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CUSEX vs. BBLIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CUSEX vs. BBLIX

Last updated Jun 26, 2026

CUSEX (Capital Group U.S. Equity Fund) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, CUSEX returned 12.26%/yr vs 8.11%/yr for BBLIX. Their correlation of 0.89 suggests significant overlap in exposure. CUSEX charges 0.42%/yr vs 0.70%/yr for BBLIX.

Performance

CUSEX vs. BBLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Equity Fund (CUSEX) and BBH Select Series - Large Cap Fund (BBLIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CUSEX achieves a 9.14% return, which is significantly higher than BBLIX's 1.58% return.

CUSEX

1D
0.32%
1M
0.15%
YTD
9.14%
6M
7.80%
1Y
21.01%
3Y*
20.00%
5Y*
12.26%
10Y*
13.29%

BBLIX

1D
0.00%
1M
0.00%
YTD
1.58%
6M
1.58%
1Y
6.72%
3Y*
13.18%
5Y*
8.11%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUSEX vs. BBLIX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
CUSEX
Capital Group U.S. Equity Fund		9.14%18.35%21.09%18.90%-12.54%22.92%15.32%8.40%
BBLIX
BBH Select Series - Large Cap Fund		1.58%12.07%15.83%23.86%-20.59%27.23%12.30%3.63%

Correlation

The correlation between CUSEX and BBLIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2019

0.89

Over the past year, the correlation between CUSEX and BBLIX has dropped to 0.44 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Capital Group U.S. Equity Fund

BBH Select Series - Large Cap Fund

Often compared with CUSEX:
CUSEX vs. VOOCUSEX vs. SPYCUSEX vs. SCHGCUSEX vs. BPTRXCUSEX vs. ACIHXCUSEX vs. AMRGXCUSEX vs. ADX
Often compared with BBLIX:
BBLIX vs. BCATBBLIX vs. ACFOXBBLIX vs. ONGAXBBLIX vs. AULDXBBLIX vs. VTEAXBBLIX vs. AMCFXBBLIX vs. ALGRX

Return for Risk

CUSEX vs. BBLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CUSEX
CUSEX Risk / Return Rank: 4343
Overall Rank
CUSEX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CUSEX Sortino Ratio Rank: 4040
Sortino Ratio Rank
CUSEX Omega Ratio Rank: 3939
Omega Ratio Rank
CUSEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
CUSEX Martin Ratio Rank: 5353
Martin Ratio Rank
BBLIX
BBLIX Risk / Return Rank: 2929
Overall Rank
BBLIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BBLIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
BBLIX Omega Ratio Rank: 3939
Omega Ratio Rank
BBLIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
BBLIX Martin Ratio Rank: 2020
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.

CUSEX vs. BBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Equity Fund (CUSEX) and BBH Select Series - Large Cap Fund (BBLIX). 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.

CUSEXBBLIXDifference
Sharpe ratioReturn per unit of total volatility
1.55
1.11

+0.44

Sortino ratioReturn per unit of downside risk
2.18
1.58

+0.60

Omega ratioGain probability vs. loss probability

1.28

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

2.11

2.18

-0.07

Martin ratioReturn relative to average drawdown

9.21

4.10

+5.10

CUSEX vs. BBLIX - Sharpe Ratio Comparison

The current CUSEX Sharpe Ratio is 1.55, which is higher than the BBLIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CUSEX and BBLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CUSEX vs. BBLIX - Drawdown Comparison

The maximum CUSEX drawdown since its inception was -30.16%, smaller than the maximum BBLIX drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for CUSEX and BBLIX.

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Drawdown Indicators

CUSEXBBLIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.16%

-33.49%

+3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-3.63%

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.87%

-14.68%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.85%

-28.06%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-30.16%

—

—

Current Drawdown

Current decline from peak

-1.76%

-1.80%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.11%

-6.31%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.82%

+0.42%

Volatility

CUSEX vs. BBLIX - Volatility Comparison

Capital Group U.S. Equity Fund (CUSEX) has a higher volatility of 5.33% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that CUSEX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CUSEXBBLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

0.00%

+5.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

4.11%

+6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

7.35%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

15.90%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

18.46%

-2.05%

CUSEX vs. BBLIX - Expense Ratio Comparison

CUSEX has a 0.42% expense ratio, which is lower than BBLIX's 0.70% expense ratio.

Dividends

CUSEX vs. BBLIX - Dividend Comparison

CUSEX's dividend yield for the trailing twelve months is around 8.59%, less than BBLIX's 9.39% yield.

PositionTTM202520242023202220212020201920182017
BBLIX
BBH Select Series - Large Cap Fund		9.39%9.54%4.20%0.28%1.45%3.27%0.34%0.04%0.00%0.00%
CUSEX
Capital Group U.S. Equity Fund		8.59%9.28%9.46%6.45%3.83%5.47%2.64%4.44%8.97%1.05%

Frequently Asked Questions

CUSEX and BBLIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CUSEX has higher volatility (5.33%) compared to BBLIX (0.00%). In terms of maximum drawdown, CUSEX dropped -30.16% vs BBLIX's -33.49%.

CUSEX currently has the higher Sharpe Ratio (1.55 vs 1.11), 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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