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CGGG vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGGG vs. VUG - Performance Comparison

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

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CGGG vs. VUG - Yearly Performance Comparison


2026 (YTD)2025
CGGG
Capital Group U.S. Large Growth ETF
-10.55%10.45%
VUG
Vanguard Growth ETF
-9.39%12.86%

Returns By Period

In the year-to-date period, CGGG achieves a -10.55% return, which is significantly lower than VUG's -9.39% return.


CGGG

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

VUG

1D
1.09%
1M
-4.37%
YTD
-9.39%
6M
-8.17%
1Y
18.52%
3Y*
21.59%
5Y*
11.67%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGGG vs. VUG - Expense Ratio Comparison

CGGG has a 0.39% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

CGGG vs. VUG — Risk / Return Rank

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

CGGG

VUG
VUG Risk / Return Rank: 4444
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VUG Omega Ratio Rank: 4646
Omega Ratio Rank
VUG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VUG Martin Ratio Rank: 4343
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.

CGGG vs. VUG - Risk-Adjusted Trends Comparison

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

CGGG vs. VUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGGGVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.57

-0.67

Correlation

The correlation between CGGG and VUG is 0.94, 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

CGGG vs. VUG - Dividend Comparison

CGGG's dividend yield for the trailing twelve months is around 0.08%, less than VUG's 0.45% yield.


TTM20252024202320222021202020192018201720162015
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%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

CGGG vs. VUG - Drawdown Comparison

The maximum CGGG drawdown since its inception was -17.75%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CGGG and VUG.


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Drawdown Indicators


CGGGVUGDifference

Max Drawdown

Largest peak-to-trough decline

-17.75%

-50.68%

+32.93%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-13.78%

-12.25%

-1.53%

Average Drawdown

Average peak-to-trough decline

-3.71%

-7.13%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

Volatility

CGGG vs. VUG - Volatility Comparison


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Volatility by Period


CGGGVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

22.70%

-5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

22.22%

-4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

21.38%

-3.94%