CGIC vs. DFIV

Last updated Jun 23, 2026

CGIC (Capital Group International Core Equity ETF) and DFIV (Dimensional International Value ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, CGIC returned 32.77% vs 35.09% for DFIV. Their correlation of 0.89 suggests significant overlap in exposure. CGIC charges 0.54%/yr vs 0.27%/yr for DFIV.

Performance

CGIC vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Core Equity ETF (CGIC) and Dimensional International Value ETF (DFIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGIC achieves a 14.23% return, which is significantly higher than DFIV's 11.48% return.

CGIC

• 1D: 0.16%
• 1M: 2.86%
• YTD: 14.23%
• 6M: 14.65%
• 1Y: 32.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFIV

• 1D: 0.36%
• 1M: -0.05%
• YTD: 11.48%
• 6M: 11.84%
• 1Y: 35.09%
• 3Y*: 23.86%
• 5Y*: —
• 10Y*: —

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

CGIC vs. DFIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CGIC Capital Group International Core Equity ETF	14.23%	37.53%	-3.23%
DFIV Dimensional International Value ETF	11.48%	45.36%	0.92%

Correlation

The correlation between CGIC and DFIV 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 (All Time) Calculated using the full available price history since Jun 27, 2024	0.89

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

CGIC vs. DFIV - Sectors Allocation Comparison

Sectors	CGIC	DFIV
Financial Services	20.2%	32.4%
Technology	16.7%	3.2%
Industrials	13.9%	9.8%
Basic Materials	8.8%	11.4%
Consumer Defensive	8.1%	4.9%
Consumer Cyclical	7.4%	10.0%
Communication Services	7.3%	4.3%
Energy	6.2%	15.3%
Healthcare	5.6%	4.9%
Utilities	4.1%	2.2%
Real Estate	1.8%	1.7%

Return for Risk

CGIC vs. DFIV — Risk / Return Rank

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

CGIC

CGIC Risk / Return Rank: 63
CGIC Sharpe Ratio Rank: 65
CGIC Sortino Ratio Rank: 62
CGIC Omega Ratio Rank: 65
CGIC Calmar Ratio Rank: 61
CGIC Martin Ratio Rank: 63

DFIV

DFIV Risk / Return Rank: 78
DFIV Sharpe Ratio Rank: 82
DFIV Sortino Ratio Rank: 81
DFIV Omega Ratio Rank: 80
DFIV Calmar Ratio Rank: 74
DFIV Martin Ratio Rank: 76

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.

CGIC vs. DFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Core Equity ETF (CGIC) and Dimensional International Value ETF (DFIV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CGIC	DFIV	Difference
Sharpe ratio: Return per unit of total volatility	2.07	2.51	-0.44
Sortino ratio: Return per unit of downside risk	2.81	3.42	-0.61
Omega ratio: Gain probability vs. loss probability	1.37	1.45	-0.08
Calmar ratio: Return relative to maximum drawdown	2.91	3.65	-0.74
Martin ratio: Return relative to average drawdown	11.09	14.00	-2.91

CGIC vs. DFIV - Sharpe Ratio Comparison

The current CGIC Sharpe Ratio is 2.07, which is comparable to the DFIV Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of CGIC and DFIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGIC vs. DFIV - Drawdown Comparison

The maximum CGIC drawdown since its inception was -13.10%, smaller than the maximum DFIV drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for CGIC and DFIV.

Drawdown Indicators

	CGIC	DFIV	Difference
Max Drawdown Largest peak-to-trough decline	-13.10%	-25.42%	+12.32%
Max Drawdown (1Y) Largest decline over 1 year	-11.30%	-9.66%	-1.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.72%	—
Current Drawdown Current decline from peak	-0.00%	-1.07%	+1.07%
Average Drawdown Average peak-to-trough decline	-2.51%	-4.45%	+1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	2.51%	+0.45%

Volatility

CGIC vs. DFIV - Volatility Comparison

Capital Group International Core Equity ETF (CGIC) has a higher volatility of 6.34% compared to Dimensional International Value ETF (DFIV) at 4.14%. This indicates that CGIC's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGIC	DFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.34%	4.14%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	13.94%	11.44%	+2.50%
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	14.06%	+1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.45%	16.63%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.45%	16.63%	-0.18%

CGIC vs. DFIV - Expense Ratio Comparison

CGIC has a 0.54% expense ratio, which is higher than DFIV's 0.27% expense ratio.

Dividends

CGIC vs. DFIV - Dividend Comparison

CGIC's dividend yield for the trailing twelve months is around 1.31%, less than DFIV's 2.55% yield.

Position	TTM	2025	2024	2023	2022	2021
CGIC Capital Group International Core Equity ETF	1.31%	1.60%	0.68%	0.00%	0.00%	0.00%
DFIV Dimensional International Value ETF	2.55%	2.92%	3.88%	3.93%	3.84%	2.30%

Frequently Asked Questions

Can I hold both CGIC and DFIV in my portfolio?

CGIC and DFIV 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.

Which is riskier, CGIC or DFIV?

CGIC has higher volatility (6.34%) compared to DFIV (4.14%). In terms of maximum drawdown, CGIC dropped -13.10% vs DFIV's -25.42%.

Which ETF is better, CGIC or DFIV?

On 1-year performance, DFIV leads with 35.09% vs 32.77% for CGIC. On fees, DFIV is cheaper at 0.27% per year. On volatility, DFIV has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGIC or DFIV?

Over the 1-year period, DFIV has performed better with a 35.09% return vs 32.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGIC or DFIV?

DFIV is cheaper with a 0.27% expense ratio, compared with 0.54% for CGIC.

Which ETF pays a higher dividend yield, CGIC or DFIV?

DFIV has the higher dividend yield at 2.55%, compared with 1.31% for CGIC.

What is the main difference between CGIC and DFIV?

They also come from different issuers: Capital Group and Dimensional. Their fees differ too: 0.54% for CGIC and 0.27% for DFIV.

Which has better risk-adjusted returns?

DFIV currently has the higher Sharpe Ratio (2.51 vs 2.07), 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.