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CGXU vs. VIGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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CGXU vs. VIGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGXU
Capital Group International Focus Equity ETF
1.08%26.31%4.36%15.75%-14.34%
VIGI
Vanguard International Dividend Appreciation ETF
-1.38%16.88%2.73%16.30%-8.48%

Returns By Period

In the year-to-date period, CGXU achieves a 1.08% return, which is significantly higher than VIGI's -1.38% return.


CGXU

1D
1.29%
1M
-5.62%
YTD
1.08%
6M
4.45%
1Y
27.62%
3Y*
11.48%
5Y*
10Y*

VIGI

1D
1.30%
1M
-4.63%
YTD
-1.38%
6M
0.59%
1Y
10.50%
3Y*
9.01%
5Y*
4.56%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

CGXU vs. VIGI — Risk / Return Rank

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

CGXU
CGXU Risk / Return Rank: 7070
Overall Rank
CGXU Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CGXU Sortino Ratio Rank: 6969
Sortino Ratio Rank
CGXU Omega Ratio Rank: 6767
Omega Ratio Rank
CGXU Calmar Ratio Rank: 7676
Calmar Ratio Rank
CGXU Martin Ratio Rank: 7070
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 3535
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3737
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3939
Martin Ratio Rank
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. VIGI - Risk-Adjusted Trends 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.


CGXUVIGIDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.68

+0.60

Sortino ratio

Return per unit of downside risk

1.81

1.04

+0.77

Omega ratio

Gain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

2.15

0.99

+1.16

Martin ratio

Return relative to average drawdown

7.65

3.69

+3.96

CGXU vs. VIGI - Sharpe Ratio Comparison

The current CGXU Sharpe Ratio is 1.28, which is higher than the VIGI Sharpe Ratio of 0.68. 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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Sharpe Ratios by Period


CGXUVIGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.68

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Correlation

The correlation between CGXU and VIGI is 0.88, 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

CGXU vs. VIGI - Dividend Comparison

CGXU's dividend yield for the trailing twelve months is around 5.25%, more than VIGI's 2.23% yield.


TTM2025202420232022202120202019201820172016
CGXU
Capital Group International Focus Equity ETF
5.25%5.31%1.01%0.99%0.95%0.00%0.00%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.23%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

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.


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Drawdown Indicators


CGXUVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-25.64%

-31.01%

+5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-10.64%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-8.26%

-6.29%

-1.97%

Average Drawdown

Average peak-to-trough decline

-6.85%

-6.23%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.84%

+0.91%

Volatility

CGXU vs. VIGI - Volatility Comparison

Capital Group International Focus Equity ETF (CGXU) has a higher volatility of 9.98% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 6.25%. 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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Volatility by Period


CGXUVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

6.25%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

9.92%

+5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

15.54%

+6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.68%

14.41%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

15.87%

+3.81%