OSEA vs. CGIC

Last updated Jun 4, 2026

OSEA (Harbor International Compounders ETF) and CGIC (Capital Group International Core Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, OSEA returned 7.05% vs 30.79% for CGIC. Their correlation of 0.87 suggests significant overlap in exposure. OSEA charges 0.55%/yr vs 0.54%/yr for CGIC.

Performance

OSEA vs. CGIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Compounders ETF (OSEA) and Capital Group International Core Equity ETF (CGIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OSEA achieves a 0.79% return, which is significantly lower than CGIC's 12.85% return.

OSEA

• 1D: -0.88%
• 1M: 1.06%
• YTD: 0.79%
• 6M: 1.49%
• 1Y: 7.05%
• 3Y*: 7.38%
• 5Y*: —
• 10Y*: —

CGIC

• 1D: -1.04%
• 1M: 5.13%
• YTD: 12.85%
• 6M: 15.39%
• 1Y: 30.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

OSEA vs. CGIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
OSEA Harbor International Compounders ETF	0.79%	18.49%	-6.03%
CGIC Capital Group International Core Equity ETF	12.85%	37.53%	-2.81%

Correlation

The correlation between OSEA and CGIC is 0.85, 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	0.85
Correlation (All Time) Calculated using the full available price history since Jun 28, 2024	0.87

The correlation between OSEA and CGIC has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

OSEA vs. CGIC - Sectors Allocation Comparison

Sectors	OSEA	CGIC
Technology	23.4%	16.7%
Industrials	20.6%	13.9%
Financial Services	14.5%	20.2%
Consumer Cyclical	11.6%	7.4%
Consumer Defensive	10.2%	8.1%
Healthcare	10.1%	5.6%
Communication Services	6.5%	7.3%
Basic Materials	5.8%	8.8%
Utilities	3.9%	4.1%
Energy	-	6.2%
Real Estate	-	1.8%

Return for Risk

OSEA vs. CGIC — Risk / Return Rank

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

OSEA

OSEA Risk / Return Rank: 17
OSEA Sharpe Ratio Rank: 16
OSEA Sortino Ratio Rank: 16
OSEA Omega Ratio Rank: 15
OSEA Calmar Ratio Rank: 17
OSEA Martin Ratio Rank: 20

CGIC

CGIC Risk / Return Rank: 58
CGIC Sharpe Ratio Rank: 60
CGIC Sortino Ratio Rank: 59
CGIC Omega Ratio Rank: 60
CGIC Calmar Ratio Rank: 55
CGIC Martin Ratio Rank: 59

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.

OSEA vs. CGIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and Capital Group International Core Equity ETF (CGIC). 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.

	OSEA	CGIC	Difference
Sharpe ratio: Return per unit of total volatility	0.47	2.06	-1.59
Sortino ratio: Return per unit of downside risk	0.76	2.83	-2.07
Omega ratio: Gain probability vs. loss probability	1.09	1.37	-0.28
Calmar ratio: Return relative to maximum drawdown	0.64	2.74	-2.10
Martin ratio: Return relative to average drawdown	2.29	10.54	-8.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OSEA vs. CGIC - Sharpe Ratio Comparison

The current OSEA Sharpe Ratio is 0.47, which is lower than the CGIC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of OSEA and CGIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OSEA	CGIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	2.06	-1.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	1.48	-0.70

Drawdowns

OSEA vs. CGIC - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, which is greater than CGIC's maximum drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for OSEA and CGIC.

Drawdown Indicators

	OSEA	CGIC	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-13.10%	-5.04%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-11.30%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	-18.14%	—	—
Current Drawdown Current decline from peak	-3.02%	-1.04%	-1.98%
Average Drawdown Average peak-to-trough decline	-3.82%	-2.54%	-1.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.93%	+0.16%

Volatility

OSEA vs. CGIC - Volatility Comparison

The current volatility for Harbor International Compounders ETF (OSEA) is 5.42%, while Capital Group International Core Equity ETF (CGIC) has a volatility of 5.82%. This indicates that OSEA experiences smaller price fluctuations and is considered to be less risky than CGIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OSEA	CGIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	5.82%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	12.05%	12.82%	-0.77%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	15.01%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.62%	16.14%	+0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.62%	16.14%	+0.48%

OSEA vs. CGIC - Expense Ratio Comparison

OSEA has a 0.55% expense ratio, which is higher than CGIC's 0.54% expense ratio.

Dividends

OSEA vs. CGIC - Dividend Comparison

OSEA's dividend yield for the trailing twelve months is around 1.23%, less than CGIC's 1.32% yield.

Position	TTM	2025	2024	2023	2022
CGIC Capital Group International Core Equity ETF	1.32%	1.60%	0.68%	0.00%	0.00%
OSEA Harbor International Compounders ETF	1.23%	1.24%	0.51%	0.65%	0.11%

Frequently Asked Questions

Can I hold both OSEA and CGIC in my portfolio?

OSEA and CGIC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OSEA or CGIC?

CGIC has higher volatility (5.82%) compared to OSEA (5.42%). In terms of maximum drawdown, OSEA dropped -18.14% vs CGIC's -13.10%.

Which ETF is better, OSEA or CGIC?

On 1-year performance, CGIC leads with 30.79% vs 7.05% for OSEA. On fees, CGIC is cheaper at 0.54% per year. On volatility, OSEA has been the lower-risk option at 5.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OSEA or CGIC?

Over the 1-year period, CGIC has performed better with a 30.79% return vs 7.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OSEA or CGIC?

CGIC is cheaper with a 0.54% expense ratio, compared with 0.55% for OSEA.

Which ETF pays a higher dividend yield, OSEA or CGIC?

CGIC has the higher dividend yield at 1.32%, compared with 1.23% for OSEA.

What is the main difference between OSEA and CGIC?

They also come from different issuers: Harbor and Capital Group. Their fees differ too: 0.55% for OSEA and 0.54% for CGIC.

Which has better risk-adjusted returns?

CGIC currently has the higher Sharpe Ratio (2.06 vs 0.47), 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.