CGIC vs. VGK
Compare and contrast key facts about Capital Group International Core Equity ETF (CGIC) and Vanguard FTSE Europe ETF (VGK).
CGIC and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGIC is an actively managed fund by Capital Group. It was launched on Jun 25, 2024. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Performance
CGIC vs. VGK - Performance Comparison
Loading graphics...
CGIC vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CGIC Capital Group International Core Equity ETF | 1.95% | 37.53% | -2.81% |
VGK Vanguard FTSE Europe ETF | -0.95% | 35.83% | -3.76% |
Returns By Period
In the year-to-date period, CGIC achieves a 1.95% return, which is significantly higher than VGK's -0.95% return.
CGIC
- 1D
- 3.22%
- 1M
- -8.07%
- YTD
- 1.95%
- 6M
- 8.06%
- 1Y
- 29.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGK
- 1D
- 3.21%
- 1M
- -8.16%
- YTD
- -0.95%
- 6M
- 4.76%
- 1Y
- 21.14%
- 3Y*
- 14.29%
- 5Y*
- 8.68%
- 10Y*
- 8.96%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CGIC vs. VGK - Expense Ratio Comparison
CGIC has a 0.54% expense ratio, which is higher than VGK's 0.08% expense ratio.
Return for Risk
CGIC vs. VGK — Risk / Return Rank
CGIC
VGK
CGIC vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group International Core Equity ETF (CGIC) and Vanguard FTSE Europe ETF (VGK). 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.
| CGIC | VGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.21 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.73 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.24 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 1.64 | +0.88 |
Martin ratioReturn relative to average drawdown | 9.97 | 6.32 | +3.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CGIC | VGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.21 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.49 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.26 | +0.96 |
Correlation
The correlation between CGIC and VGK is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CGIC vs. VGK - Dividend Comparison
CGIC's dividend yield for the trailing twelve months is around 1.46%, less than VGK's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGIC Capital Group International Core Equity ETF | 1.46% | 1.60% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 3.00% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Drawdowns
CGIC vs. VGK - Drawdown Comparison
The maximum CGIC drawdown since its inception was -13.10%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for CGIC and VGK.
Loading graphics...
Drawdown Indicators
| CGIC | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.10% | -63.61% | +50.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -12.09% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.24% | — |
Current DrawdownCurrent decline from peak | -8.45% | -8.48% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -13.43% | +10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.14% | -0.28% |
Volatility
CGIC vs. VGK - Volatility Comparison
Capital Group International Core Equity ETF (CGIC) and Vanguard FTSE Europe ETF (VGK) have volatilities of 7.86% and 7.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CGIC | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 7.72% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 10.96% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 17.62% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 17.72% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 18.88% | -3.09% |