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CWGIX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CWGIX and VIGAX is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

CWGIX vs. VIGAX - 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 Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
660.96%
666.56%
CWGIX
VIGAX

Key characteristics

Sharpe Ratio

CWGIX:

0.55

VIGAX:

0.58

Sortino Ratio

CWGIX:

0.85

VIGAX:

0.96

Omega Ratio

CWGIX:

1.12

VIGAX:

1.14

Calmar Ratio

CWGIX:

0.58

VIGAX:

0.63

Martin Ratio

CWGIX:

2.57

VIGAX:

2.28

Ulcer Index

CWGIX:

3.50%

VIGAX:

6.38%

Daily Std Dev

CWGIX:

16.45%

VIGAX:

25.22%

Max Drawdown

CWGIX:

-53.36%

VIGAX:

-50.66%

Current Drawdown

CWGIX:

-6.22%

VIGAX:

-13.09%

Returns By Period

In the year-to-date period, CWGIX achieves a -0.37% return, which is significantly higher than VIGAX's -9.45% return. Over the past 10 years, CWGIX has underperformed VIGAX with an annualized return of 7.47%, while VIGAX has yielded a comparatively higher 14.03% annualized return.


CWGIX

YTD

-0.37%

1M

-3.35%

6M

-1.48%

1Y

7.48%

5Y*

12.12%

10Y*

7.47%

VIGAX

YTD

-9.45%

1M

-5.12%

6M

-4.78%

1Y

12.64%

5Y*

16.93%

10Y*

14.03%

*Annualized

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CWGIX vs. VIGAX - Expense Ratio Comparison

CWGIX has a 0.75% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Expense ratio chart for CWGIX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CWGIX: 0.75%
Expense ratio chart for VIGAX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGAX: 0.05%

Risk-Adjusted Performance

CWGIX vs. VIGAX — Risk-Adjusted Performance Rank

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

CWGIX
The Risk-Adjusted Performance Rank of CWGIX is 6464
Overall Rank
The Sharpe Ratio Rank of CWGIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CWGIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CWGIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of CWGIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CWGIX is 6868
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 6666
Overall Rank
The Sharpe Ratio Rank of VIGAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CWGIX vs. VIGAX - 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 Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


The chart of Sharpe ratio for CWGIX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.00
CWGIX: 0.55
VIGAX: 0.58
The chart of Sortino ratio for CWGIX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
CWGIX: 0.85
VIGAX: 0.96
The chart of Omega ratio for CWGIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
CWGIX: 1.12
VIGAX: 1.14
The chart of Calmar ratio for CWGIX, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.00
CWGIX: 0.58
VIGAX: 0.63
The chart of Martin ratio for CWGIX, currently valued at 2.57, compared to the broader market0.0010.0020.0030.0040.0050.00
CWGIX: 2.57
VIGAX: 2.28

The current CWGIX Sharpe Ratio is 0.55, which is comparable to the VIGAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of CWGIX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.55
0.58
CWGIX
VIGAX

Dividends

CWGIX vs. VIGAX - Dividend Comparison

CWGIX's dividend yield for the trailing twelve months is around 1.76%, more than VIGAX's 0.51% yield.


TTM20242023202220212020201920182017201620152014
CWGIX
American Funds Capital World Growth and Income Fund Class A
1.76%1.75%1.85%2.09%1.62%1.23%1.68%2.44%1.82%2.44%2.42%2.28%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.51%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

CWGIX vs. VIGAX - Drawdown Comparison

The maximum CWGIX drawdown since its inception was -53.36%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for CWGIX and VIGAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.22%
-13.09%
CWGIX
VIGAX

Volatility

CWGIX vs. VIGAX - Volatility Comparison

The current volatility for American Funds Capital World Growth and Income Fund Class A (CWGIX) is 11.20%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 17.16%. This indicates that CWGIX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.20%
17.16%
CWGIX
VIGAX