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CGGO vs. JGLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGO vs. JGLO - Performance Comparison

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

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Returns By Period

In the year-to-date period, CGGO achieves a 15.18% return, which is significantly higher than JGLO's 8.02% return.


CGGO

1D
1.04%
1M
-2.11%
6M
9.10%
YTD
15.18%
1Y
26.58%
3Y*
19.78%
5Y*
10Y*
ALL TIME*
13.74%

JGLO

1D
1.23%
1M
2.48%
6M
5.21%
YTD
8.02%
1Y
14.95%
3Y*
5Y*
10Y*
ALL TIME*
16.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$57.79M$52.80M$52.76M
$43.28M$24.74M$16.91M

CGGO vs. JGLO - Yearly Performance Comparison


2026 (YTD)202520242023
CGGO
Capital Group Global Growth Equity ETF
15.18%21.08%14.80%8.45%
JGLO
Jpmorgan Global Select Equity ETF
8.02%14.07%17.00%8.01%

Correlation

The correlation between CGGO and JGLO is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.90

The correlation between CGGO and JGLO has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

CGGO vs. JGLO - Sectors Allocation Comparison


Sectors
CGGO
JGLO

Technology

38.0%
32.6%

Industrials

14.3%
8.3%

Financial Services

10.4%
17.1%

Healthcare

9.3%
9.7%

Consumer Cyclical

8.3%
16.0%

Communication Services

7.2%
7.4%

Basic Materials

3.7%
1.7%

Consumer Defensive

3.6%
0.4%

Energy

1.6%
3.2%

Utilities

0.9%
2.4%

Real Estate

-

1.3%

Technology

CGGO
38.0%
JGLO
32.6%

Industrials

CGGO
14.3%
JGLO
8.3%

Financial Services

CGGO
10.4%
JGLO
17.1%

Healthcare

CGGO
9.3%
JGLO
9.7%

Consumer Cyclical

CGGO
8.3%
JGLO
16.0%

Communication Services

CGGO
7.2%
JGLO
7.4%

Basic Materials

CGGO
3.7%
JGLO
1.7%

Consumer Defensive

CGGO
3.6%
JGLO
0.4%

Energy

CGGO
1.6%
JGLO
3.2%

Utilities

CGGO
0.9%
JGLO
2.4%

Real Estate

CGGO

-

JGLO
1.3%

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Return for Risk

CGGO vs. JGLO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGGO
CGGO Risk / Return Rank: 5454
Overall Rank
CGGO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CGGO Sortino Ratio Rank: 5151
Sortino Ratio Rank
CGGO Omega Ratio Rank: 5252
Omega Ratio Rank
CGGO Calmar Ratio Rank: 5555
Calmar Ratio Rank
CGGO Martin Ratio Rank: 6060
Martin Ratio Rank

JGLO
JGLO Risk / Return Rank: 4646
Overall Rank
JGLO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 4646
Sortino Ratio Rank
JGLO Omega Ratio Rank: 4545
Omega Ratio Rank
JGLO Calmar Ratio Rank: 4343
Calmar Ratio Rank
JGLO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CGGO vs. JGLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and Jpmorgan Global Select Equity ETF (JGLO). 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.


CGGOJGLODifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

2.03

1.59

+0.45

Martin ratioReturn relative to average drawdown

7.44

6.32

+1.12

CGGO vs. JGLO - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 1.31, which is comparable to the JGLO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CGGO and JGLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CGGO vs. JGLO - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, which is greater than JGLO's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for CGGO and JGLO.


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Drawdown Indicators


CGGOJGLODifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-16.12%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-9.47%

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

Current Drawdown

Current decline from peak

-6.29%

0.00%

-6.29%

Average Drawdown

Average peak-to-trough decline

-5.46%

-1.85%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.37%

+1.21%

Volatility

CGGO vs. JGLO - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 7.38% compared to Jpmorgan Global Select Equity ETF (JGLO) at 4.10%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than JGLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGOJGLODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

4.10%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

10.42%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

12.60%

+7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

14.13%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

14.13%

+5.05%

CGGO vs. JGLO - Expense Ratio Comparison

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


Dividends

CGGO vs. JGLO - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 1.00%, less than JGLO's 1.11% yield.


PositionTTM2025202420232022
CGGO
Capital Group Global Growth Equity ETF
1.00%2.03%1.10%0.76%0.59%
JGLO
Jpmorgan Global Select Equity ETF
1.11%1.20%2.00%0.32%0.00%

Frequently Asked Questions


CGGO and JGLO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGGO has higher volatility (7.38%) compared to JGLO (4.10%). In terms of maximum drawdown, CGGO dropped -24.90% vs JGLO's -16.12%.

On 1-year performance, CGGO leads with 26.58% vs 14.95% for JGLO. Both ETFs have the same 0.47% expense ratio. On volatility, JGLO has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CGGO has performed better with a 26.58% return vs 14.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CGGO and JGLO have the same expense ratio: 0.47% per year.

JGLO has the higher dividend yield at 1.11%, compared with 1.00% for CGGO.

They also come from different issuers: Capital Group and JPMorgan.

CGGO currently has the higher Sharpe Ratio (1.31 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CGGO and JGLO

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