CPGAX vs. SSGLX
Compare and contrast key facts about American Funds Global Growth Portfolio (CPGAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
CPGAX is managed by Pacific LifeFunds. It was launched on May 17, 2012. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
CPGAX vs. SSGLX - Performance Comparison
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CPGAX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, CPGAX achieves a -6.94% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, CPGAX has outperformed SSGLX with an annualized return of 10.58%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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CPGAX vs. SSGLX - Expense Ratio Comparison
CPGAX has a 0.40% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
CPGAX vs. SSGLX — Risk / Return Rank
CPGAX
SSGLX
CPGAX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Global Growth Portfolio (CPGAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.56 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.12 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.00 | -0.69 |
Martin ratioReturn relative to average drawdown | 5.51 | 7.90 | -2.39 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.56 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.48 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.53 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.37 | +0.29 |
Correlation
The correlation between CPGAX and SSGLX is 0.83, 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. SSGLX - Dividend Comparison
CPGAX's dividend yield for the trailing twelve months is around 6.01%, more than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
CPGAX vs. SSGLX - Drawdown Comparison
The maximum CPGAX drawdown since its inception was -34.42%, roughly equal to the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for CPGAX and SSGLX.
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Drawdown Indicators
| CPGAX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -35.88% | +1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.22% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -34.42% | -30.08% | -4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -35.88% | +1.46% |
Current DrawdownCurrent decline from peak | -11.33% | -10.87% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -8.32% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.84% | -0.12% |
Volatility
CPGAX vs. SSGLX - Volatility Comparison
The current volatility for American Funds Global Growth Portfolio (CPGAX) is 5.60%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that CPGAX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPGAX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 6.44% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 10.02% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 15.49% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 14.49% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 16.15% | +1.02% |