CWGIX vs. LVAGX

Last updated Jul 11, 2026

CWGIX (American Funds Capital World Growth and Income Fund Class A) and LVAGX (LSV Global Value Fund) are both Global Equities funds. Over the past 10 years, CWGIX returned 11.90%/yr vs 11.87%/yr for LVAGX. Their correlation of 0.88 suggests significant overlap in exposure. CWGIX charges 0.75%/yr vs 1.15%/yr for LVAGX.

Performance

CWGIX vs. LVAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital World Growth and Income Fund Class A (CWGIX) and LSV Global Value Fund (LVAGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CWGIX achieves a 14.52% return, which is significantly lower than LVAGX's 23.68% return. Both investments have delivered pretty close results over the past 10 years, with CWGIX having a 11.90% annualized return and LVAGX not far behind at 11.87%.

CWGIX

• 1D: 0.69%
• 1M: 0.76%
• 6M: 10.41%
• YTD: 14.52%
• 1Y: 25.88%
• 3Y*: 20.85%
• 5Y*: 10.89%
• 10Y*: 11.90%

LVAGX

• 1D: 1.00%
• 1M: -0.05%
• 6M: 20.05%
• YTD: 23.68%
• 1Y: 38.69%
• 3Y*: 22.25%
• 5Y*: 13.32%
• 10Y*: 11.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CWGIX vs. LVAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CWGIX American Funds Capital World Growth and Income Fund Class A	14.52%	24.68%	13.85%	20.55%	-17.32%	14.74%	15.31%	25.32%	-10.60%	24.55%
LVAGX LSV Global Value Fund	23.68%	26.84%	6.86%	18.76%	-8.44%	21.07%	0.15%	21.99%	-15.70%	21.70%

Correlation

The correlation between CWGIX and LVAGX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.88

The correlation between CWGIX and LVAGX has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

Return for Risk

CWGIX vs. LVAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWGIX

CWGIX Risk / Return Rank: 65
CWGIX Sharpe Ratio Rank: 64
CWGIX Sortino Ratio Rank: 61
CWGIX Omega Ratio Rank: 62
CWGIX Calmar Ratio Rank: 65
CWGIX Martin Ratio Rank: 71

LVAGX

LVAGX Risk / Return Rank: 94
LVAGX Sharpe Ratio Rank: 96
LVAGX Sortino Ratio Rank: 93
LVAGX Omega Ratio Rank: 89
LVAGX Calmar Ratio Rank: 97
LVAGX Martin Ratio Rank: 96

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.

CWGIX vs. LVAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital World Growth and Income Fund Class A (CWGIX) and LSV Global Value Fund (LVAGX). 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.

	CWGIX	LVAGX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.89	-1.13
Sortino ratio: Return per unit of downside risk	2.46	3.97	-1.51
Omega ratio: Gain probability vs. loss probability	1.32	1.52	-0.20
Calmar ratio: Return relative to maximum drawdown	2.46	5.46	-3.00
Martin ratio: Return relative to average drawdown	10.33	19.44	-9.11

CWGIX vs. LVAGX - Sharpe Ratio Comparison

The current CWGIX Sharpe Ratio is 1.76, which is lower than the LVAGX Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of CWGIX and LVAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CWGIX vs. LVAGX - Drawdown Comparison

The maximum CWGIX drawdown since its inception was -54.47%, which is greater than LVAGX's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for CWGIX and LVAGX.

Drawdown Indicators

	CWGIX	LVAGX	Difference
Max Drawdown Largest peak-to-trough decline	-54.47%	-42.32%	-12.15%
Max Drawdown (1Y) Largest decline over 1 year	-10.52%	-7.03%	-3.49%
Max Drawdown (3Y) Largest decline over 3 years	-15.56%	-16.13%	+0.57%
Max Drawdown (5Y) Largest decline over 5 years	-27.18%	-23.77%	-3.41%
Max Drawdown (10Y) Largest decline over 10 years	-32.00%	-42.32%	+10.32%
Current Drawdown Current decline from peak	-1.65%	-1.25%	-0.40%
Average Drawdown Average peak-to-trough decline	-7.12%	-6.98%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	1.97%	+0.53%

Volatility

CWGIX vs. LVAGX - Volatility Comparison

American Funds Capital World Growth and Income Fund Class A (CWGIX) has a higher volatility of 5.35% compared to LSV Global Value Fund (LVAGX) at 4.31%. This indicates that CWGIX's price experiences larger fluctuations and is considered to be riskier than LVAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CWGIX	LVAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	4.31%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	12.38%	10.60%	+1.78%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	13.27%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.42%	15.39%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.98%	16.82%	-0.84%

CWGIX vs. LVAGX - Expense Ratio Comparison

CWGIX has a 0.75% expense ratio, which is lower than LVAGX's 1.15% expense ratio.

Dividends

CWGIX vs. LVAGX - Dividend Comparison

CWGIX's dividend yield for the trailing twelve months is around 9.27%, more than LVAGX's 5.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CWGIX American Funds Capital World Growth and Income Fund Class A	9.27%	10.54%	7.88%	3.20%	2.09%	6.82%	1.23%	2.44%	7.00%	6.63%	4.96%	3.78%
LVAGX LSV Global Value Fund	5.16%	6.38%	2.44%	2.69%	1.52%	2.04%	1.66%	1.99%	4.71%	1.86%	2.54%	2.35%

Frequently Asked Questions

Can I hold both CWGIX and LVAGX in my portfolio?

CWGIX and LVAGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CWGIX or LVAGX?

CWGIX has higher volatility (5.35%) compared to LVAGX (4.31%). In terms of maximum drawdown, CWGIX dropped -54.47% vs LVAGX's -42.32%.

Which has better risk-adjusted returns?

LVAGX currently has the higher Sharpe Ratio (2.89 vs 1.76), 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.