CGXU vs. VFIAX

Last updated Jun 26, 2026

CGXU (Capital Group International Focus Equity ETF) and VFIAX (Vanguard 500 Index Fund Admiral Shares) are both funds - CGXU is a Foreign Large Cap Equities fund actively managed by Capital Group, while VFIAX is a S&P 500 fund tracking the S&P 500 Index. CGXU is actively managed, while VFIAX is passively managed. Over the past 3 years, CGXU returned 17.19%/yr vs 20.73%/yr for VFIAX. A 0.80 correlation means they provide meaningful diversification when combined. CGXU charges 0.54%/yr vs 0.04%/yr for VFIAX.

Performance

CGXU vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Focus Equity ETF (CGXU) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGXU achieves a 17.53% return, which is significantly higher than VFIAX's 8.09% return.

CGXU

• 1D: 1.46%
• 1M: 0.49%
• YTD: 17.53%
• 6M: 17.66%
• 1Y: 36.60%
• 3Y*: 17.19%
• 5Y*: —
• 10Y*: —

VFIAX

• 1D: -0.10%
• 1M: -2.04%
• YTD: 8.09%
• 6M: 6.76%
• 1Y: 22.19%
• 3Y*: 20.73%
• 5Y*: 13.01%
• 10Y*: 15.58%

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

CGXU vs. VFIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGXU Capital Group International Focus Equity ETF	17.53%	26.31%	4.36%	15.75%	-11.64%
VFIAX Vanguard 500 Index Fund Admiral Shares	8.09%	17.83%	24.97%	26.24%	-7.88%

Correlation

The correlation between CGXU and VFIAX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.80

The correlation between CGXU and VFIAX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

CGXU vs. VFIAX - Sectors Allocation Comparison

Sectors	CGXU	VFIAX
Technology	22.1%	39.1%
Basic Materials	15.4%	1.7%
Industrials	14.4%	7.6%
Communication Services	12.4%	10.5%
Financial Services	11.3%	10.9%
Energy	7.1%	3.2%
Consumer Cyclical	7.0%	9.8%
Consumer Defensive	4.5%	4.5%
Healthcare	4.0%	8.3%
Utilities	1.8%	2.5%
Real Estate	-	1.8%

Return for Risk

CGXU vs. VFIAX — Risk / Return Rank

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

CGXU

CGXU Risk / Return Rank: 60
CGXU Sharpe Ratio Rank: 58
CGXU Sortino Ratio Rank: 55
CGXU Omega Ratio Rank: 57
CGXU Calmar Ratio Rank: 65
CGXU Martin Ratio Rank: 64

VFIAX

VFIAX Risk / Return Rank: 55
VFIAX Sharpe Ratio Rank: 52
VFIAX Sortino Ratio Rank: 48
VFIAX Omega Ratio Rank: 50
VFIAX Calmar Ratio Rank: 55
VFIAX Martin Ratio Rank: 68

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.

CGXU vs. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Focus Equity ETF (CGXU) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.

	CGXU	VFIAX	Difference
Sharpe ratio: Return per unit of total volatility	1.70	1.78	-0.09
Sortino ratio: Return per unit of downside risk	2.32	2.44	-0.12
Omega ratio: Gain probability vs. loss probability	1.31	1.32	-0.02
Calmar ratio: Return relative to maximum drawdown	2.80	2.50	+0.29
Martin ratio: Return relative to average drawdown	10.07	11.19	-1.12

CGXU vs. VFIAX - Sharpe Ratio Comparison

The current CGXU Sharpe Ratio is 1.70, which is comparable to the VFIAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of CGXU and VFIAX, 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

CGXU vs. VFIAX - Drawdown Comparison

The maximum CGXU drawdown since its inception was -25.64%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for CGXU and VFIAX.

Drawdown Indicators

	CGXU	VFIAX	Difference
Max Drawdown Largest peak-to-trough decline	-25.64%	-55.20%	+29.56%
Max Drawdown (1Y) Largest decline over 1 year	-13.14%	-8.90%	-4.24%
Max Drawdown (3Y) Largest decline over 3 years	-21.63%	-18.75%	-2.88%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.83%	—
Current Drawdown Current decline from peak	-3.80%	-3.22%	-0.58%
Average Drawdown Average peak-to-trough decline	-6.60%	-9.38%	+2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	1.99%	+1.65%

Volatility

CGXU vs. VFIAX - Volatility Comparison

Capital Group International Focus Equity ETF (CGXU) has a higher volatility of 9.95% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.88%. This indicates that CGXU's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGXU	VFIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.95%	4.88%	+5.07%
Volatility (6M) Calculated over the trailing 6-month period	19.20%	9.90%	+9.30%
Volatility (1Y) Calculated over the trailing 1-year period	21.69%	12.54%	+9.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.33%	17.00%	+3.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	18.08%	+2.25%

CGXU vs. VFIAX - Expense Ratio Comparison

CGXU has a 0.54% expense ratio, which is higher than VFIAX's 0.04% expense ratio.

Dividends

CGXU vs. VFIAX - Dividend Comparison

CGXU's dividend yield for the trailing twelve months is around 4.51%, more than VFIAX's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGXU Capital Group International Focus Equity ETF	4.51%	5.31%	1.01%	0.99%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFIAX Vanguard 500 Index Fund Admiral Shares	1.05%	1.12%	1.24%	1.45%	1.68%	1.24%	1.53%	1.87%	2.05%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both CGXU and VFIAX in my portfolio?

CGXU and VFIAX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGXU or VFIAX?

CGXU has higher volatility (9.95%) compared to VFIAX (4.88%). In terms of maximum drawdown, CGXU dropped -25.64% vs VFIAX's -55.20%.

Which has better risk-adjusted returns?

VFIAX currently has the higher Sharpe Ratio (1.78 vs 1.70), 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.