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CGGO vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGO vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Growth Equity ETF (CGGO) and Vanguard Dividend Appreciation ETF (VIG). 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 19.37% return, which is significantly higher than VIG's 7.57% return.


CGGO

1D
-0.82%
1M
9.97%
YTD
19.37%
6M
20.83%
1Y
37.51%
3Y*
21.81%
5Y*
10Y*

VIG

1D
-0.19%
1M
3.79%
YTD
7.57%
6M
6.99%
1Y
19.63%
3Y*
16.49%
5Y*
10.62%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGO vs. VIG - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGO
Capital Group Global Growth Equity ETF
19.37%21.08%14.80%23.43%-13.12%
VIG
Vanguard Dividend Appreciation ETF
7.57%14.17%16.99%14.51%-0.10%

Correlation

The correlation between CGGO and VIG is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2022

0.81

The correlation between CGGO and VIG shifts across timeframes, from 0.71 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

CGGO vs. VIG - Sectors Allocation Comparison


Sectors
CGGO
VIG

Technology

37.3%
26.2%

Industrials

14.0%
11.8%

Financial Services

10.7%
20.6%

Consumer Cyclical

10.2%
4.7%

Communication Services

8.1%
0.5%

Healthcare

5.4%
16.5%

Consumer Defensive

4.8%
10.1%

Basic Materials

4.4%
3.5%

Energy

1.4%
3.5%

Utilities

1.3%
3.2%

Real Estate

-

-

Technology

CGGO
37.3%
VIG
26.2%

Industrials

CGGO
14.0%
VIG
11.8%

Financial Services

CGGO
10.7%
VIG
20.6%

Consumer Cyclical

CGGO
10.2%
VIG
4.7%

Communication Services

CGGO
8.1%
VIG
0.5%

Healthcare

CGGO
5.4%
VIG
16.5%

Consumer Defensive

CGGO
4.8%
VIG
10.1%

Basic Materials

CGGO
4.4%
VIG
3.5%

Energy

CGGO
1.4%
VIG
3.5%

Utilities

CGGO
1.3%
VIG
3.2%

Real Estate

CGGO

-

VIG

-

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Return for Risk

CGGO vs. VIG — Risk / Return Rank

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

CGGO
CGGO Risk / Return Rank: 6565
Overall Rank
CGGO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CGGO Sortino Ratio Rank: 6565
Sortino Ratio Rank
CGGO Omega Ratio Rank: 6666
Omega Ratio Rank
CGGO Calmar Ratio Rank: 5757
Calmar Ratio Rank
CGGO Martin Ratio Rank: 6969
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5656
Overall Rank
VIG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6060
Sortino Ratio Rank
VIG Omega Ratio Rank: 5656
Omega Ratio Rank
VIG Calmar Ratio Rank: 5050
Calmar Ratio Rank
VIG Martin Ratio Rank: 5656
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. VIG - Risk-Adjusted Trends Comparison

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


CGGOVIGDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

2.87

2.49

+0.37

Martin ratioReturn relative to average drawdown

13.04

10.06

+2.98

CGGO vs. VIG - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 2.25, which is comparable to the VIG Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of CGGO and VIG, 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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Sharpe Ratios by Period


CGGOVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.97

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.60

+0.18

Drawdowns

CGGO vs. VIG - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for CGGO and VIG.


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Drawdown Indicators


CGGOVIGDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-46.81%

+21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-7.91%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-14.95%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-0.82%

-0.19%

-0.63%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.51%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.96%

+0.92%

Volatility

CGGO vs. VIG - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 6.68% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.19%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGOVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

2.19%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

7.57%

+6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

10.01%

+6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.56%

14.23%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

16.05%

+2.51%

CGGO vs. VIG - Expense Ratio Comparison

CGGO has a 0.47% expense ratio, which is higher than VIG's 0.04% expense ratio.


Dividends

CGGO vs. VIG - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 1.70%, more than VIG's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGO
Capital Group Global Growth Equity ETF
1.70%2.03%1.10%0.76%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


CGGO and VIG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGGO has higher volatility (6.68%) compared to VIG (2.19%). In terms of maximum drawdown, CGGO dropped -24.90% vs VIG's -46.81%.

On 3-year performance, CGGO leads with 21.81% vs 16.49% for VIG. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CGGO has performed better with a 21.81% return vs 16.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.47% for CGGO.

CGGO has the higher dividend yield at 1.70%, compared with 1.47% for VIG.

CGGO is categorized as Global Equities, while VIG is Dividend. They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.47% for CGGO and 0.04% for VIG.

CGGO currently has the higher Sharpe Ratio (2.25 vs 1.97), 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.

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