CGGG vs. ILCG
CGGG (Capital Group U.S. Large Growth ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds. CGGG is actively managed, while ILCG is passively managed. Over the past year, CGGG returned 8.30% vs 19.99% for ILCG. Their correlation of 0.93 suggests significant overlap in exposure. CGGG charges 0.39%/yr vs 0.04%/yr for ILCG.
Performance
CGGG vs. ILCG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CGGG achieves a -2.35% return, which is significantly lower than ILCG's 9.34% return.
CGGG
- 1D
- -0.50%
- 1M
- -3.86%
- YTD
- -2.35%
- 6M
- -3.18%
- 1Y
- 8.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCG
- 1D
- 0.22%
- 1M
- -2.90%
- YTD
- 9.34%
- 6M
- 7.76%
- 1Y
- 19.99%
- 3Y*
- 24.25%
- 5Y*
- 12.73%
- 10Y*
- 18.33%
CGGG vs. ILCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CGGG Capital Group U.S. Large Growth ETF | -2.35% | 10.90% |
ILCG iShares Morningstar Growth ETF | 9.34% | 9.74% |
Correlation
The correlation between CGGG and ILCG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.93 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CGGG vs. ILCG — Risk / Return Rank
CGGG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCG
CGGG vs. ILCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Growth ETF (CGGG) and iShares Morningstar Growth ETF (ILCG). 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.
| CGGG | ILCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.28 | — |
| Martin ratioReturn relative to average drawdown | — | 4.38 | — |
Loading charts...
Drawdowns
CGGG vs. ILCG - Drawdown Comparison
The maximum CGGG drawdown since its inception was -17.75%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for CGGG and ILCG.
Loading charts...
Drawdown Indicators
| CGGG | ILCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.75% | -52.98% | +35.23% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -15.65% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.38% | — |
Current DrawdownCurrent decline from peak | -6.16% | -5.47% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -8.21% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.57% | — |
Volatility
CGGG vs. ILCG - Volatility Comparison
Loading charts...
Volatility by Period
| CGGG | ILCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.44% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 17.60% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 22.22% | -3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 21.62% | -3.36% |
CGGG vs. ILCG - Expense Ratio Comparison
CGGG has a 0.39% expense ratio, which is higher than ILCG's 0.04% expense ratio.
Dividends
CGGG vs. ILCG - Dividend Comparison
CGGG's dividend yield for the trailing twelve months is around 0.07%, less than ILCG's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGGG Capital Group U.S. Large Growth ETF | 0.07% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCG iShares Morningstar Growth ETF | 0.42% | 0.47% | 0.50% | 0.69% | 0.75% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% |
Frequently Asked Questions
With a correlation of 0.93, CGGG and ILCG 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.
On 1-year performance, ILCG leads with 19.99% vs 8.30% for CGGG. On fees, ILCG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ILCG has performed better with a 19.99% return vs 8.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ILCG is cheaper with a 0.04% expense ratio, compared with 0.39% for CGGG.
ILCG has the higher dividend yield at 0.42%, compared with 0.07% for CGGG.
They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.39% for CGGG and 0.04% for ILCG.
Find the right allocation for CGGG and ILCG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer