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CGIC vs. VYMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGIC vs. VYMI - Performance Comparison

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

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CGIC vs. VYMI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CGIC achieves a 3.18% return, which is significantly lower than VYMI's 6.37% return.


CGIC

1D
1.21%
1M
-5.44%
YTD
3.18%
6M
8.49%
1Y
30.24%
3Y*
5Y*
10Y*

VYMI

1D
0.82%
1M
-3.79%
YTD
6.37%
6M
13.78%
1Y
33.76%
3Y*
20.74%
5Y*
12.62%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGIC vs. VYMI - Expense Ratio Comparison

CGIC has a 0.54% expense ratio, which is higher than VYMI's 0.07% expense ratio.


Return for Risk

CGIC vs. VYMI — Risk / Return Rank

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

CGIC
CGIC Risk / Return Rank: 8686
Overall Rank
CGIC Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CGIC Sortino Ratio Rank: 8787
Sortino Ratio Rank
CGIC Omega Ratio Rank: 8787
Omega Ratio Rank
CGIC Calmar Ratio Rank: 8686
Calmar Ratio Rank
CGIC Martin Ratio Rank: 8686
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 9292
Overall Rank
VYMI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VYMI Omega Ratio Rank: 9494
Omega Ratio Rank
VYMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
VYMI Martin Ratio Rank: 9191
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.

CGIC vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Core Equity ETF (CGIC) and Vanguard International High Dividend Yield ETF (VYMI). 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.


CGICVYMIDifference

Sharpe ratio

Return per unit of total volatility

1.79

2.13

-0.34

Sortino ratio

Return per unit of downside risk

2.42

2.82

-0.39

Omega ratio

Gain probability vs. loss probability

1.37

1.44

-0.08

Calmar ratio

Return relative to maximum drawdown

2.75

3.09

-0.34

Martin ratio

Return relative to average drawdown

10.71

12.68

-1.97

CGIC vs. VYMI - Sharpe Ratio Comparison

The current CGIC Sharpe Ratio is 1.79, which is comparable to the VYMI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of CGIC and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGICVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.13

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.63

+0.65

Correlation

The correlation between CGIC and VYMI 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. VYMI - Dividend Comparison

CGIC's dividend yield for the trailing twelve months is around 1.45%, less than VYMI's 3.60% yield.


TTM2025202420232022202120202019201820172016
CGIC
Capital Group International Core Equity ETF
1.45%1.60%0.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
3.60%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

CGIC vs. VYMI - Drawdown Comparison

The maximum CGIC drawdown since its inception was -13.10%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for CGIC and VYMI.


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Drawdown Indicators


CGICVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-13.10%

-40.00%

+26.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-11.08%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

Current Drawdown

Current decline from peak

-7.34%

-5.77%

-1.57%

Average Drawdown

Average peak-to-trough decline

-2.55%

-6.39%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.70%

+0.20%

Volatility

CGIC vs. VYMI - Volatility Comparison

Capital Group International Core Equity ETF (CGIC) has a higher volatility of 7.26% compared to Vanguard International High Dividend Yield ETF (VYMI) at 6.40%. This indicates that CGIC's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGICVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

6.40%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

9.90%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

15.90%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

14.75%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

16.89%

-1.09%