CGGO vs. VWIGX
Compare and contrast key facts about Capital Group Global Growth Equity ETF (CGGO) and Vanguard International Growth Fund Investor Shares (VWIGX).
CGGO is an actively managed fund by Capital Group. It was launched on Feb 22, 2022. VWIGX is managed by Vanguard. It was launched on Sep 30, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGGO or VWIGX.
Key characteristics
CGGO | VWIGX | |
---|---|---|
YTD Return | 19.01% | 14.18% |
1Y Return | 29.95% | 26.81% |
Sharpe Ratio | 2.14 | 1.68 |
Sortino Ratio | 2.93 | 2.35 |
Omega Ratio | 1.38 | 1.30 |
Calmar Ratio | 3.00 | 0.73 |
Martin Ratio | 12.14 | 10.41 |
Ulcer Index | 2.51% | 2.63% |
Daily Std Dev | 14.23% | 16.31% |
Max Drawdown | -24.90% | -59.58% |
Current Drawdown | -0.82% | -20.50% |
Correlation
The correlation between CGGO and VWIGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CGGO vs. VWIGX - Performance Comparison
In the year-to-date period, CGGO achieves a 19.01% return, which is significantly higher than VWIGX's 14.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CGGO vs. VWIGX - Expense Ratio Comparison
CGGO has a 0.47% expense ratio, which is higher than VWIGX's 0.43% expense ratio.
Risk-Adjusted Performance
CGGO vs. VWIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and Vanguard International Growth Fund Investor Shares (VWIGX). 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.
Dividends
CGGO vs. VWIGX - Dividend Comparison
CGGO's dividend yield for the trailing twelve months is around 0.91%, more than VWIGX's 0.88% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Group Global Growth Equity ETF | 0.91% | 0.76% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard International Growth Fund Investor Shares | 0.88% | 1.01% | 1.37% | 0.93% | 0.21% | 1.20% | 1.62% | 0.84% | 1.26% | 1.39% | 2.29% | 1.44% |
Drawdowns
CGGO vs. VWIGX - Drawdown Comparison
The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for CGGO and VWIGX. For additional features, visit the drawdowns tool.
Volatility
CGGO vs. VWIGX - Volatility Comparison
The current volatility for Capital Group Global Growth Equity ETF (CGGO) is 4.05%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.30%. This indicates that CGGO experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.