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CGGO vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGO vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Growth Equity ETF (CGGO) and Vanguard Growth ETF (VUG). 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 20.35% return, which is significantly higher than VUG's 9.49% return.


CGGO

1D
0.63%
1M
10.79%
YTD
20.35%
6M
22.57%
1Y
39.10%
3Y*
22.14%
5Y*
10Y*

VUG

1D
-1.23%
1M
6.22%
YTD
9.49%
6M
8.72%
1Y
27.84%
3Y*
25.93%
5Y*
15.11%
10Y*
18.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGO vs. VUG - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGO
Capital Group Global Growth Equity ETF
20.35%21.08%14.80%23.43%-13.12%
VUG
Vanguard Growth ETF
9.49%19.40%32.69%46.83%-21.33%

Correlation

The correlation between CGGO and VUG 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

0.89

The correlation between CGGO and VUG has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

CGGO vs. VUG - Sectors Allocation Comparison


Sectors
CGGO
VUG

Technology

37.3%
53.5%

Industrials

14.0%
3.6%

Financial Services

10.7%
4.3%

Consumer Cyclical

10.2%
12.2%

Communication Services

8.1%
17.3%

Healthcare

5.4%
4.6%

Consumer Defensive

4.8%
1.5%

Basic Materials

4.4%
0.6%

Energy

1.4%
0.4%

Utilities

1.3%
0.9%

Real Estate

-

1.0%

Technology

CGGO
37.3%
VUG
53.5%

Industrials

CGGO
14.0%
VUG
3.6%

Financial Services

CGGO
10.7%
VUG
4.3%

Consumer Cyclical

CGGO
10.2%
VUG
12.2%

Communication Services

CGGO
8.1%
VUG
17.3%

Healthcare

CGGO
5.4%
VUG
4.6%

Consumer Defensive

CGGO
4.8%
VUG
1.5%

Basic Materials

CGGO
4.4%
VUG
0.6%

Energy

CGGO
1.4%
VUG
0.4%

Utilities

CGGO
1.3%
VUG
0.9%

Real Estate

CGGO

-

VUG
1.0%

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Return for Risk

CGGO vs. VUG — Risk / Return Rank

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

CGGO
CGGO Risk / Return Rank: 6868
Overall Rank
CGGO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CGGO Sortino Ratio Rank: 6969
Sortino Ratio Rank
CGGO Omega Ratio Rank: 6969
Omega Ratio Rank
CGGO Calmar Ratio Rank: 6161
Calmar Ratio Rank
CGGO Martin Ratio Rank: 7272
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 4343
Overall Rank
VUG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4747
Sortino Ratio Rank
VUG Omega Ratio Rank: 4848
Omega Ratio Rank
VUG Calmar Ratio Rank: 3333
Calmar Ratio Rank
VUG Martin Ratio Rank: 3737
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. VUG - Risk-Adjusted Trends Comparison

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


CGGOVUGDifference

Sharpe ratio

Return per unit of total volatility

2.35

1.77

+0.58

Sortino ratio

Return per unit of downside risk

3.19

2.40

+0.79

Omega ratio

Gain probability vs. loss probability

1.42

1.31

+0.11

Calmar ratio

Return relative to maximum drawdown

3.05

1.69

+1.36

Martin ratio

Return relative to average drawdown

13.89

5.92

+7.96

CGGO vs. VUG - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 2.35, which is higher than the VUG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of CGGO and VUG, 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


CGGOVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

1.77

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.62

+0.18

Drawdowns

CGGO vs. VUG - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CGGO and VUG.


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Drawdown Indicators


CGGOVUGDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-50.68%

+25.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-16.53%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-22.85%

+4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

0.00%

-1.51%

+1.51%

Average Drawdown

Average peak-to-trough decline

-5.50%

-7.09%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.71%

-1.83%

Volatility

CGGO vs. VUG - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 6.58% compared to Vanguard Growth ETF (VUG) at 3.83%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGOVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

3.83%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

12.11%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

15.84%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.56%

22.22%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

21.44%

-2.88%

CGGO vs. VUG - Expense Ratio Comparison

CGGO has a 0.47% expense ratio, which is higher than VUG's 0.03% expense ratio.


Dividends

CGGO vs. VUG - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 1.68%, more than VUG's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGO
Capital Group Global Growth Equity ETF
1.68%2.03%1.10%0.76%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.37%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Frequently Asked Questions


CGGO and VUG 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 (6.58%) compared to VUG (3.83%). In terms of maximum drawdown, CGGO dropped -24.90% vs VUG's -50.68%.

On 3-year performance, VUG leads with 25.93% vs 22.14% for CGGO. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VUG has performed better with a 25.93% return vs 22.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VUG is cheaper with a 0.03% expense ratio, compared with 0.47% for CGGO.

CGGO has the higher dividend yield at 1.68%, compared with 0.37% for VUG.

CGGO is categorized as Global Equities, while VUG is Large Cap Growth Equities. They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.47% for CGGO and 0.03% for VUG.

CGGO currently has the higher Sharpe Ratio (2.35 vs 1.77), 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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