CGGO vs. SCHW

Last updated Apr 2, 2026

Compare and contrast key facts about Capital Group Global Growth Equity ETF (CGGO) and The Charles Schwab Corporation (SCHW).

CGGO is an actively managed fund by Capital Group. It was launched on Feb 22, 2022.

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.

CGGO vs. SCHW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGGO Capital Group Global Growth Equity ETF	-1.96%	21.08%	14.80%	23.43%	-13.12%
SCHW The Charles Schwab Corporation	-7.24%	36.65%	9.17%	-15.97%	2.12%

Returns By Period

In the year-to-date period, CGGO achieves a -1.96% return, which is significantly higher than SCHW's -7.24% return.

CGGO

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

SCHW

• 1D: -1.72%
• 1M: -3.28%
• YTD: -7.24%
• 6M: 0.74%
• 1Y: 20.38%
• 3Y*: 22.59%
• 5Y*: 8.22%
• 10Y*: 13.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CGGO vs. SCHW — Risk / Return Rank

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

CGGO

CGGO Risk / Return Rank: 64
CGGO Sharpe Ratio Rank: 62
CGGO Sortino Ratio Rank: 64
CGGO Omega Ratio Rank: 63
CGGO Calmar Ratio Rank: 64
CGGO Martin Ratio Rank: 68

SCHW

SCHW Risk / Return Rank: 65
SCHW Sharpe Ratio Rank: 69
SCHW Sortino Ratio Rank: 59
SCHW Omega Ratio Rank: 62
SCHW Calmar Ratio Rank: 68
SCHW Martin Ratio Rank: 69

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. SCHW - Risk-Adjusted Trends 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.

	CGGO	SCHW	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.83	+0.31
Sortino ratio Return per unit of downside risk	1.68	1.19	+0.50
Omega ratio Gain probability vs. loss probability	1.24	1.17	+0.06
Calmar ratio Return relative to maximum drawdown	1.71	1.33	+0.38
Martin ratio Return relative to average drawdown	7.24	3.53	+3.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGGO vs. SCHW - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 1.14, which is higher than the SCHW Sharpe Ratio of 0.83. 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.

Sharpe Ratios by Period

	CGGO	SCHW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.83	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.43	+0.10

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.

Dividends

CGGO vs. SCHW - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 2.07%, more than SCHW's 1.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGGO Capital Group Global Growth Equity ETF	2.07%	2.03%	1.10%	0.76%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHW The Charles Schwab Corporation	1.22%	1.08%	1.35%	1.45%	1.01%	0.86%	1.36%	1.43%	1.11%	0.62%	0.68%	0.73%

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.

Drawdown Indicators

	CGGO	SCHW	Difference
Max Drawdown Largest peak-to-trough decline	-24.90%	-86.79%	+61.89%
Max Drawdown (1Y) Largest decline over 1 year	-13.15%	-14.61%	+1.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-49.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.08%	—
Current Drawdown Current decline from peak	-8.11%	-13.56%	+5.45%
Average Drawdown Average peak-to-trough decline	-5.67%	-35.65%	+29.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	5.51%	-2.41%

Volatility

CGGO vs. SCHW - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 8.29% compared to The Charles Schwab Corporation (SCHW) at 4.91%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGGO	SCHW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.29%	4.91%	+3.38%
Volatility (6M) Calculated over the trailing 6-month period	12.87%	16.37%	-3.50%
Volatility (1Y) Calculated over the trailing 1-year period	19.34%	24.57%	-5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.38%	32.12%	-13.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.38%	33.42%	-15.04%