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CGGO vs. CGDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGGO vs. CGDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Growth Equity ETF (CGGO) and Capital Group Dividend Growers ETF (CGDG). The values are adjusted to include any dividend payments, if applicable.

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CGGO vs. CGDG - Yearly Performance Comparison


2026 (YTD)202520242023
CGGO
Capital Group Global Growth Equity ETF
-1.96%21.08%14.80%12.52%
CGDG
Capital Group Dividend Growers ETF
1.58%22.74%11.52%9.54%

Returns By Period

In the year-to-date period, CGGO achieves a -1.96% return, which is significantly lower than CGDG's 1.58% return.


CGGO

1D
1.80%
1M
-6.88%
YTD
-1.96%
6M
-0.18%
1Y
21.96%
3Y*
15.29%
5Y*
10Y*

CGDG

1D
0.45%
1M
-3.72%
YTD
1.58%
6M
4.35%
1Y
18.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGGO vs. CGDG - Expense Ratio Comparison

Both CGGO and CGDG have an expense ratio of 0.47%.


Return for Risk

CGGO vs. CGDG — Risk / Return Rank

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

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

CGDG
CGDG Risk / Return Rank: 7373
Overall Rank
CGDG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CGDG Sortino Ratio Rank: 7373
Sortino Ratio Rank
CGDG Omega Ratio Rank: 7272
Omega Ratio Rank
CGDG Calmar Ratio Rank: 7272
Calmar Ratio Rank
CGDG 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.

CGGO vs. CGDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and Capital Group Dividend Growers ETF (CGDG). 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.


CGGOCGDGDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.34

-0.20

Sortino ratio

Return per unit of downside risk

1.68

1.90

-0.22

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

1.71

1.93

-0.22

Martin ratio

Return relative to average drawdown

7.24

8.71

-1.48

CGGO vs. CGDG - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 1.14, which is comparable to the CGDG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CGGO and CGDG, 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


CGGOCGDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.34

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.51

-0.98

Correlation

The correlation between CGGO and CGDG is 0.82, 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

CGGO vs. CGDG - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 2.07%, more than CGDG's 1.94% yield.


TTM2025202420232022
CGGO
Capital Group Global Growth Equity ETF
2.07%2.03%1.10%0.76%0.59%
CGDG
Capital Group Dividend Growers ETF
1.94%1.95%2.15%0.39%0.00%

Drawdowns

CGGO vs. CGDG - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, which is greater than CGDG's maximum drawdown of -10.52%. Use the drawdown chart below to compare losses from any high point for CGGO and CGDG.


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Drawdown Indicators


CGGOCGDGDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-10.52%

-14.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-9.90%

-3.25%

Current Drawdown

Current decline from peak

-8.11%

-4.61%

-3.50%

Average Drawdown

Average peak-to-trough decline

-5.67%

-1.29%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.19%

+0.91%

Volatility

CGGO vs. CGDG - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 8.29% compared to Capital Group Dividend Growers ETF (CGDG) at 4.64%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than CGDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGOCGDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

4.64%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

8.30%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

14.10%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

12.22%

+6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

12.22%

+6.16%