CWGIX vs. DIA
Compare and contrast key facts about American Funds Capital World Growth and Income Fund Class A (CWGIX) and SPDR Dow Jones Industrial Average ETF (DIA).
CWGIX is managed by American Funds. It was launched on Mar 26, 1993. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CWGIX or DIA.
Key characteristics
| CWGIX | DIA | |
|---|---|---|
| YTD Return | 14.78% | 18.27% |
| 1Y Return | 22.98% | 28.48% |
| 3Y Return (Ann) | 4.63% | 8.83% |
| 5Y Return (Ann) | 9.61% | 11.57% |
| 10Y Return (Ann) | 8.13% | 11.91% |
| Sharpe Ratio | 2.19 | 2.75 |
| Sortino Ratio | 3.01 | 3.87 |
| Omega Ratio | 1.40 | 1.52 |
| Calmar Ratio | 3.05 | 5.00 |
| Martin Ratio | 13.74 | 15.84 |
| Ulcer Index | 1.86% | 1.91% |
| Daily Std Dev | 11.68% | 11.02% |
| Max Drawdown | -53.59% | -51.87% |
| Current Drawdown | -2.05% | -0.72% |
Correlation
The correlation between CWGIX and DIA is 0.78, 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.
Performance
CWGIX vs. DIA - Performance Comparison
In the year-to-date period, CWGIX achieves a 14.78% return, which is significantly lower than DIA's 18.27% return. Over the past 10 years, CWGIX has underperformed DIA with an annualized return of 8.13%, while DIA has yielded a comparatively higher 11.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CWGIX vs. DIA - Expense Ratio Comparison
CWGIX has a 0.75% expense ratio, which is higher than DIA's 0.16% expense ratio.
Risk-Adjusted Performance
CWGIX vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Capital World Growth and Income Fund Class A (CWGIX) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
CWGIX vs. DIA - Dividend Comparison
CWGIX's dividend yield for the trailing twelve months is around 1.63%, more than DIA's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWGIX American Funds Capital World Growth and Income Fund Class A | 1.63% | 1.85% | 2.09% | 1.62% | 1.23% | 1.68% | 2.44% | 1.82% | 2.44% | 2.40% | 2.24% | 2.19% |
DIA SPDR Dow Jones Industrial Average ETF | 1.56% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
CWGIX vs. DIA - Drawdown Comparison
The maximum CWGIX drawdown since its inception was -53.59%, roughly equal to the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for CWGIX and DIA. For additional features, visit the drawdowns tool.
Volatility
CWGIX vs. DIA - Volatility Comparison
The current volatility for American Funds Capital World Growth and Income Fund Class A (CWGIX) is 2.96%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.50%. This indicates that CWGIX experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.