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CGGO vs. SCHW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGGO and SCHW is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CGGO vs. SCHW - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
27.30%
2.42%
CGGO
SCHW

Key characteristics

Sharpe Ratio

CGGO:

0.96

SCHW:

1.38

Sortino Ratio

CGGO:

1.38

SCHW:

1.93

Omega Ratio

CGGO:

1.17

SCHW:

1.29

Calmar Ratio

CGGO:

1.39

SCHW:

1.11

Martin Ratio

CGGO:

5.04

SCHW:

3.49

Ulcer Index

CGGO:

2.81%

SCHW:

10.42%

Daily Std Dev

CGGO:

14.81%

SCHW:

26.44%

Max Drawdown

CGGO:

-24.90%

SCHW:

-86.79%

Current Drawdown

CGGO:

-1.46%

SCHW:

-9.14%

Returns By Period

In the year-to-date period, CGGO achieves a 4.00% return, which is significantly lower than SCHW's 12.39% return.


CGGO

YTD

4.00%

1M

2.77%

6M

7.72%

1Y

12.45%

5Y*

N/A

10Y*

N/A

SCHW

YTD

12.39%

1M

13.95%

6M

33.74%

1Y

34.58%

5Y*

13.59%

10Y*

12.40%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CGGO vs. SCHW — Risk-Adjusted Performance Rank

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

CGGO
The Risk-Adjusted Performance Rank of CGGO is 4040
Overall Rank
The Sharpe Ratio Rank of CGGO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CGGO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of CGGO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of CGGO is 5050
Calmar Ratio Rank
The Martin Ratio Rank of CGGO is 4747
Martin Ratio Rank

SCHW
The Risk-Adjusted Performance Rank of SCHW is 8080
Overall Rank
The Sharpe Ratio Rank of SCHW is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHW is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SCHW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SCHW is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SCHW is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGGO vs. SCHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and The Charles Schwab Corporation (SCHW). 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.


Sharpe ratio
The chart of Sharpe ratio for CGGO, currently valued at 0.96, compared to the broader market0.002.004.000.961.38
The chart of Sortino ratio for CGGO, currently valued at 1.38, compared to the broader market0.005.0010.001.381.93
The chart of Omega ratio for CGGO, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.29
The chart of Calmar ratio for CGGO, currently valued at 1.39, compared to the broader market0.005.0010.0015.0020.001.391.19
The chart of Martin ratio for CGGO, currently valued at 5.04, compared to the broader market0.0020.0040.0060.0080.00100.005.043.49
CGGO
SCHW

The current CGGO Sharpe Ratio is 0.96, which is lower than the SCHW Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of CGGO and SCHW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.96
1.38
CGGO
SCHW

Dividends

CGGO vs. SCHW - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 1.06%, more than SCHW's 0.90% yield.


TTM20242023202220212020201920182017201620152014
CGGO
Capital Group Global Growth Equity ETF
1.06%1.10%0.76%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHW
The Charles Schwab Corporation
0.90%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%

Drawdowns

CGGO vs. SCHW - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for CGGO and SCHW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.46%
-6.06%
CGGO
SCHW

Volatility

CGGO vs. SCHW - Volatility Comparison

The current volatility for Capital Group Global Growth Equity ETF (CGGO) is 4.67%, while The Charles Schwab Corporation (SCHW) has a volatility of 7.40%. This indicates that CGGO experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
4.67%
7.40%
CGGO
SCHW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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