CGIE vs. VALQ

Last updated Jun 5, 2026

CGIE (Capital Group International Equity ETF) and VALQ (American Century STOXX U.S. Quality Value ETF) are both exchange-traded funds - CGIE is a Foreign Large Cap Equities fund actively managed by Capital Group, while VALQ is a Large Cap Value Equities fund tracking the iSTOXX American Century USA Quality Value Index. CGIE is actively managed, while VALQ is passively managed. Over the past year, CGIE returned 13.91% vs 16.54% for VALQ. A 0.68 correlation means they provide meaningful diversification when combined. CGIE charges 0.54%/yr vs 0.29%/yr for VALQ.

Performance

CGIE vs. VALQ - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with CGIE having a 5.63% return and VALQ slightly higher at 5.74%.

CGIE

• 1D: 0.96%
• 1M: 3.34%
• YTD: 5.63%
• 6M: 6.80%
• 1Y: 13.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VALQ

• 1D: 0.23%
• 1M: 4.94%
• YTD: 5.74%
• 6M: 6.48%
• 1Y: 16.54%
• 3Y*: 15.62%
• 5Y*: 8.74%
• 10Y*: —

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

CGIE vs. VALQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CGIE Capital Group International Equity ETF	5.63%	28.11%	0.72%	11.14%
VALQ American Century STOXX U.S. Quality Value ETF	5.74%	10.58%	16.71%	9.07%

Correlation

The correlation between CGIE and VALQ is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Sep 29, 2023	0.68

The correlation between CGIE and VALQ has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

CGIE vs. VALQ - Sectors Allocation Comparison

Sectors	CGIE	VALQ
Industrials	28.1%	12.0%
Financial Services	20.1%	3.7%
Technology	17.8%	27.0%
Healthcare	7.5%	16.6%
Consumer Defensive	7.0%	16.3%
Utilities	6.8%	-
Basic Materials	4.1%	1.6%
Energy	3.8%	5.3%
Consumer Cyclical	2.7%	9.5%
Communication Services	2.2%	7.2%
Real Estate	-	0.8%

Return for Risk

CGIE vs. VALQ — Risk / Return Rank

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

CGIE

CGIE Risk / Return Rank: 26
CGIE Sharpe Ratio Rank: 25
CGIE Sortino Ratio Rank: 25
CGIE Omega Ratio Rank: 25
CGIE Calmar Ratio Rank: 25
CGIE Martin Ratio Rank: 30

VALQ

VALQ Risk / Return Rank: 42
VALQ Sharpe Ratio Rank: 43
VALQ Sortino Ratio Rank: 45
VALQ Omega Ratio Rank: 41
VALQ Calmar Ratio Rank: 44
VALQ Martin Ratio Rank: 39

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. VALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) and American Century STOXX U.S. Quality Value ETF (VALQ). 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	VALQ	Difference
Sharpe ratio: Return per unit of total volatility	0.87	1.49	-0.62
Sortino ratio: Return per unit of downside risk	1.33	2.21	-0.89
Omega ratio: Gain probability vs. loss probability	1.16	1.26	-0.10
Calmar ratio: Return relative to maximum drawdown	1.17	2.12	-0.95
Martin ratio: Return relative to average drawdown	4.37	6.00	-1.63
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. VALQ - Sharpe Ratio Comparison

The current CGIE Sharpe Ratio is 0.87, which is lower than the VALQ Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of CGIE and VALQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGIE	VALQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	1.49	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.51	+0.58

Drawdowns

CGIE vs. VALQ - Drawdown Comparison

The maximum CGIE drawdown since its inception was -13.82%, smaller than the maximum VALQ drawdown of -38.19%. Use the drawdown chart below to compare losses from any high point for CGIE and VALQ.

Drawdown Indicators

	CGIE	VALQ	Difference
Max Drawdown Largest peak-to-trough decline	-13.82%	-38.19%	+24.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.94%	-7.85%	-4.09%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.62%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.19%	—
Current Drawdown Current decline from peak	-0.62%	-0.14%	-0.48%
Average Drawdown Average peak-to-trough decline	-2.56%	-4.95%	+2.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	2.76%	+0.43%

Volatility

CGIE vs. VALQ - Volatility Comparison

Capital Group International Equity ETF (CGIE) has a higher volatility of 5.22% compared to American Century STOXX U.S. Quality Value ETF (VALQ) at 2.36%. This indicates that CGIE's price experiences larger fluctuations and is considered to be riskier than VALQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGIE	VALQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	2.36%	+2.86%
Volatility (6M) Calculated over the trailing 6-month period	13.58%	7.97%	+5.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.04%	11.11%	+4.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.52%	14.48%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.52%	17.66%	-2.14%

CGIE vs. VALQ - Expense Ratio Comparison

CGIE has a 0.54% expense ratio, which is higher than VALQ's 0.29% expense ratio.

Dividends

CGIE vs. VALQ - Dividend Comparison

CGIE's dividend yield for the trailing twelve months is around 1.10%, less than VALQ's 1.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CGIE Capital Group International Equity ETF	1.10%	1.17%	1.27%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%
VALQ American Century STOXX U.S. Quality Value ETF	1.72%	1.88%	1.58%	1.76%	2.71%	1.58%	2.08%	2.31%	2.35%

Frequently Asked Questions

Can I hold both CGIE and VALQ in my portfolio?

CGIE and VALQ have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGIE or VALQ?

CGIE has higher volatility (5.22%) compared to VALQ (2.36%). In terms of maximum drawdown, CGIE dropped -13.82% vs VALQ's -38.19%.

Which ETF is better, CGIE or VALQ?

On 1-year performance, VALQ leads with 16.54% vs 13.91% for CGIE. On fees, VALQ is cheaper at 0.29% per year. On volatility, VALQ has been the lower-risk option at 2.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGIE or VALQ?

Over the 1-year period, VALQ has performed better with a 16.54% return vs 13.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGIE or VALQ?

VALQ is cheaper with a 0.29% expense ratio, compared with 0.54% for CGIE.

Which ETF pays a higher dividend yield, CGIE or VALQ?

VALQ has the higher dividend yield at 1.72%, compared with 1.10% for CGIE.

What is the main difference between CGIE and VALQ?

CGIE is categorized as Foreign Large Cap Equities, while VALQ is Large Cap Value Equities. They also come from different issuers: Capital Group and American Century. Their fees differ too: 0.54% for CGIE and 0.29% for VALQ.

Which has better risk-adjusted returns?

VALQ currently has the higher Sharpe Ratio (1.49 vs 0.87), 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.