CPGAX vs. GAOAX
Compare and contrast key facts about American Funds Global Growth Portfolio (CPGAX) and JPMorgan Global Allocation Fund A (GAOAX).
CPGAX is managed by Pacific LifeFunds. It was launched on May 17, 2012. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
CPGAX vs. GAOAX - Performance Comparison
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CPGAX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPGAX American Funds Global Growth Portfolio | -6.94% | 22.99% | 14.81% | 24.05% | -25.77% | 12.89% | 27.36% | 27.87% | -8.99% | 28.56% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, CPGAX achieves a -6.94% return, which is significantly lower than GAOAX's -5.28% return. Over the past 10 years, CPGAX has outperformed GAOAX with an annualized return of 10.58%, while GAOAX has yielded a comparatively lower 5.59% annualized return.
CPGAX
- 1D
- -0.65%
- 1M
- -10.78%
- YTD
- -6.94%
- 6M
- -3.43%
- 1Y
- 17.91%
- 3Y*
- 14.39%
- 5Y*
- 5.99%
- 10Y*
- 10.58%
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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CPGAX vs. GAOAX - Expense Ratio Comparison
CPGAX has a 0.40% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
CPGAX vs. GAOAX — Risk / Return Rank
CPGAX
GAOAX
CPGAX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Global Growth Portfolio (CPGAX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| CPGAX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.72 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.06 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.82 | +0.49 |
Martin ratioReturn relative to average drawdown | 5.51 | 3.42 | +2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPGAX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.72 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.16 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.52 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.53 | +0.13 |
Correlation
The correlation between CPGAX and GAOAX is 0.94, 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
CPGAX vs. GAOAX - Dividend Comparison
CPGAX's dividend yield for the trailing twelve months is around 6.01%, less than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPGAX American Funds Global Growth Portfolio | 6.01% | 5.59% | 4.29% | 0.92% | 7.95% | 3.33% | 0.77% | 4.89% | 5.69% | 6.21% | 3.66% | 3.92% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
CPGAX vs. GAOAX - Drawdown Comparison
The maximum CPGAX drawdown since its inception was -34.42%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for CPGAX and GAOAX.
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Drawdown Indicators
| CPGAX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -29.02% | -5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -8.95% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -34.42% | -29.02% | -5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -29.02% | -5.40% |
Current DrawdownCurrent decline from peak | -11.33% | -8.95% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -6.01% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.15% | +0.57% |
Volatility
CPGAX vs. GAOAX - Volatility Comparison
American Funds Global Growth Portfolio (CPGAX) has a higher volatility of 5.60% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.64%. This indicates that CPGAX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPGAX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 4.64% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 7.42% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 11.46% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 11.02% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 10.80% | +6.37% |