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CGGE vs. TRIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGGE vs. TRIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Equity ETF (CGGE) and T.Rowe Price International Value Equity Fund (TRIGX). The values are adjusted to include any dividend payments, if applicable.

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CGGE vs. TRIGX - Yearly Performance Comparison


2026 (YTD)20252024
CGGE
Capital Group Global Equity ETF
-3.57%24.50%2.30%
TRIGX
T.Rowe Price International Value Equity Fund
-0.71%43.90%0.86%

Returns By Period

In the year-to-date period, CGGE achieves a -3.57% return, which is significantly lower than TRIGX's -0.71% return.


CGGE

1D
3.39%
1M
-7.29%
YTD
-3.57%
6M
-0.55%
1Y
18.41%
3Y*
5Y*
10Y*

TRIGX

1D
0.08%
1M
-11.80%
YTD
-0.71%
6M
6.05%
1Y
26.30%
3Y*
19.72%
5Y*
11.97%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGGE vs. TRIGX - Expense Ratio Comparison

CGGE has a 0.47% expense ratio, which is lower than TRIGX's 0.89% expense ratio.


Return for Risk

CGGE vs. TRIGX — Risk / Return Rank

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

CGGE
CGGE Risk / Return Rank: 6464
Overall Rank
CGGE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CGGE Sortino Ratio Rank: 6363
Sortino Ratio Rank
CGGE Omega Ratio Rank: 6161
Omega Ratio Rank
CGGE Calmar Ratio Rank: 6565
Calmar Ratio Rank
CGGE Martin Ratio Rank: 6868
Martin Ratio Rank

TRIGX
TRIGX Risk / Return Rank: 8181
Overall Rank
TRIGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 8080
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 7878
Martin Ratio Rank
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.

CGGE vs. TRIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Equity ETF (CGGE) and T.Rowe Price International Value Equity Fund (TRIGX). 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.


CGGETRIGXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.55

-0.46

Sortino ratio

Return per unit of downside risk

1.61

2.03

-0.41

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

1.65

1.97

-0.33

Martin ratio

Return relative to average drawdown

6.98

7.61

-0.63

CGGE vs. TRIGX - Sharpe Ratio Comparison

The current CGGE Sharpe Ratio is 1.09, which is comparable to the TRIGX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CGGE and TRIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGGETRIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.55

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.33

+0.49

Correlation

The correlation between CGGE and TRIGX is 0.79, 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.


Dividends

CGGE vs. TRIGX - Dividend Comparison

CGGE's dividend yield for the trailing twelve months is around 0.42%, less than TRIGX's 2.80% yield.


TTM20252024202320222021202020192018201720162015
CGGE
Capital Group Global Equity ETF
0.42%0.40%0.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRIGX
T.Rowe Price International Value Equity Fund
2.80%2.78%2.58%2.66%2.98%2.49%1.34%2.82%2.49%0.26%2.65%2.07%

Drawdowns

CGGE vs. TRIGX - Drawdown Comparison

The maximum CGGE drawdown since its inception was -14.44%, smaller than the maximum TRIGX drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for CGGE and TRIGX.


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Drawdown Indicators


CGGETRIGXDifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-62.28%

+47.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-12.16%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

Current Drawdown

Current decline from peak

-7.91%

-11.97%

+4.06%

Average Drawdown

Average peak-to-trough decline

-1.80%

-12.71%

+10.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.15%

-0.55%

Volatility

CGGE vs. TRIGX - Volatility Comparison

The current volatility for Capital Group Global Equity ETF (CGGE) is 6.81%, while T.Rowe Price International Value Equity Fund (TRIGX) has a volatility of 7.43%. This indicates that CGGE experiences smaller price fluctuations and is considered to be less risky than TRIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGETRIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

7.43%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

10.83%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

16.38%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

15.65%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

16.91%

-1.64%