CGIE vs. TWIEX

Last updated Apr 2, 2026

Compare and contrast key facts about Capital Group International Equity ETF (CGIE) and American Century International Growth Fund (TWIEX).

CGIE is an actively managed fund by Capital Group. It was launched on Sep 26, 2023. TWIEX is managed by American Century. It was launched on May 8, 1991.

Performance

CGIE vs. TWIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Equity ETF (CGIE) and American Century International Growth Fund (TWIEX). The values are adjusted to include any dividend payments, if applicable.

CGIE vs. TWIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CGIE Capital Group International Equity ETF	-1.12%	28.11%	0.72%	11.14%
TWIEX American Century International Growth Fund	-5.16%	15.58%	2.31%	10.68%

Returns By Period

In the year-to-date period, CGIE achieves a -1.12% return, which is significantly higher than TWIEX's -5.16% return.

CGIE

• 1D: 1.80%
• 1M: -4.55%
• YTD: -1.12%
• 6M: 1.44%
• 1Y: 18.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TWIEX

• 1D: 3.16%
• 1M: -7.71%
• YTD: -5.16%
• 6M: -5.26%
• 1Y: 7.43%
• 3Y*: 4.41%
• 5Y*: 0.03%
• 10Y*: 6.24%

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

CGIE vs. TWIEX - Expense Ratio Comparison

CGIE has a 0.54% expense ratio, which is lower than TWIEX's 1.36% expense ratio.

TWIEX

American Century International Growth Fund

CGIE

Capital Group International Equity ETF

Return for Risk

CGIE vs. TWIEX — Risk / Return Rank

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

CGIE

CGIE Risk / Return Rank: 56
CGIE Sharpe Ratio Rank: 55
CGIE Sortino Ratio Rank: 55
CGIE Omega Ratio Rank: 52
CGIE Calmar Ratio Rank: 59
CGIE Martin Ratio Rank: 59

TWIEX

TWIEX Risk / Return Rank: 14
TWIEX Sharpe Ratio Rank: 13
TWIEX Sortino Ratio Rank: 13
TWIEX Omega Ratio Rank: 12
TWIEX Calmar Ratio Rank: 15
TWIEX Martin Ratio Rank: 16

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.

CGIE vs. TWIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) and American Century International Growth Fund (TWIEX). 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.

	CGIE	TWIEX	Difference
Sharpe ratio Return per unit of total volatility	1.02	0.41	+0.61
Sortino ratio Return per unit of downside risk	1.50	0.70	+0.80
Omega ratio Gain probability vs. loss probability	1.21	1.09	+0.11
Calmar ratio Return relative to maximum drawdown	1.58	0.52	+1.06
Martin ratio Return relative to average drawdown	6.18	1.96	+4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGIE vs. TWIEX - Sharpe Ratio Comparison

The current CGIE Sharpe Ratio is 1.02, which is higher than the TWIEX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of CGIE and TWIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CGIE	TWIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	0.41	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.00	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	0.38	+0.61

Correlation

The correlation between CGIE and TWIEX is 0.96, 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

CGIE vs. TWIEX - Dividend Comparison

CGIE's dividend yield for the trailing twelve months is around 1.18%, less than TWIEX's 3.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGIE Capital Group International Equity ETF	1.18%	1.17%	1.27%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TWIEX American Century International Growth Fund	3.49%	3.31%	1.01%	0.00%	2.89%	12.00%	4.48%	0.37%	13.87%	5.31%	0.49%	5.66%

Drawdowns

CGIE vs. TWIEX - Drawdown Comparison

The maximum CGIE drawdown since its inception was -13.82%, smaller than the maximum TWIEX drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for CGIE and TWIEX.

Drawdown Indicators

	CGIE	TWIEX	Difference
Max Drawdown Largest peak-to-trough decline	-13.82%	-62.43%	+48.61%
Max Drawdown (1Y) Largest decline over 1 year	-11.94%	-13.04%	+1.10%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.76%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.76%	—
Current Drawdown Current decline from peak	-6.97%	-10.01%	+3.04%
Average Drawdown Average peak-to-trough decline	-2.51%	-16.71%	+14.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	3.45%	-0.40%

Volatility

CGIE vs. TWIEX - Volatility Comparison

The current volatility for Capital Group International Equity ETF (CGIE) is 7.97%, while American Century International Growth Fund (TWIEX) has a volatility of 8.51%. This indicates that CGIE experiences smaller price fluctuations and is considered to be less risky than TWIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGIE	TWIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.97%	8.51%	-0.54%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	12.34%	-0.16%
Volatility (1Y) Calculated over the trailing 1-year period	17.91%	18.61%	-0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.19%	18.11%	-2.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.19%	18.09%	-2.90%