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CGVV vs. CGCP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, CGVV achieves a 14.91% return, which is significantly higher than CGCP's 0.38% return.


CGVV

1D
0.19%
1M
2.78%
YTD
14.91%
6M
13.88%
1Y
3Y*
5Y*
10Y*

CGCP

1D
-0.27%
1M
0.45%
YTD
0.38%
6M
0.50%
1Y
4.94%
3Y*
5.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGVV vs. CGCP - Yearly Performance Comparison


Correlation

The correlation between CGVV and CGCP is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.43

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Return for Risk

CGVV vs. CGCP — Risk / Return Rank

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

CGVV

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


CGCP
CGCP Risk / Return Rank: 3939
Overall Rank
CGCP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CGCP Sortino Ratio Rank: 4040
Sortino Ratio Rank
CGCP Omega Ratio Rank: 3838
Omega Ratio Rank
CGCP Calmar Ratio Rank: 3939
Calmar Ratio Rank
CGCP Martin Ratio Rank: 3939
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGVVCGCPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.92

Martin ratioReturn relative to average drawdown

6.06

CGVV vs. CGCP - Sharpe Ratio Comparison


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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.


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Drawdown Indicators


CGVVCGCPDifference

Max Drawdown

Largest peak-to-trough decline

-10.11%

-15.06%

+4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-5.37%

Current Drawdown

Current decline from peak

-0.06%

-1.12%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.61%

-4.88%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

CGVV vs. CGCP - Volatility Comparison


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Volatility by Period


CGVVCGCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

3.67%

+10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

6.34%

+7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

6.34%

+7.48%

CGVV vs. CGCP - Expense Ratio Comparison

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


Dividends

CGVV vs. CGCP - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.50%, less than CGCP's 5.16% yield.


PositionTTM2025202420232022
CGCP
Capital Group Core Plus Income ETF
5.16%5.10%5.17%4.98%2.96%
CGVV
Capital Group U.S. Large Value ETF
0.50%0.57%0.00%0.00%0.00%

Frequently Asked Questions


CGVV and CGCP have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGVV is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGVV is cheaper with a 0.33% expense ratio, compared with 0.34% for CGCP.

CGCP has the higher dividend yield at 5.16%, compared with 0.50% for CGVV.

CGVV is categorized as Large Cap Value Equities, while CGCP is Intermediate Core-Plus Bond. Their fees differ too: 0.33% for CGVV and 0.34% for CGCP.

Portfolio Optimizer

Find the right allocation for CGVV and CGCP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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