DMAR vs. CGGR

Last updated Jun 23, 2026

DMAR (FT Cboe Vest U.S. Equity Deep Buffer ETF - March) and CGGR (Capital Group Growth ETF) are both exchange-traded funds - DMAR is a Options Trading fund actively managed by FT Vest, while CGGR is a Large Cap Growth Equities fund actively managed by Capital Group. Both are actively managed. Over the past 3 years, DMAR returned 11.82%/yr vs 23.98%/yr for CGGR. Their correlation of 0.86 suggests significant overlap in exposure. DMAR charges 0.85%/yr vs 0.39%/yr for CGGR.

Performance

DMAR vs. CGGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and Capital Group Growth ETF (CGGR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DMAR achieves a 7.18% return, which is significantly higher than CGGR's 5.01% return.

DMAR

• 1D: -0.04%
• 1M: 0.26%
• YTD: 7.18%
• 6M: 7.27%
• 1Y: 14.72%
• 3Y*: 11.82%
• 5Y*: 7.64%
• 10Y*: —

CGGR

• 1D: -0.55%
• 1M: 1.39%
• YTD: 5.01%
• 6M: 4.06%
• 1Y: 20.91%
• 3Y*: 23.98%
• 5Y*: —
• 10Y*: —

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

DMAR vs. CGGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	7.18%	9.13%	12.74%	12.25%	-3.33%
CGGR Capital Group Growth ETF	5.01%	19.75%	32.12%	42.18%	-14.68%

Correlation

The correlation between DMAR and CGGR 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	0.84
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.86

The correlation between DMAR and CGGR has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

DMAR vs. CGGR — Risk / Return Rank

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

DMAR

DMAR Risk / Return Rank: 97
DMAR Sharpe Ratio Rank: 96
DMAR Sortino Ratio Rank: 97
DMAR Omega Ratio Rank: 98
DMAR Calmar Ratio Rank: 97
DMAR Martin Ratio Rank: 98

CGGR

CGGR Risk / Return Rank: 33
CGGR Sharpe Ratio Rank: 34
CGGR Sortino Ratio Rank: 33
CGGR Omega Ratio Rank: 34
CGGR Calmar Ratio Rank: 29
CGGR Martin Ratio Rank: 34

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.

DMAR vs. CGGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and Capital Group Growth ETF (CGGR). 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.

	DMAR	CGGR	Difference
Sharpe ratio: Return per unit of total volatility	3.94	1.21	+2.74
Sortino ratio: Return per unit of downside risk	6.52	1.69	+4.83
Omega ratio: Gain probability vs. loss probability	1.99	1.22	+0.77
Calmar ratio: Return relative to maximum drawdown	9.66	1.39	+8.27
Martin ratio: Return relative to average drawdown	57.32	5.02	+52.30

DMAR vs. CGGR - Sharpe Ratio Comparison

The current DMAR Sharpe Ratio is 3.94, which is higher than the CGGR Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DMAR and CGGR, 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

DMAR vs. CGGR - Drawdown Comparison

The maximum DMAR drawdown since its inception was -9.84%, smaller than the maximum CGGR drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for DMAR and CGGR.

Drawdown Indicators

	DMAR	CGGR	Difference
Max Drawdown Largest peak-to-trough decline	-9.84%	-28.90%	+19.06%
Max Drawdown (1Y) Largest decline over 1 year	-1.53%	-15.13%	+13.60%
Max Drawdown (3Y) Largest decline over 3 years	-9.16%	-23.37%	+14.21%
Max Drawdown (5Y) Largest decline over 5 years	-9.84%	—	—
Current Drawdown Current decline from peak	-0.19%	-2.24%	+2.05%
Average Drawdown Average peak-to-trough decline	-1.84%	-7.67%	+5.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.26%	4.17%	-3.91%

Volatility

DMAR vs. CGGR - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) is 1.39%, while Capital Group Growth ETF (CGGR) has a volatility of 7.24%. This indicates that DMAR experiences smaller price fluctuations and is considered to be less risky than CGGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DMAR	CGGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.39%	7.24%	-5.85%
Volatility (6M) Calculated over the trailing 6-month period	3.02%	13.90%	-10.88%
Volatility (1Y) Calculated over the trailing 1-year period	3.76%	17.43%	-13.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.05%	22.00%	-14.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.96%	22.00%	-15.04%

DMAR vs. CGGR - Expense Ratio Comparison

DMAR has a 0.85% expense ratio, which is higher than CGGR's 0.39% expense ratio.

Dividends

DMAR vs. CGGR - Dividend Comparison

DMAR has not paid dividends to shareholders, while CGGR's dividend yield for the trailing twelve months is around 0.09%.

Position	TTM	2025	2024	2023	2022
CGGR Capital Group Growth ETF	0.09%	0.10%	0.33%	0.40%	0.33%
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DMAR and CGGR in my portfolio?

DMAR and CGGR 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, DMAR or CGGR?

CGGR has higher volatility (7.24%) compared to DMAR (1.39%). In terms of maximum drawdown, DMAR dropped -9.84% vs CGGR's -28.90%.

Which ETF is better, DMAR or CGGR?

On 3-year performance, CGGR leads with 23.98% vs 11.82% for DMAR. On fees, CGGR is cheaper at 0.39% per year. On volatility, DMAR has been the lower-risk option at 1.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DMAR or CGGR?

Over the 3-year period, CGGR has performed better with a 23.98% return vs 11.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DMAR or CGGR?

CGGR is cheaper with a 0.39% expense ratio, compared with 0.85% for DMAR.

Which ETF pays a higher dividend yield, DMAR or CGGR?

CGGR has the higher dividend yield at 0.09%, compared with 0.00% for DMAR.

What is the main difference between DMAR and CGGR?

DMAR is categorized as Options Trading, while CGGR is Large Cap Growth Equities. They also come from different issuers: FT Vest and Capital Group. Their fees differ too: 0.85% for DMAR and 0.39% for CGGR.

Which has better risk-adjusted returns?

DMAR currently has the higher Sharpe Ratio (3.94 vs 1.21), 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.