CGIC vs. PROSY
CGIC (Capital Group International Core Equity ETF) is Foreign Large Cap Equities fund actively managed by Capital Group, while PROSY (Prosus N.V.) is a stock. Over the past year, CGIC returned 28.18% vs -23.18% for PROSY. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
CGIC vs. PROSY - Performance Comparison
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Returns By Period
In the year-to-date period, CGIC achieves a 11.95% return, which is significantly higher than PROSY's -30.83% return.
CGIC
- 1D
- 0.86%
- 1M
- -0.93%
- YTD
- 11.95%
- 6M
- 11.71%
- 1Y
- 28.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PROSY
- 1D
- -1.27%
- 1M
- -6.56%
- YTD
- -30.83%
- 6M
- -30.71%
- 1Y
- -23.18%
- 3Y*
- 10.77%
- 5Y*
- -0.96%
- 10Y*
- —
CGIC vs. PROSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CGIC Capital Group International Core Equity ETF | 11.95% | 37.53% | -3.23% |
PROSY Prosus N.V. | -30.83% | 55.67% | 9.21% |
Correlation
The correlation between CGIC and PROSY is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2024 | 0.62 |
The correlation between CGIC and PROSY has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.
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Return for Risk
CGIC vs. PROSY — Risk / Return Rank
CGIC
PROSY
CGIC vs. PROSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group International Core Equity ETF (CGIC) and Prosus N.V. (PROSY). 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 | PROSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.89 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | -0.55 | +3.05 |
| Martin ratioReturn relative to average drawdown | 9.50 | -1.04 | +10.53 |
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Drawdowns
CGIC vs. PROSY - Drawdown Comparison
The maximum CGIC drawdown since its inception was -13.10%, smaller than the maximum PROSY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for CGIC and PROSY.
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Drawdown Indicators
| CGIC | PROSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.10% | -69.36% | +56.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -42.52% | +31.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -42.52% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.42% | — |
Current DrawdownCurrent decline from peak | -1.99% | -41.36% | +39.37% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -30.06% | +27.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 22.41% | -19.44% |
Volatility
CGIC vs. PROSY - Volatility Comparison
The current volatility for Capital Group International Core Equity ETF (CGIC) is 6.75%, while Prosus N.V. (PROSY) has a volatility of 13.69%. This indicates that CGIC experiences smaller price fluctuations and is considered to be less risky than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGIC | PROSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 13.69% | -6.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 27.86% | -13.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 32.57% | -16.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 43.18% | -26.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 41.62% | -25.10% |
Dividends
CGIC vs. PROSY - Dividend Comparison
CGIC's dividend yield for the trailing twelve months is around 1.33%, while PROSY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CGIC Capital Group International Core Equity ETF | 1.33% | 1.60% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
PROSY Prosus N.V. | 0.00% | 0.00% | 0.28% | 0.25% | 0.20% | 0.20% | 0.12% |
Frequently Asked Questions
CGIC and PROSY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PROSY has higher volatility (13.69%) compared to CGIC (6.75%). In terms of maximum drawdown, CGIC dropped -13.10% vs PROSY's -69.36%.
CGIC currently has the higher Sharpe Ratio (1.76 vs -0.71), 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.
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