CGVV vs. CSTK

Last updated Aug 4, 2026

CGVV (Capital Group U.S. Large Value ETF) and CSTK (Invesco Comstock Contrarian Equity ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, CGVV returned 29.35% vs 27.12% for CSTK. Their correlation of 0.87 means they have usually moved in the same direction. CGVV charges 0.33%/yr vs 0.35%/yr for CSTK.

Performance

CGVV vs. CSTK - Performance Comparison

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

Returns By Period

In the year-to-date period, CGVV achieves a 18.48% return, which is significantly higher than CSTK's 15.85% return.

CGVV

• 1D: 1.76%
• 1M: 3.35%
• 6M: 11.37%
• YTD: 18.48%
• 1Y: 29.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.51%

CSTK

• 1D: 0.64%
• 1M: 1.65%
• 6M: 11.22%
• YTD: 15.85%
• 1Y: 27.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CGVV Capital Group U.S. Large Value ETF	$1.16M	$1.65M	$1.67M
CSTK Invesco Comstock Contrarian Equity ETF	$126.36K	$157.28K	$227.65K

CGVV vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	18.48%	6.55%
CSTK Invesco Comstock Contrarian Equity ETF	15.85%	11.47%

Correlation

The correlation between CGVV and CSTK is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.87

The correlation between CGVV and CSTK has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.

Return for Risk

CGVV vs. CSTK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGVV

CGVV Risk / Return Rank: 82
CGVV Sharpe Ratio Rank: 85
CGVV Sortino Ratio Rank: 84
CGVV Omega Ratio Rank: 82
CGVV Calmar Ratio Rank: 77
CGVV Martin Ratio Rank: 82

CSTK

CSTK Risk / Return Rank: 87
CSTK Sharpe Ratio Rank: 91
CSTK Sortino Ratio Rank: 91
CSTK Omega Ratio Rank: 89
CSTK Calmar Ratio Rank: 79
CSTK Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CGVV vs. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and Invesco Comstock Contrarian Equity ETF (CSTK). 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.

	CGVV	CSTK	Difference
Sharpe ratio: Return per unit of total volatility	2.13	2.42	-0.29
Sortino ratio: Return per unit of downside risk	2.96	3.43	-0.47
Omega ratio: Gain probability vs. loss probability	1.37	1.43	-0.06
Calmar ratio: Return relative to maximum drawdown	2.92	3.07	-0.15
Martin ratio: Return relative to average drawdown	11.97	12.24	-0.27

CGVV vs. CSTK - Sharpe Ratio Comparison

The current CGVV Sharpe Ratio is 2.13, which is comparable to the CSTK Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of CGVV and CSTK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGVV vs. CSTK - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for CGVV and CSTK.

Drawdown Indicators

	CGVV	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-10.11%	-8.87%	-1.24%
Max Drawdown (1Y) Largest decline over 1 year	-10.11%	-8.87%	-1.24%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.53%	-1.17%	-0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	2.22%	+0.24%

Volatility

CGVV vs. CSTK - Volatility Comparison

Capital Group U.S. Large Value ETF (CGVV) has a higher volatility of 3.78% compared to Invesco Comstock Contrarian Equity ETF (CSTK) at 2.59%. This indicates that CGVV's price experiences larger fluctuations and is considered to be riskier than CSTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGVV	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	2.59%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	10.77%	8.44%	+2.33%
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	11.30%	+2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.73%	11.39%	+2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.73%	11.39%	+2.34%

CGVV vs. CSTK - Expense Ratio Comparison

CGVV has a 0.33% expense ratio, which is lower than CSTK's 0.35% expense ratio.

Dividends

CGVV vs. CSTK - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.82%, less than CSTK's 2.11% yield.

Position	TTM	2025
CGVV Capital Group U.S. Large Value ETF	0.82%	0.57%
CSTK Invesco Comstock Contrarian Equity ETF	2.11%	1.44%

Frequently Asked Questions

Can I hold both CGVV and CSTK in my portfolio?

CGVV and CSTK have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGVV or CSTK?

CGVV has higher volatility (3.78%) compared to CSTK (2.59%). In terms of maximum drawdown, CGVV dropped -10.11% vs CSTK's -8.87%.

Which ETF is better, CGVV or CSTK?

On 1-year performance, CGVV leads with 29.35% vs 27.12% for CSTK. On fees, CGVV is cheaper at 0.33% per year. On volatility, CSTK has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGVV or CSTK?

Over the 1-year period, CGVV has performed better with a 29.35% return vs 27.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGVV or CSTK?

CGVV is cheaper with a 0.33% expense ratio, compared with 0.35% for CSTK.

Which ETF pays a higher dividend yield, CGVV or CSTK?

CSTK has the higher dividend yield at 2.11%, compared with 0.82% for CGVV.

What is the main difference between CGVV and CSTK?

They also come from different issuers: Capital Group and Invesco. Their fees differ too: 0.33% for CGVV and 0.35% for CSTK.

Which has better risk-adjusted returns?

CSTK currently has the higher Sharpe Ratio (2.42 vs 2.13), 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.