0.40% yield.


TTM20242023202220212020201920182017201620152014
CGDV
Capital Group Dividend Value ETF
1.53%1.60%1.66%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

CGDV vs. SCHG - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.82%, 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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.50%
-5.50%
CGDV
SCHG

Volatility

CGDV vs. SCHG - Volatility Comparison

The current volatility for Capital Group Dividend Value ETF (CGDV) is 2.47%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.75%. This indicates that CGDV experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.47%
4.75%
CGDV
SCHG