CGDV vs. VTIP
CGDV (Capital Group Dividend Value ETF) and VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) are both exchange-traded funds - CGDV is a Large Cap Value Equities fund actively managed by Capital Group, while VTIP is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. CGDV is actively managed, while VTIP is passively managed. Over the past 3 years, CGDV returned 24.15%/yr vs 5.25%/yr for VTIP. At a 0.14 correlation, their price movements are largely independent. CGDV charges 0.33%/yr vs 0.03%/yr for VTIP.
Performance
CGDV vs. VTIP - Performance Comparison
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Returns By Period
In the year-to-date period, CGDV achieves a 11.55% return, which is significantly higher than VTIP's 1.85% return.
CGDV
- 1D
- 0.66%
- 1M
- 0.35%
- YTD
- 11.55%
- 6M
- 12.50%
- 1Y
- 28.33%
- 3Y*
- 24.15%
- 5Y*
- —
- 10Y*
- —
VTIP
- 1D
- -0.04%
- 1M
- -0.12%
- YTD
- 1.85%
- 6M
- 1.95%
- 1Y
- 4.51%
- 3Y*
- 5.25%
- 5Y*
- 3.37%
- 10Y*
- 3.09%
CGDV vs. VTIP - 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 1.85% | 6.07% | 4.74% | 4.62% | -2.56% |
Correlation
The correlation between CGDV and VTIP is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.14 |
The correlation between CGDV and VTIP shifts across timeframes, from 0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CGDV vs. VTIP — Risk / Return Rank
CGDV
VTIP
CGDV vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 | VTIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.65 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 6.57 | -3.74 |
| Martin ratioReturn relative to average drawdown | 13.19 | 25.36 | -12.18 |
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Drawdowns
CGDV vs. VTIP - Drawdown Comparison
The maximum CGDV drawdown since its inception was -21.82%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for CGDV and VTIP.
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Drawdown Indicators
| CGDV | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.82% | -6.27% | -15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -0.70% | -9.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.28% | -0.98% | -13.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.27% | — |
Current DrawdownCurrent decline from peak | -0.98% | -0.22% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -1.04% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 0.18% | +1.91% |
Volatility
CGDV vs. VTIP - Volatility Comparison
Capital Group Dividend Value ETF (CGDV) has a higher volatility of 4.52% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.40%. This indicates that CGDV's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGDV | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 0.40% | +4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 1.04% | +8.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 1.50% | +10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 2.77% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 2.74% | +12.83% |
CGDV vs. VTIP - Expense Ratio Comparison
CGDV has a 0.33% expense ratio, which is higher than VTIP's 0.03% expense ratio.
Dividends
CGDV vs. VTIP - Dividend Comparison
CGDV's dividend yield for the trailing twelve months is around 1.17%, less than VTIP's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% |
Frequently Asked Questions
CGDV and VTIP have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGDV has higher volatility (4.52%) compared to VTIP (0.40%). In terms of maximum drawdown, CGDV dropped -21.82% vs VTIP's -6.27%.
On 3-year performance, CGDV leads with 24.15% vs 5.25% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, CGDV has performed better with a 24.15% return vs 5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTIP is cheaper with a 0.03% expense ratio, compared with 0.33% for CGDV.
VTIP has the higher dividend yield at 3.59%, compared with 1.17% for CGDV.
CGDV is categorized as Large Cap Value Equities, while VTIP is Inflation-Protected Bonds. They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.33% for CGDV and 0.03% for VTIP.
VTIP currently has the higher Sharpe Ratio (3.07 vs 2.27), 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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