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CGGO vs. VWIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CGGOVWIGX
YTD Return19.01%14.18%
1Y Return29.95%26.81%
Sharpe Ratio2.141.68
Sortino Ratio2.932.35
Omega Ratio1.381.30
Calmar Ratio3.000.73
Martin Ratio12.1410.41
Ulcer Index2.51%2.63%
Daily Std Dev14.23%16.31%
Max Drawdown-24.90%-59.58%
Current Drawdown-0.82%-20.50%

Correlation

-0.50.00.51.00.9

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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.56%
6.87%
CGGO
VWIGX

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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.


CGGO
Capital Group Global Growth Equity ETF
Expense ratio chart for CGGO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

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.


CGGO
Sharpe ratio
The chart of Sharpe ratio for CGGO, currently valued at 2.14, compared to the broader market-2.000.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for CGGO, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.0012.002.93
Omega ratio
The chart of Omega ratio for CGGO, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for CGGO, currently valued at 3.00, compared to the broader market0.005.0010.0015.003.00
Martin ratio
The chart of Martin ratio for CGGO, currently valued at 12.14, compared to the broader market0.0020.0040.0060.0080.00100.0012.14
VWIGX
Sharpe ratio
The chart of Sharpe ratio for VWIGX, currently valued at 1.68, compared to the broader market-2.000.002.004.006.001.68
Sortino ratio
The chart of Sortino ratio for VWIGX, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.0010.0012.002.35
Omega ratio
The chart of Omega ratio for VWIGX, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for VWIGX, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.52
Martin ratio
The chart of Martin ratio for VWIGX, currently valued at 10.41, compared to the broader market0.0020.0040.0060.0080.00100.0010.41

CGGO vs. VWIGX - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 2.14, which is comparable to the VWIGX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of CGGO and VWIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.14
1.68
CGGO
VWIGX

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.


TTM20232022202120202019201820172016201520142013
CGGO
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%
VWIGX
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.82%
-2.22%
CGGO
VWIGX

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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.05%
4.30%
CGGO
VWIGX