CGVV vs. CSTK

Last updated Apr 1, 2026

Compare and contrast key facts about Capital Group U.S. Large Value ETF (CGVV) and Invesco Comstock Contrarian Equity ETF (CSTK).

CGVV and CSTK 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. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025.

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.

CGVV vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	-0.56%	6.41%
CSTK Invesco Comstock Contrarian Equity ETF	0.02%	10.43%

Returns By Period

In the year-to-date period, CGVV achieves a -0.56% return, which is significantly lower than CSTK's 0.02% return.

CGVV

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

CSTK

• 1D: 2.30%
• 1M: -5.52%
• YTD: 0.02%
• 6M: 4.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CGVV vs. CSTK - Expense Ratio Comparison

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

CSTK

Invesco Comstock Contrarian Equity ETF

CGVV

Capital Group U.S. Large Value ETF

Return for Risk

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.

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

Sharpe Ratios by Period

	CGVV	CSTK	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	1.78	-1.20

Correlation

The correlation between CGVV and CSTK is 0.90, 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

CGVV vs. CSTK - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.57%, less than CSTK's 1.97% yield.

	TTM	2025
CGVV Capital Group U.S. Large Value ETF	0.57%	0.57%
CSTK Invesco Comstock Contrarian Equity ETF	1.97%	1.44%

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%
Current Drawdown Current decline from peak	-7.84%	-6.78%	-1.06%
Average Drawdown Average peak-to-trough decline	-1.72%	-1.26%	-0.46%

Volatility

Volatility by Period

	CGVV	CSTK	Difference
Volatility (1Y) Calculated over the trailing 1-year period	13.55%	11.70%	+1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.55%	11.70%	+1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.55%	11.70%	+1.85%