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CGGO vs. VONG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGO vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Growth Equity ETF (CGGO) and Vanguard Russell 1000 Growth ETF (VONG). 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 VONG's 7.17% return.


CGGO

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

VONG

1D
-1.32%
1M
5.68%
YTD
7.17%
6M
6.52%
1Y
25.74%
3Y*
24.92%
5Y*
15.38%
10Y*
18.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGO vs. VONG - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGO
Capital Group Global Growth Equity ETF
19.37%21.08%14.80%23.43%-13.12%
VONG
Vanguard Russell 1000 Growth ETF
7.17%18.45%33.20%42.67%-17.51%

Correlation

The correlation between CGGO and VONG is 0.83, 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

0.83

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

0.86

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

0.90

The correlation between CGGO and VONG has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

CGGO vs. VONG - Sectors Allocation Comparison


Sectors
CGGO
VONG

Technology

37.3%
51.4%

Industrials

14.0%
5.7%

Financial Services

10.7%
5.3%

Consumer Cyclical

10.2%
13.2%

Communication Services

8.1%
13.2%

Healthcare

5.4%
7.1%

Consumer Defensive

4.8%
2.7%

Basic Materials

4.4%
0.3%

Energy

1.4%
0.4%

Utilities

1.3%
0.3%

Real Estate

-

0.4%

Technology

CGGO
37.3%
VONG
51.4%

Industrials

CGGO
14.0%
VONG
5.7%

Financial Services

CGGO
10.7%
VONG
5.3%

Consumer Cyclical

CGGO
10.2%
VONG
13.2%

Communication Services

CGGO
8.1%
VONG
13.2%

Healthcare

CGGO
5.4%
VONG
7.1%

Consumer Defensive

CGGO
4.8%
VONG
2.7%

Basic Materials

CGGO
4.4%
VONG
0.3%

Energy

CGGO
1.4%
VONG
0.4%

Utilities

CGGO
1.3%
VONG
0.3%

Real Estate

CGGO

-

VONG
0.4%

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Return for Risk

CGGO vs. VONG — 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

VONG
VONG Risk / Return Rank: 4141
Overall Rank
VONG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4545
Sortino Ratio Rank
VONG Omega Ratio Rank: 4545
Omega Ratio Rank
VONG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VONG Martin Ratio Rank: 3434
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. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and Vanguard Russell 1000 Growth ETF (VONG). 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.


CGGOVONGDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.40

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

2.87

1.59

+1.27

Martin ratioReturn relative to average drawdown

13.04

5.34

+7.70

CGGO vs. VONG - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 2.25, which is higher than the VONG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of CGGO and VONG, 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


CGGOVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.68

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.90

-0.12

Drawdowns

CGGO vs. VONG - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for CGGO and VONG.


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Drawdown Indicators


CGGOVONGDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-32.72%

+7.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-16.23%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-23.27%

+5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-0.82%

-1.66%

+0.84%

Average Drawdown

Average peak-to-trough decline

-5.50%

-4.88%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.83%

-1.95%

Volatility

CGGO vs. VONG - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 6.68% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.60%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGOVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

3.60%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

11.61%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

15.37%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.56%

21.33%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

20.87%

-2.31%

CGGO vs. VONG - Expense Ratio Comparison

CGGO has a 0.47% expense ratio, which is higher than VONG's 0.06% expense ratio.


Dividends

CGGO vs. VONG - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 1.70%, more than VONG's 0.43% 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%
VONG
Vanguard Russell 1000 Growth ETF
0.43%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Frequently Asked Questions


CGGO and VONG have a correlation of 0.83, 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 VONG (3.60%). In terms of maximum drawdown, CGGO dropped -24.90% vs VONG's -32.72%.

On 3-year performance, VONG leads with 24.92% vs 21.81% for CGGO. On fees, VONG is cheaper at 0.06% per year. On volatility, VONG has been the lower-risk option at 3.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VONG has performed better with a 24.92% return vs 21.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VONG is cheaper with a 0.06% expense ratio, compared with 0.47% for CGGO.

CGGO has the higher dividend yield at 1.70%, compared with 0.43% for VONG.

CGGO is categorized as Global Equities, while VONG is Large Cap Growth Equities. They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.47% for CGGO and 0.06% for VONG.

CGGO currently has the higher Sharpe Ratio (2.25 vs 1.68), 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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