JQUA vs. CGDV

Last updated Jun 24, 2026

JQUA (JPMorgan U.S. Quality Factor ETF) and CGDV (Capital Group Dividend Value ETF) are both exchange-traded funds - JQUA is a Large Cap Blend Equities fund tracking the JP Morgan US Quality Factor Index, while CGDV is a Large Cap Value Equities fund actively managed by Capital Group. JQUA is passively managed, while CGDV is actively managed. Over the past 3 years, JQUA returned 19.01%/yr vs 24.17%/yr for CGDV. Their correlation of 0.91 suggests significant overlap in exposure. JQUA charges 0.12%/yr vs 0.33%/yr for CGDV.

Performance

JQUA vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Quality Factor ETF (JQUA) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with JQUA having a 11.30% return and CGDV slightly lower at 11.07%.

JQUA

• 1D: -2.01%
• 1M: 0.56%
• YTD: 11.30%
• 6M: 10.20%
• 1Y: 20.17%
• 3Y*: 19.01%
• 5Y*: 13.08%
• 10Y*: —

CGDV

• 1D: -1.04%
• 1M: 0.75%
• YTD: 11.07%
• 6M: 10.39%
• 1Y: 27.24%
• 3Y*: 24.17%
• 5Y*: —
• 10Y*: —

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

JQUA vs. CGDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JQUA JPMorgan U.S. Quality Factor ETF	11.30%	11.69%	21.21%	25.13%	-1.42%
CGDV Capital Group Dividend Value ETF	11.07%	25.50%	20.10%	28.81%	-0.44%

Correlation

The correlation between JQUA and CGDV is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.91

The correlation between JQUA and CGDV shifts across timeframes, from 0.80 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

JQUA vs. CGDV - Sectors Allocation Comparison

Sectors	JQUA	CGDV
Technology	43.9%	33.1%
Financial Services	11.1%	6.6%
Consumer Cyclical	9.2%	11.3%
Industrials	8.0%	12.9%
Healthcare	7.9%	10.4%
Communication Services	6.5%	8.3%
Consumer Defensive	5.2%	6.0%
Energy	3.4%	4.4%
Real Estate	2.1%	1.1%
Basic Materials	1.6%	2.8%
Utilities	1.2%	1.0%

Return for Risk

JQUA vs. CGDV — Risk / Return Rank

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

JQUA

JQUA Risk / Return Rank: 55
JQUA Sharpe Ratio Rank: 51
JQUA Sortino Ratio Rank: 50
JQUA Omega Ratio Rank: 48
JQUA Calmar Ratio Rank: 60
JQUA Martin Ratio Rank: 66

CGDV

CGDV Risk / Return Rank: 69
CGDV Sharpe Ratio Rank: 72
CGDV Sortino Ratio Rank: 71
CGDV Omega Ratio Rank: 73
CGDV Calmar Ratio Rank: 59
CGDV Martin Ratio Rank: 72

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.

JQUA vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and Capital Group Dividend Value ETF (CGDV). 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.

	JQUA	CGDV	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.23	-0.54
Sortino ratio: Return per unit of downside risk	2.37	3.06	-0.70
Omega ratio: Gain probability vs. loss probability	1.29	1.41	-0.12
Calmar ratio: Return relative to maximum drawdown	2.84	2.81	+0.04
Martin ratio: Return relative to average drawdown	11.58	13.07	-1.48

JQUA vs. CGDV - Sharpe Ratio Comparison

The current JQUA Sharpe Ratio is 1.69, which is comparable to the CGDV Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of JQUA and CGDV, 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

JQUA vs. CGDV - Drawdown Comparison

The maximum JQUA drawdown since its inception was -32.92%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for JQUA and CGDV.

Drawdown Indicators

	JQUA	CGDV	Difference
Max Drawdown Largest peak-to-trough decline	-32.92%	-21.82%	-11.10%
Max Drawdown (1Y) Largest decline over 1 year	-7.13%	-9.75%	+2.62%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	-14.28%	-2.53%
Max Drawdown (5Y) Largest decline over 5 years	-22.47%	—	—
Current Drawdown Current decline from peak	-2.77%	-1.79%	-0.98%
Average Drawdown Average peak-to-trough decline	-4.15%	-3.59%	-0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	2.09%	-0.34%

Volatility

JQUA vs. CGDV - Volatility Comparison

JPMorgan U.S. Quality Factor ETF (JQUA) has a higher volatility of 5.52% compared to Capital Group Dividend Value ETF (CGDV) at 4.64%. This indicates that JQUA's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JQUA	CGDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.52%	4.64%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	9.51%	9.92%	-0.41%
Volatility (1Y) Calculated over the trailing 1-year period	12.05%	12.28%	-0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	15.57%	+0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	15.57%	+2.44%

JQUA vs. CGDV - Expense Ratio Comparison

JQUA has a 0.12% expense ratio, which is lower than CGDV's 0.33% expense ratio.

Dividends

JQUA vs. CGDV - Dividend Comparison

JQUA's dividend yield for the trailing twelve months is around 1.10%, less than CGDV's 1.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CGDV Capital Group Dividend Value ETF	1.18%	1.29%	1.60%	1.65%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%
JQUA JPMorgan U.S. Quality Factor ETF	1.10%	1.19%	1.24%	1.21%	1.60%	1.32%	1.44%	1.67%	2.10%	0.40%

Frequently Asked Questions

Can I hold both JQUA and CGDV in my portfolio?

JQUA and CGDV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JQUA or CGDV?

JQUA has higher volatility (5.52%) compared to CGDV (4.64%). In terms of maximum drawdown, JQUA dropped -32.92% vs CGDV's -21.82%.

Which ETF is better, JQUA or CGDV?

On 3-year performance, CGDV leads with 24.17% vs 19.01% for JQUA. On fees, JQUA is cheaper at 0.12% per year. On volatility, CGDV has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JQUA or CGDV?

Over the 3-year period, CGDV has performed better with a 24.17% return vs 19.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JQUA or CGDV?

JQUA is cheaper with a 0.12% expense ratio, compared with 0.33% for CGDV.

Which ETF pays a higher dividend yield, JQUA or CGDV?

CGDV has the higher dividend yield at 1.18%, compared with 1.10% for JQUA.

What is the main difference between JQUA and CGDV?

JQUA is categorized as Large Cap Blend Equities, while CGDV is Large Cap Value Equities. They also come from different issuers: JPMorgan and Capital Group. Their fees differ too: 0.12% for JQUA and 0.33% for CGDV.

Which has better risk-adjusted returns?

CGDV currently has the higher Sharpe Ratio (2.23 vs 1.69), 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.