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CGGO vs. SEEGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGO vs. SEEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Growth Equity ETF (CGGO) and JPMorgan Large Cap Growth Fund (SEEGX). 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 17.09% return, which is significantly higher than SEEGX's 3.07% return.


CGGO

1D
0.32%
1M
2.17%
YTD
17.09%
6M
18.32%
1Y
31.71%
3Y*
20.40%
5Y*
10Y*

SEEGX

1D
2.59%
1M
-2.45%
YTD
3.07%
6M
2.90%
1Y
14.65%
3Y*
21.32%
5Y*
12.20%
10Y*
19.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGO vs. SEEGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGO
Capital Group Global Growth Equity ETF
17.09%21.08%14.80%23.43%-10.40%
SEEGX
JPMorgan Large Cap Growth Fund
3.07%14.08%35.14%34.62%-10.58%

Correlation

The correlation between CGGO and SEEGX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.90

The correlation between CGGO and SEEGX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

CGGO vs. SEEGX — Risk / Return Rank

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

CGGO
CGGO Risk / Return Rank: 6060
Overall Rank
CGGO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CGGO Sortino Ratio Rank: 5858
Sortino Ratio Rank
CGGO Omega Ratio Rank: 6161
Omega Ratio Rank
CGGO Calmar Ratio Rank: 5555
Calmar Ratio Rank
CGGO Martin Ratio Rank: 6767
Martin Ratio Rank

SEEGX
SEEGX Risk / Return Rank: 1515
Overall Rank
SEEGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SEEGX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SEEGX Omega Ratio Rank: 1717
Omega Ratio Rank
SEEGX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEEGX Martin Ratio Rank: 1212
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. SEEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and JPMorgan Large Cap Growth Fund (SEEGX). 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.


CGGOSEEGXDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.32

1.17

+0.16

Calmar ratioReturn relative to maximum drawdown

2.42

0.88

+1.54

Martin ratioReturn relative to average drawdown

10.69

2.50

+8.19

CGGO vs. SEEGX - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 1.76, which is higher than the SEEGX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CGGO and SEEGX, 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. SEEGX - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum SEEGX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for CGGO and SEEGX.


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Drawdown Indicators


CGGOSEEGXDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-62.09%

+37.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-16.82%

+3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-21.50%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

Max Drawdown (10Y)

Largest decline over 10 years

-31.85%

Current Drawdown

Current decline from peak

-2.71%

-4.43%

+1.72%

Average Drawdown

Average peak-to-trough decline

-5.48%

-16.89%

+11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

5.93%

-2.95%

Volatility

CGGO vs. SEEGX - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 8.74% compared to JPMorgan Large Cap Growth Fund (SEEGX) at 6.19%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGOSEEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

6.19%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

16.01%

12.37%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

16.42%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

20.31%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

21.65%

-2.80%

CGGO vs. SEEGX - Expense Ratio Comparison

CGGO has a 0.47% expense ratio, which is lower than SEEGX's 0.69% expense ratio.


Dividends

CGGO vs. SEEGX - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 1.73%, less than SEEGX's 11.10% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGO
Capital Group Global Growth Equity ETF
1.73%2.03%1.10%0.76%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEEGX
JPMorgan Large Cap Growth Fund
11.10%11.44%2.00%0.12%3.42%14.92%5.27%12.85%15.97%14.79%9.88%4.49%

Frequently Asked Questions


CGGO and SEEGX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGGO has higher volatility (8.74%) compared to SEEGX (6.19%). In terms of maximum drawdown, CGGO dropped -24.90% vs SEEGX's -62.09%.

CGGO currently has the higher Sharpe Ratio (1.76 vs 0.91), 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

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