RXO vs. CGDV
RXO (RXO Inc.) is a stock, while CGDV (Capital Group Dividend Value ETF) is Large Cap Value Equities fund actively managed by Capital Group. Over the past 3 years, RXO returned 0.90%/yr vs 23.86%/yr for CGDV. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
RXO vs. CGDV - Performance Comparison
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Returns By Period
In the year-to-date period, RXO achieves a 64.08% return, which is significantly higher than CGDV's 15.82% return.
RXO
- 1D
- 2.42%
- 1M
- -22.06%
- 6M
- 33.89%
- YTD
- 64.08%
- 1Y
- 38.27%
- 3Y*
- 0.90%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.55%
CGDV
- 1D
- 1.45%
- 1M
- 2.68%
- 6M
- 12.47%
- YTD
- 15.82%
- 1Y
- 26.98%
- 3Y*
- 23.86%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $196.47M | $192.49M | $185.79M | |
RXO RXO Inc. | $52.43M | $48.10M | $58.93M |
RXO vs. CGDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RXO RXO Inc. | 64.08% | -46.98% | 2.49% | 35.23% | -21.82% |
CGDV Capital Group Dividend Value ETF | 15.82% | 25.50% | 20.10% | 28.81% | 6.18% |
Correlation
The correlation between RXO and CGDV is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022 | 0.42 |
The correlation between RXO and CGDV shifts across timeframes, from 0.27 (1 year) to 0.42 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RXO vs. CGDV — Risk / Return Rank
RXO
CGDV
RXO vs. CGDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RXO Inc. (RXO) 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.
| RXO | CGDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.78 | -1.89 |
| Martin ratioReturn relative to average drawdown | 2.22 | 12.97 | -10.75 |
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Drawdowns
RXO vs. CGDV - Drawdown Comparison
The maximum RXO drawdown since its inception was -67.15%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for RXO and CGDV.
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Drawdown Indicators
| RXO | CGDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.15% | -21.82% | -45.33% |
Max Drawdown (1Y)Largest decline over 1 year | -43.07% | -9.75% | -33.32% |
Max Drawdown (3Y)Largest decline over 3 years | -67.15% | -14.28% | -52.87% |
Current DrawdownCurrent decline from peak | -34.98% | 0.00% | -34.98% |
Average DrawdownAverage peak-to-trough decline | -25.84% | -3.52% | -22.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.29% | 2.08% | +15.21% |
Volatility
RXO vs. CGDV - Volatility Comparison
RXO Inc. (RXO) has a higher volatility of 17.19% compared to Capital Group Dividend Value ETF (CGDV) at 3.54%. This indicates that RXO'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.
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Volatility by Period
| RXO | CGDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.19% | 3.54% | +13.65% |
Volatility (6M)Calculated over the trailing 6-month period | 55.28% | 10.15% | +45.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.52% | 12.57% | +60.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.68% | 15.49% | +41.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.68% | 15.49% | +41.19% |
Dividends
RXO vs. CGDV - Dividend Comparison
RXO has not paid dividends to shareholders, while CGDV's dividend yield for the trailing twelve months is around 1.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.17% | 1.29% | 1.60% | 1.65% | 1.36% |
RXO RXO Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RXO and CGDV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RXO has higher volatility (17.19%) compared to CGDV (3.54%). In terms of maximum drawdown, RXO dropped -67.15% vs CGDV's -21.82%.
CGDV currently has the higher Sharpe Ratio (2.16 vs 0.52), 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.
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