CGDV vs. VITSX

Last updated Jun 14, 2026

CGDV (Capital Group Dividend Value ETF) and VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) are both funds - CGDV is a Large Cap Value Equities fund actively managed by Capital Group, while VITSX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. CGDV is actively managed, while VITSX is passively managed. Over the past 3 years, CGDV returned 24.15%/yr vs 20.73%/yr for VITSX. Their correlation of 0.93 suggests significant overlap in exposure. CGDV charges 0.33%/yr vs 0.03%/yr for VITSX.

Performance

CGDV vs. VITSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGDV achieves a 11.55% return, which is significantly higher than VITSX's 9.11% return.

CGDV

• 1D: 0.66%
• 1M: 0.35%
• YTD: 11.55%
• 6M: 12.50%
• 1Y: 28.33%
• 3Y*: 24.15%
• 5Y*: —
• 10Y*: —

VITSX

• 1D: 1.88%
• 1M: -0.74%
• YTD: 9.11%
• 6M: 9.18%
• 1Y: 25.69%
• 3Y*: 20.73%
• 5Y*: 12.10%
• 10Y*: 14.94%

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

CGDV vs. VITSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGDV Capital Group Dividend Value ETF	11.55%	25.50%	20.10%	28.81%	-0.44%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	9.11%	17.14%	23.25%	26.51%	-8.65%

Correlation

The correlation between CGDV and VITSX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.93

The correlation between CGDV and VITSX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

CGDV vs. VITSX - Sectors Allocation Comparison

Sectors	CGDV	VITSX
Technology	34.1%	33.3%
Industrials	13.2%	9.5%
Healthcare	11.5%	9.1%
Consumer Cyclical	10.6%	9.8%
Communication Services	8.4%	10.1%
Financial Services	6.8%	11.9%
Consumer Defensive	5.5%	4.7%
Energy	3.8%	3.8%
Basic Materials	2.9%	2.0%
Utilities	2.1%	2.7%
Real Estate	1.1%	2.4%

Return for Risk

CGDV vs. VITSX — Risk / Return Rank

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

CGDV

CGDV Risk / Return Rank: 78
CGDV Sharpe Ratio Rank: 82
CGDV Sortino Ratio Rank: 81
CGDV Omega Ratio Rank: 82
CGDV Calmar Ratio Rank: 65
CGDV Martin Ratio Rank: 79

VITSX

VITSX Risk / Return Rank: 72
VITSX Sharpe Ratio Rank: 70
VITSX Sortino Ratio Rank: 66
VITSX Omega Ratio Rank: 66
VITSX Calmar Ratio Rank: 74
VITSX Martin Ratio Rank: 83

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. VITSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CGDV	VITSX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	1.94	+0.33
Sortino ratio: Return per unit of downside risk	3.11	2.65	+0.46
Omega ratio: Gain probability vs. loss probability	1.42	1.35	+0.07
Calmar ratio: Return relative to maximum drawdown	2.83	2.77	+0.06
Martin ratio: Return relative to average drawdown	13.19	12.46	+0.72

CGDV vs. VITSX - Sharpe Ratio Comparison

The current CGDV Sharpe Ratio is 2.27, which is comparable to the VITSX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of CGDV and VITSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGDV vs. VITSX - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.82%, smaller than the maximum VITSX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for CGDV and VITSX.

Drawdown Indicators

	CGDV	VITSX	Difference
Max Drawdown Largest peak-to-trough decline	-21.82%	-55.30%	+33.48%
Max Drawdown (1Y) Largest decline over 1 year	-9.75%	-8.92%	-0.83%
Max Drawdown (3Y) Largest decline over 3 years	-14.28%	-19.36%	+5.08%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-0.98%	-2.56%	+1.58%
Average Drawdown Average peak-to-trough decline	-3.60%	-10.06%	+6.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.98%	+0.11%

Volatility

CGDV vs. VITSX - Volatility Comparison

Capital Group Dividend Value ETF (CGDV) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) have volatilities of 4.52% and 4.60%, 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.

Volatility by Period

	CGDV	VITSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	4.60%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	9.93%	-0.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	12.72%	-0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	17.44%	-1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.57%	18.44%	-2.87%

CGDV vs. VITSX - Expense Ratio Comparison

CGDV has a 0.33% expense ratio, which is higher than VITSX's 0.03% expense ratio.

Dividends

CGDV vs. VITSX - Dividend Comparison

CGDV's dividend yield for the trailing twelve months is around 1.17%, more than VITSX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGDV Capital Group Dividend Value ETF	1.17%	1.29%	1.60%	1.65%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	1.03%	1.12%	1.27%	1.43%	1.66%	1.21%	1.42%	1.77%	2.04%	1.71%	1.93%	1.99%

Frequently Asked Questions

Can I hold both CGDV and VITSX in my portfolio?

With a correlation of 0.90, CGDV and VITSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CGDV or VITSX?

VITSX has higher volatility (4.60%) compared to CGDV (4.52%). In terms of maximum drawdown, CGDV dropped -21.82% vs VITSX's -55.30%.

Which has better risk-adjusted returns?

CGDV currently has the higher Sharpe Ratio (2.27 vs 1.94), 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.