CGGG vs. FTCS

Last updated Apr 2, 2026

Compare and contrast key facts about Capital Group U.S. Large Growth ETF (CGGG) and First Trust Capital Strength ETF (FTCS).

CGGG and FTCS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGGG is an actively managed fund by Capital Group. It was launched on Jun 24, 2025. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006.

Performance

CGGG vs. FTCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Growth ETF (CGGG) and First Trust Capital Strength ETF (FTCS). The values are adjusted to include any dividend payments, if applicable.

CGGG vs. FTCS - Yearly Performance Comparison

	2026 (YTD)	2025
CGGG Capital Group U.S. Large Growth ETF	-10.55%	10.45%
FTCS First Trust Capital Strength ETF	0.54%	3.43%

Returns By Period

In the year-to-date period, CGGG achieves a -10.55% return, which is significantly lower than FTCS's 0.54% return.

CGGG

• 1D: 0.85%
• 1M: -6.08%
• YTD: -10.55%
• 6M: -10.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTCS

• 1D: -0.04%
• 1M: -6.46%
• YTD: 0.54%
• 6M: 0.03%
• 1Y: 4.55%
• 3Y*: 9.73%
• 5Y*: 6.79%
• 10Y*: 10.24%

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

CGGG vs. FTCS - Expense Ratio Comparison

CGGG has a 0.39% expense ratio, which is lower than FTCS's 0.56% expense ratio.

FTCS

First Trust Capital Strength ETF

CGGG

Capital Group U.S. Large Growth ETF

Return for Risk

CGGG vs. FTCS — Risk / Return Rank

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

FTCS

FTCS Risk / Return Rank: 21
FTCS Sharpe Ratio Rank: 20
FTCS Sortino Ratio Rank: 20
FTCS Omega Ratio Rank: 20
FTCS Calmar Ratio Rank: 22
FTCS Martin Ratio Rank: 25

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.

CGGG vs. FTCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Growth ETF (CGGG) and First Trust Capital Strength ETF (FTCS). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CGGG	FTCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.34	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.51	-0.60

Correlation

The correlation between CGGG and FTCS is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CGGG vs. FTCS - Dividend Comparison

CGGG's dividend yield for the trailing twelve months is around 0.08%, less than FTCS's 1.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGGG Capital Group U.S. Large Growth ETF	0.08%	0.07%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTCS First Trust Capital Strength ETF	1.12%	1.04%	1.33%	1.47%	1.23%	1.06%	0.93%	1.26%	1.26%	1.15%	1.43%	1.50%

Drawdowns

CGGG vs. FTCS - Drawdown Comparison

The maximum CGGG drawdown since its inception was -17.75%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for CGGG and FTCS.

Drawdown Indicators

	CGGG	FTCS	Difference
Max Drawdown Largest peak-to-trough decline	-17.75%	-53.64%	+35.89%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.93%	—
Current Drawdown Current decline from peak	-13.78%	-6.46%	-7.32%
Average Drawdown Average peak-to-trough decline	-3.71%	-6.93%	+3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.46%	—

Volatility

Volatility by Period

	CGGG	FTCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.44%	13.55%	+3.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	13.14%	+4.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	15.54%	+1.90%