PortfoliosLab logoPortfoliosLab logo
CGGR vs. CGCP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGGR vs. CGCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Growth ETF (CGGR) and Capital Group Core Plus Income ETF (CGCP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CGGR vs. CGCP - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGR
Capital Group Growth ETF
-9.13%19.75%32.12%42.18%-18.50%
CGCP
Capital Group Core Plus Income ETF
0.02%7.35%2.95%7.17%-9.78%

Returns By Period

In the year-to-date period, CGGR achieves a -9.13% return, which is significantly lower than CGCP's 0.02% return.


CGGR

1D
-0.47%
1M
-5.05%
YTD
-9.13%
6M
-8.57%
1Y
15.73%
3Y*
21.94%
5Y*
10Y*

CGCP

1D
0.13%
1M
-1.04%
YTD
0.02%
6M
0.74%
1Y
4.73%
3Y*
4.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CGGR vs. CGCP - Expense Ratio Comparison

CGGR has a 0.39% expense ratio, which is higher than CGCP's 0.34% expense ratio.


Return for Risk

CGGR vs. CGCP — Risk / Return Rank

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

CGGR
CGGR Risk / Return Rank: 3636
Overall Rank
CGGR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CGGR Sortino Ratio Rank: 3636
Sortino Ratio Rank
CGGR Omega Ratio Rank: 3737
Omega Ratio Rank
CGGR Calmar Ratio Rank: 3636
Calmar Ratio Rank
CGGR Martin Ratio Rank: 3636
Martin Ratio Rank

CGCP
CGCP Risk / Return Rank: 5555
Overall Rank
CGCP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CGCP Sortino Ratio Rank: 5656
Sortino Ratio Rank
CGCP Omega Ratio Rank: 5151
Omega Ratio Rank
CGCP Calmar Ratio Rank: 6060
Calmar Ratio Rank
CGCP Martin Ratio Rank: 5050
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.

CGGR vs. CGCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Growth ETF (CGGR) and Capital Group Core Plus Income ETF (CGCP). 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.


CGGRCGCPDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.11

-0.41

Sortino ratio

Return per unit of downside risk

1.15

1.54

-0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.13

1.78

-0.64

Martin ratio

Return relative to average drawdown

4.07

5.69

-1.62

CGGR vs. CGCP - Sharpe Ratio Comparison

The current CGGR Sharpe Ratio is 0.70, which is lower than the CGCP Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CGGR and CGCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CGGRCGCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.11

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.26

+0.35

Correlation

The correlation between CGGR and CGCP is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CGGR vs. CGCP - Dividend Comparison

CGGR's dividend yield for the trailing twelve months is around 0.10%, less than CGCP's 5.15% yield.


TTM2025202420232022
CGGR
Capital Group Growth ETF
0.10%0.10%0.33%0.40%0.33%
CGCP
Capital Group Core Plus Income ETF
5.15%5.10%5.17%4.98%2.96%

Drawdowns

CGGR vs. CGCP - Drawdown Comparison

The maximum CGGR drawdown since its inception was -28.90%, which is greater than CGCP's maximum drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for CGGR and CGCP.


Loading graphics...

Drawdown Indicators


CGGRCGCPDifference

Max Drawdown

Largest peak-to-trough decline

-28.90%

-15.06%

-13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-2.66%

-12.47%

Current Drawdown

Current decline from peak

-11.45%

-1.47%

-9.98%

Average Drawdown

Average peak-to-trough decline

-7.94%

-5.08%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

0.83%

+3.38%

Volatility

CGGR vs. CGCP - Volatility Comparison

Capital Group Growth ETF (CGGR) has a higher volatility of 7.11% compared to Capital Group Core Plus Income ETF (CGCP) at 1.80%. This indicates that CGGR's price experiences larger fluctuations and is considered to be riskier than CGCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CGGRCGCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

1.80%

+5.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

2.45%

+10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

4.27%

+18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.97%

6.43%

+15.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

6.43%

+15.54%