CGGR vs. GPIQ

Last updated Jun 9, 2026

CGGR (Capital Group Growth ETF) and GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) are both exchange-traded funds - CGGR is a Large Cap Growth Equities fund actively managed by Capital Group, while GPIQ is a Nasdaq-100 fund actively managed by Goldman Sachs. Both are actively managed. Over the past year, CGGR returned 17.62% vs 33.04% for GPIQ. Their correlation of 0.93 suggests significant overlap in exposure. CGGR charges 0.39%/yr vs 0.29%/yr for GPIQ.

Performance

CGGR vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Growth ETF (CGGR) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGGR achieves a 2.92% return, which is significantly lower than GPIQ's 14.88% return.

CGGR

• 1D: 1.08%
• 1M: -1.04%
• YTD: 2.92%
• 6M: 3.25%
• 1Y: 17.62%
• 3Y*: 24.07%
• 5Y*: —
• 10Y*: —

GPIQ

• 1D: 1.46%
• 1M: 0.97%
• YTD: 14.88%
• 6M: 14.06%
• 1Y: 33.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGR vs. GPIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CGGR Capital Group Growth ETF	2.92%	19.75%	32.12%	20.70%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	14.88%	19.77%	23.22%	15.38%

Correlation

The correlation between CGGR and GPIQ is 0.93, 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	0.93
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023	0.93

The correlation between CGGR and GPIQ has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

CGGR vs. GPIQ - Sectors Allocation Comparison

Sectors	CGGR	GPIQ
Technology	38.1%	53.8%
Communication Services	16.9%	15.8%
Consumer Cyclical	13.1%	12.3%
Healthcare	9.3%	4.2%
Industrials	7.5%	2.9%
Financial Services	5.1%	0.2%
Basic Materials	2.3%	1.1%
Energy	2.1%	0.6%
Consumer Defensive	2.1%	7.7%
Utilities	0.8%	1.4%
Real Estate	0.8%	0.1%

Return for Risk

CGGR vs. GPIQ — Risk / Return Rank

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

CGGR

CGGR Risk / Return Rank: 30
CGGR Sharpe Ratio Rank: 32
CGGR Sortino Ratio Rank: 30
CGGR Omega Ratio Rank: 32
CGGR Calmar Ratio Rank: 27
CGGR Martin Ratio Rank: 31

GPIQ

GPIQ Risk / Return Rank: 79
GPIQ Sharpe Ratio Rank: 81
GPIQ Sortino Ratio Rank: 76
GPIQ Omega Ratio Rank: 80
GPIQ Calmar Ratio Rank: 75
GPIQ Martin Ratio Rank: 83

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. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Growth ETF (CGGR) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.

	CGGR	GPIQ	Difference
Sharpe ratio: Return per unit of total volatility	1.06	2.36	-1.31
Sortino ratio: Return per unit of downside risk	1.49	3.06	-1.57
Omega ratio: Gain probability vs. loss probability	1.20	1.43	-0.23
Calmar ratio: Return relative to maximum drawdown	1.17	3.49	-2.32
Martin ratio: Return relative to average drawdown	4.29	15.21	-10.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGGR vs. GPIQ - Sharpe Ratio Comparison

The current CGGR Sharpe Ratio is 1.06, which is lower than the GPIQ Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of CGGR and GPIQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGGR	GPIQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	2.36	-1.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	1.67	-0.94

Drawdowns

CGGR vs. GPIQ - Drawdown Comparison

The maximum CGGR drawdown since its inception was -28.90%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for CGGR and GPIQ.

Drawdown Indicators

	CGGR	GPIQ	Difference
Max Drawdown Largest peak-to-trough decline	-28.90%	-21.06%	-7.84%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-9.51%	-5.62%
Max Drawdown (3Y) Largest decline over 3 years	-23.37%	—	—
Current Drawdown Current decline from peak	-4.19%	-3.08%	-1.11%
Average Drawdown Average peak-to-trough decline	-7.71%	-2.27%	-5.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	2.18%	+1.94%

Volatility

CGGR vs. GPIQ - Volatility Comparison

Capital Group Growth ETF (CGGR) has a higher volatility of 5.86% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 5.54%. This indicates that CGGR's price experiences larger fluctuations and is considered to be riskier than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGGR	GPIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	5.54%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	13.13%	11.32%	+1.81%
Volatility (1Y) Calculated over the trailing 1-year period	16.78%	14.07%	+2.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.85%	17.63%	+4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.85%	17.63%	+4.22%

CGGR vs. GPIQ - Expense Ratio Comparison

CGGR has a 0.39% expense ratio, which is higher than GPIQ's 0.29% expense ratio.

Dividends

CGGR vs. GPIQ - Dividend Comparison

CGGR's dividend yield for the trailing twelve months is around 0.09%, less than GPIQ's 9.60% yield.

Position	TTM	2025	2024	2023	2022
CGGR Capital Group Growth ETF	0.09%	0.10%	0.33%	0.40%	0.33%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	9.60%	9.81%	9.18%	1.74%	0.00%

Frequently Asked Questions

Can I hold both CGGR and GPIQ in my portfolio?

With a correlation of 0.93, CGGR and GPIQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CGGR or GPIQ?

CGGR has higher volatility (5.86%) compared to GPIQ (5.54%). In terms of maximum drawdown, CGGR dropped -28.90% vs GPIQ's -21.06%.

Which ETF is better, CGGR or GPIQ?

On 1-year performance, GPIQ leads with 33.04% vs 17.62% for CGGR. On fees, GPIQ is cheaper at 0.29% per year. On volatility, GPIQ has been the lower-risk option at 5.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGGR or GPIQ?

Over the 1-year period, GPIQ has performed better with a 33.04% return vs 17.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGGR or GPIQ?

GPIQ is cheaper with a 0.29% expense ratio, compared with 0.39% for CGGR.

Which ETF pays a higher dividend yield, CGGR or GPIQ?

GPIQ has the higher dividend yield at 9.60%, compared with 0.09% for CGGR.

What is the main difference between CGGR and GPIQ?

CGGR is categorized as Large Cap Growth Equities, while GPIQ is Nasdaq-100. They also come from different issuers: Capital Group and Goldman Sachs. Their fees differ too: 0.39% for CGGR and 0.29% for GPIQ.

Which has better risk-adjusted returns?

GPIQ currently has the higher Sharpe Ratio (2.36 vs 1.06), 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.