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

Correlation

The correlation between CWGIX and VXUS is 0.82, 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: 0.8

Performance

CWGIX vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
210.97%
96.13%
CWGIX
VXUS

Key characteristics

Sharpe Ratio

CWGIX:

0.55

VXUS:

0.69

Sortino Ratio

CWGIX:

0.85

VXUS:

1.09

Omega Ratio

CWGIX:

1.12

VXUS:

1.15

Calmar Ratio

CWGIX:

0.58

VXUS:

0.87

Martin Ratio

CWGIX:

2.57

VXUS:

2.74

Ulcer Index

CWGIX:

3.50%

VXUS:

4.29%

Daily Std Dev

CWGIX:

16.45%

VXUS:

16.97%

Max Drawdown

CWGIX:

-53.36%

VXUS:

-35.97%

Current Drawdown

CWGIX:

-6.22%

VXUS:

-1.49%

Returns By Period

In the year-to-date period, CWGIX achieves a -0.37% return, which is significantly lower than VXUS's 7.75% return. Over the past 10 years, CWGIX has outperformed VXUS with an annualized return of 7.47%, while VXUS has yielded a comparatively lower 4.76% annualized return.


CWGIX

YTD

-0.37%

1M

-3.35%

6M

-1.48%

1Y

7.48%

5Y*

12.12%

10Y*

7.47%

VXUS

YTD

7.75%

1M

-0.72%

6M

3.25%

1Y

10.87%

5Y*

10.94%

10Y*

4.76%

*Annualized

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CWGIX vs. VXUS - Expense Ratio Comparison

CWGIX has a 0.75% expense ratio, which is higher than VXUS's 0.07% 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 VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

CWGIX vs. VXUS — 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

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7272
Overall Rank
The Sharpe Ratio Rank of VXUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7272
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. VXUS - 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 Total International Stock ETF (VXUS). 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
VXUS: 0.69
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
VXUS: 1.09
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
VXUS: 1.15
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
VXUS: 0.87
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
VXUS: 2.74

The current CWGIX Sharpe Ratio is 0.55, which is comparable to the VXUS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of CWGIX and VXUS, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.55
0.69
CWGIX
VXUS

Dividends

CWGIX vs. VXUS - Dividend Comparison

CWGIX's dividend yield for the trailing twelve months is around 1.76%, less than VXUS's 3.08% 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%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

CWGIX vs. VXUS - Drawdown Comparison

The maximum CWGIX drawdown since its inception was -53.36%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for CWGIX and VXUS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.22%
-1.49%
CWGIX
VXUS

Volatility

CWGIX vs. VXUS - Volatility Comparison

American Funds Capital World Growth and Income Fund Class A (CWGIX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 11.20% and 11.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.20%
11.27%
CWGIX
VXUS