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

Performance

CGGR vs. PRGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Growth ETF (CGGR) and T. Rowe Price Global Stock Fund (PRGSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CGGR achieves a 2.92% return, which is significantly lower than PRGSX's 16.26% return.


CGGR

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

PRGSX

1D
-5.35%
1M
0.01%
YTD
16.26%
6M
16.21%
1Y
34.05%
3Y*
21.75%
5Y*
8.62%
10Y*
16.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGR vs. PRGSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGR
Capital Group Growth ETF
2.92%19.75%32.12%42.18%-14.68%
PRGSX
T. Rowe Price Global Stock Fund
16.26%21.42%16.80%25.70%-18.03%

Correlation

The correlation between CGGR and PRGSX is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.92

The correlation between CGGR and PRGSX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

CGGR vs. PRGSX — Risk / Return Rank

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

CGGR
CGGR Risk / Return Rank: 3030
Overall Rank
CGGR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CGGR Sortino Ratio Rank: 3030
Sortino Ratio Rank
CGGR Omega Ratio Rank: 3232
Omega Ratio Rank
CGGR Calmar Ratio Rank: 2727
Calmar Ratio Rank
CGGR Martin Ratio Rank: 3131
Martin Ratio Rank

PRGSX
PRGSX Risk / Return Rank: 4848
Overall Rank
PRGSX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PRGSX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PRGSX Omega Ratio Rank: 4343
Omega Ratio Rank
PRGSX Calmar Ratio Rank: 5757
Calmar Ratio Rank
PRGSX Martin Ratio Rank: 5959
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. PRGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Growth ETF (CGGR) and T. Rowe Price Global Stock Fund (PRGSX). 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.


CGGRPRGSXDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

1.17

2.77

-1.60

Martin ratioReturn relative to average drawdown

4.29

11.24

-6.95

CGGR vs. PRGSX - Sharpe Ratio Comparison

The current CGGR Sharpe Ratio is 1.06, which is lower than the PRGSX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CGGR and PRGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CGGRPRGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.88

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.52

+0.22

Drawdowns

CGGR vs. PRGSX - Drawdown Comparison

The maximum CGGR drawdown since its inception was -28.90%, smaller than the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for CGGR and PRGSX.


Loading charts...

Drawdown Indicators


CGGRPRGSXDifference

Max Drawdown

Largest peak-to-trough decline

-28.90%

-64.06%

+35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-12.77%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-21.13%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

Current Drawdown

Current decline from peak

-4.19%

-6.08%

+1.89%

Average Drawdown

Average peak-to-trough decline

-7.71%

-13.48%

+5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

3.14%

+0.98%

Volatility

CGGR vs. PRGSX - Volatility Comparison

The current volatility for Capital Group Growth ETF (CGGR) is 5.86%, while T. Rowe Price Global Stock Fund (PRGSX) has a volatility of 7.75%. This indicates that CGGR experiences smaller price fluctuations and is considered to be less risky than PRGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CGGRPRGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

7.75%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

15.88%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

18.76%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.85%

19.80%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

19.84%

+2.01%

CGGR vs. PRGSX - Expense Ratio Comparison

CGGR has a 0.39% expense ratio, which is lower than PRGSX's 0.82% expense ratio.


Dividends

CGGR vs. PRGSX - Dividend Comparison

CGGR's dividend yield for the trailing twelve months is around 0.09%, less than PRGSX's 8.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGR
Capital Group Growth ETF
0.09%0.10%0.33%0.40%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRGSX
T. Rowe Price Global Stock Fund
8.26%9.60%6.73%0.27%0.00%13.67%5.67%2.21%5.81%0.03%0.63%0.33%

Frequently Asked Questions


CGGR and PRGSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGSX has higher volatility (7.75%) compared to CGGR (5.86%). In terms of maximum drawdown, CGGR dropped -28.90% vs PRGSX's -64.06%.

PRGSX currently has the higher Sharpe Ratio (1.88 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.

Portfolio Optimizer

Find the right allocation for CGGR and PRGSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer