CGVV vs. CGCP

Last updated Apr 1, 2026

Compare and contrast key facts about Capital Group U.S. Large Value ETF (CGVV) and Capital Group Core Plus Income ETF (CGCP).

CGVV and CGCP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGVV is an actively managed fund by Capital Group. It was launched on Jun 24, 2025. CGCP is an actively managed fund by Capital Group. It was launched on Feb 22, 2022.

Performance

CGVV vs. CGCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Value ETF (CGVV) and Capital Group Core Plus Income ETF (CGCP). The values are adjusted to include any dividend payments, if applicable.

CGVV vs. CGCP - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	-0.56%	6.41%
CGCP Capital Group Core Plus Income ETF	-0.21%	3.53%

Returns By Period

In the year-to-date period, CGVV achieves a -0.56% return, which is significantly lower than CGCP's -0.21% return.

CGVV

• 1D: 2.53%
• 1M: -6.86%
• YTD: -0.56%
• 6M: 1.76%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CGCP

• 1D: 0.36%
• 1M: -1.69%
• YTD: -0.21%
• 6M: 0.83%
• 1Y: 4.73%
• 3Y*: 4.59%
• 5Y*: —
• 10Y*: —

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

CGVV vs. CGCP - Expense Ratio Comparison

CGVV has a 0.33% expense ratio, which is lower than CGCP's 0.34% expense ratio.

CGCP

Capital Group Core Plus Income ETF

CGVV

Capital Group U.S. Large Value ETF

Return for Risk

CGVV vs. CGCP — Risk / Return Rank

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

CGCP

CGCP Risk / Return Rank: 65
CGCP Sharpe Ratio Rank: 66
CGCP Sortino Ratio Rank: 63
CGCP Omega Ratio Rank: 58
CGCP Calmar Ratio Rank: 74
CGCP Martin Ratio Rank: 64

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.

CGVV vs. CGCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and Capital Group Core Plus Income ETF (CGCP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CGVV	CGCP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.25	+0.33

Correlation

The correlation between CGVV and CGCP is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CGVV vs. CGCP - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.57%, less than CGCP's 5.16% yield.

	TTM	2025	2024	2023	2022
CGVV Capital Group U.S. Large Value ETF	0.57%	0.57%	0.00%	0.00%	0.00%
CGCP Capital Group Core Plus Income ETF	5.16%	5.10%	5.17%	4.98%	2.96%

Drawdowns

CGVV vs. CGCP - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum CGCP drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for CGVV and CGCP.

Drawdown Indicators

	CGVV	CGCP	Difference
Max Drawdown Largest peak-to-trough decline	-10.11%	-15.06%	+4.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.66%	—
Current Drawdown Current decline from peak	-7.84%	-1.69%	-6.15%
Average Drawdown Average peak-to-trough decline	-1.72%	-5.09%	+3.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	CGVV	CGCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.55%	4.28%	+9.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.55%	6.44%	+7.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.55%	6.44%	+7.11%