CGVV vs. SCHV

Last updated Jun 24, 2026

CGVV (Capital Group U.S. Large Value ETF) and SCHV (Schwab U.S. Large-Cap Value ETF) are both Large Cap Value Equities funds. CGVV is actively managed, while SCHV is passively managed. Their correlation of 0.89 suggests significant overlap in exposure. CGVV charges 0.33%/yr vs 0.04%/yr for SCHV.

Performance

CGVV vs. SCHV - Performance Comparison

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

Returns By Period

In the year-to-date period, CGVV achieves a 13.20% return, which is significantly lower than SCHV's 16.92% return.

CGVV

• 1D: -1.49%
• 1M: 1.25%
• YTD: 13.20%
• 6M: 12.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHV

• 1D: -1.20%
• 1M: 3.45%
• YTD: 16.92%
• 6M: 16.13%
• 1Y: 28.72%
• 3Y*: 19.00%
• 5Y*: 11.14%
• 10Y*: 11.89%

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

CGVV vs. SCHV - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	13.20%	6.55%
SCHV Schwab U.S. Large-Cap Value ETF	16.92%	9.87%

Correlation

The correlation between CGVV and SCHV is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.89

Return for Risk

CGVV vs. SCHV — 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.

SCHV

SCHV Risk / Return Rank: 83
SCHV Sharpe Ratio Rank: 84
SCHV Sortino Ratio Rank: 85
SCHV Omega Ratio Rank: 81
SCHV Calmar Ratio Rank: 82
SCHV Martin Ratio Rank: 85

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. SCHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and Schwab U.S. Large-Cap Value ETF (SCHV). 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	SCHV	Difference
Sharpe ratio: Return per unit of total volatility	—	2.59	—
Sortino ratio: Return per unit of downside risk	—	3.65	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	4.22	—
Martin ratio: Return relative to average drawdown	—	16.95	—

Drawdowns

CGVV vs. SCHV - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for CGVV and SCHV.

Drawdown Indicators

	CGVV	SCHV	Difference
Max Drawdown Largest peak-to-trough decline	-10.11%	-37.08%	+26.97%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.83%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.08%	—
Current Drawdown Current decline from peak	-1.55%	-1.20%	-0.35%
Average Drawdown Average peak-to-trough decline	-1.61%	-3.82%	+2.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.70%	—

Volatility

Volatility by Period

	CGVV	SCHV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.88%	11.14%	+2.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.88%	14.55%	-0.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.88%	16.94%	-3.06%

CGVV vs. SCHV - Expense Ratio Comparison

CGVV has a 0.33% expense ratio, which is higher than SCHV's 0.04% expense ratio.

Dividends

CGVV vs. SCHV - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.50%, less than SCHV's 1.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGVV Capital Group U.S. Large Value ETF	0.50%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHV Schwab U.S. Large-Cap Value ETF	1.74%	2.02%	2.25%	2.42%	2.37%	1.93%	3.03%	3.02%	3.05%	2.37%	2.65%	2.69%

Frequently Asked Questions

Can I hold both CGVV and SCHV in my portfolio?

CGVV and SCHV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CGVV or SCHV?

On fees, SCHV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CGVV or SCHV?

SCHV is cheaper with a 0.04% expense ratio, compared with 0.33% for CGVV.

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

SCHV has the higher dividend yield at 1.74%, compared with 0.50% for CGVV.

What is the main difference between CGVV and SCHV?

They also come from different issuers: Capital Group and Charles Schwab. Their fees differ too: 0.33% for CGVV and 0.04% for SCHV.