CPGAX vs. VT
CPGAX (American Funds Global Growth Portfolio) and VT (Vanguard Total World Stock ETF) are both Global Equities funds. Over the past 10 years, CPGAX returned 11.73%/yr vs 12.39%/yr for VT. Their 0.96 correlation means they have historically moved very closely together. CPGAX charges 0.40%/yr vs 0.06%/yr for VT.
Performance
CPGAX vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, CPGAX achieves a 8.96% return, which is significantly lower than VT's 11.15% return. Over the past 10 years, CPGAX has underperformed VT with an annualized return of 11.73%, while VT has yielded a comparatively higher 12.39% annualized return.
CPGAX
- 1D
- 2.62%
- 1M
- -2.39%
- 6M
- 5.34%
- YTD
- 8.96%
- 1Y
- 21.09%
- 3Y*
- 16.89%
- 5Y*
- 7.80%
- 10Y*
- 11.73%
- ALL TIME*
- 11.49%
VT
- 1D
- 0.26%
- 1M
- -0.20%
- 6M
- 7.80%
- YTD
- 11.15%
- 1Y
- 23.51%
- 3Y*
- 18.19%
- 5Y*
- 10.58%
- 10Y*
- 12.39%
- ALL TIME*
- 8.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $425.08M | $369.63M | $481.55M |
CPGAX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPGAX American Funds Global Growth Portfolio | 8.96% | 22.99% | 14.81% | 24.05% | -25.77% | 12.89% | 27.36% | 27.87% | -8.99% | 28.56% |
VT Vanguard Total World Stock ETF | 11.15% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between CPGAX and VT is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.96 |
The correlation between CPGAX and VT has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
CPGAX vs. VT — Risk / Return Rank
CPGAX
VT
CPGAX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Global Growth Portfolio (CPGAX) and Vanguard Total World Stock ETF (VT). 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.
| CPGAX | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.29 | -0.61 |
| Martin ratioReturn relative to average drawdown | 6.86 | 9.54 | -2.68 |
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Drawdowns
CPGAX vs. VT - Drawdown Comparison
The maximum CPGAX drawdown since its inception was -34.42%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for CPGAX and VT.
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Drawdown Indicators
| CPGAX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -50.27% | +15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -9.67% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -17.99% | -16.51% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -34.42% | -26.38% | -8.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -34.24% | -0.18% |
Current DrawdownCurrent decline from peak | -4.03% | -1.84% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -6.97% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.32% | +0.46% |
Volatility
CPGAX vs. VT - Volatility Comparison
American Funds Global Growth Portfolio (CPGAX) has a higher volatility of 5.24% compared to Vanguard Total World Stock ETF (VT) at 3.99%. This indicates that CPGAX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPGAX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 3.99% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 11.68% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 13.96% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 16.22% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 17.18% | +0.14% |
CPGAX vs. VT - Expense Ratio Comparison
CPGAX has a 0.40% expense ratio, which is higher than VT's 0.06% expense ratio.
Dividends
CPGAX vs. VT - Dividend Comparison
CPGAX's dividend yield for the trailing twelve months is around 5.13%, more than VT's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPGAX American Funds Global Growth Portfolio | 5.13% | 5.59% | 4.29% | 0.92% | 7.95% | 3.33% | 0.77% | 4.89% | 5.69% | 6.21% | 3.66% | 3.92% |
VT Vanguard Total World Stock ETF | 1.59% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
With a correlation of 0.96, CPGAX and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CPGAX has higher volatility (5.24%) compared to VT (3.99%). In terms of maximum drawdown, CPGAX dropped -34.42% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.59 vs 1.18), 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.
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