CWGIX vs. VXUS
Compare and contrast key facts about American Funds Capital World Growth and Income Fund Class A (CWGIX) and Vanguard Total International Stock ETF (VXUS).
CWGIX is managed by American Funds. It was launched on Mar 26, 1993. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CWGIX or VXUS.
Key characteristics
| CWGIX | VXUS | |
|---|---|---|
| YTD Return | 16.67% | 8.78% |
| 1Y Return | 29.09% | 19.96% |
| 3Y Return (Ann) | 5.28% | 1.20% |
| 5Y Return (Ann) | 10.06% | 5.76% |
| 10Y Return (Ann) | 8.27% | 5.11% |
| Sharpe Ratio | 2.44 | 1.53 |
| Sortino Ratio | 3.33 | 2.18 |
| Omega Ratio | 1.45 | 1.27 |
| Calmar Ratio | 2.84 | 1.35 |
| Martin Ratio | 15.37 | 9.08 |
| Ulcer Index | 1.85% | 2.17% |
| Daily Std Dev | 11.66% | 12.84% |
| Max Drawdown | -53.59% | -35.97% |
| Current Drawdown | -0.45% | -5.08% |
Correlation
The correlation between CWGIX and VXUS is 0.93, 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. VXUS - Performance Comparison
In the year-to-date period, CWGIX achieves a 16.67% return, which is significantly higher than VXUS's 8.78% return. Over the past 10 years, CWGIX has outperformed VXUS with an annualized return of 8.27%, while VXUS has yielded a comparatively lower 5.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
CWGIX vs. VXUS - Dividend Comparison
CWGIX's dividend yield for the trailing twelve months is around 1.60%, less than VXUS's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWGIX American Funds Capital World Growth and Income Fund Class A | 1.60% | 1.85% | 2.09% | 1.62% | 1.23% | 1.68% | 2.44% | 1.82% | 2.44% | 2.40% | 2.24% | 2.19% |
VXUS Vanguard Total International Stock ETF | 2.94% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
CWGIX vs. VXUS - Drawdown Comparison
The maximum CWGIX drawdown since its inception was -53.59%, 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.
Volatility
CWGIX vs. VXUS - Volatility Comparison
The current volatility for American Funds Capital World Growth and Income Fund Class A (CWGIX) is 3.16%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.01%. This indicates that CWGIX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.