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CGXU vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGXU and VIGI is 0.77, 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.


Performance

CGXU vs. VIGI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CGXU:

0.04

VIGI:

0.66

Sortino Ratio

CGXU:

0.22

VIGI:

1.10

Omega Ratio

CGXU:

1.03

VIGI:

1.15

Calmar Ratio

CGXU:

0.05

VIGI:

0.75

Martin Ratio

CGXU:

0.16

VIGI:

2.14

Ulcer Index

CGXU:

6.55%

VIGI:

5.05%

Daily Std Dev

CGXU:

20.59%

VIGI:

15.26%

Max Drawdown

CGXU:

-25.64%

VIGI:

-31.01%

Current Drawdown

CGXU:

-5.10%

VIGI:

-1.33%

Returns By Period

In the year-to-date period, CGXU achieves a 5.23% return, which is significantly lower than VIGI's 9.29% return.


CGXU

YTD

5.23%

1M

12.38%

6M

-0.20%

1Y

0.78%

5Y*

N/A

10Y*

N/A

VIGI

YTD

9.29%

1M

7.94%

6M

4.09%

1Y

9.98%

5Y*

10.47%

10Y*

N/A

*Annualized

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CGXU vs. VIGI - Expense Ratio Comparison

CGXU has a 0.54% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Risk-Adjusted Performance

CGXU vs. VIGI — Risk-Adjusted Performance Rank

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

CGXU
The Risk-Adjusted Performance Rank of CGXU is 1717
Overall Rank
The Sharpe Ratio Rank of CGXU is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CGXU is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CGXU is 1717
Omega Ratio Rank
The Calmar Ratio Rank of CGXU is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CGXU is 1717
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 6464
Overall Rank
The Sharpe Ratio Rank of VIGI is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGXU vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Focus Equity ETF (CGXU) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


The current CGXU Sharpe Ratio is 0.04, which is lower than the VIGI Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CGXU and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CGXU vs. VIGI - Dividend Comparison

CGXU's dividend yield for the trailing twelve months is around 0.96%, less than VIGI's 1.88% yield.


TTM202420232022202120202019201820172016
CGXU
Capital Group International Focus Equity ETF
0.96%1.01%0.99%0.96%0.00%0.00%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.88%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

Drawdowns

CGXU vs. VIGI - Drawdown Comparison

The maximum CGXU drawdown since its inception was -25.64%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for CGXU and VIGI. For additional features, visit the drawdowns tool.


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Volatility

CGXU vs. VIGI - Volatility Comparison

Capital Group International Focus Equity ETF (CGXU) has a higher volatility of 4.65% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.89%. This indicates that CGXU's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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