SFGV vs. CGCV

Last updated Apr 1, 2026

Compare and contrast key facts about Sequoia Global Value ETF (SFGV) and Capital Group Conservative Equity ETF (CGCV).

SFGV and CGCV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SFGV is an actively managed fund by Sequoia. It was launched on Jan 17, 2024. CGCV is an actively managed fund by Capital Group. It was launched on Jun 25, 2024.

Performance

SFGV vs. CGCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sequoia Global Value ETF (SFGV) and Capital Group Conservative Equity ETF (CGCV). The values are adjusted to include any dividend payments, if applicable.

SFGV vs. CGCV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SFGV Sequoia Global Value ETF	4.20%	18.84%	2.51%
CGCV Capital Group Conservative Equity ETF	-1.79%	16.62%	7.44%

Returns By Period

In the year-to-date period, SFGV achieves a 4.20% return, which is significantly higher than CGCV's -1.79% return.

SFGV

• 1D: 1.96%
• 1M: -6.22%
• YTD: 4.20%
• 6M: 7.00%
• 1Y: 21.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CGCV

• 1D: 1.96%
• 1M: -6.13%
• YTD: -1.79%
• 6M: -0.10%
• 1Y: 11.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SFGV vs. CGCV - Expense Ratio Comparison

Both SFGV and CGCV have an expense ratio of 0.33%.

SFGV

Sequoia Global Value ETF

CGCV

Capital Group Conservative Equity ETF

Return for Risk

SFGV vs. CGCV — Risk / Return Rank

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

SFGV

SFGV Risk / Return Rank: 73
SFGV Sharpe Ratio Rank: 74
SFGV Sortino Ratio Rank: 76
SFGV Omega Ratio Rank: 74
SFGV Calmar Ratio Rank: 68
SFGV Martin Ratio Rank: 75

CGCV

CGCV Risk / Return Rank: 50
CGCV Sharpe Ratio Rank: 47
CGCV Sortino Ratio Rank: 47
CGCV Omega Ratio Rank: 50
CGCV Calmar Ratio Rank: 51
CGCV Martin Ratio Rank: 56

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.

SFGV vs. CGCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequoia Global Value ETF (SFGV) and Capital Group Conservative Equity ETF (CGCV). 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.

	SFGV	CGCV	Difference
Sharpe ratio Return per unit of total volatility	1.36	0.82	+0.54
Sortino ratio Return per unit of downside risk	1.96	1.22	+0.74
Omega ratio Gain probability vs. loss probability	1.28	1.18	+0.10
Calmar ratio Return relative to maximum drawdown	1.76	1.22	+0.54
Martin ratio Return relative to average drawdown	8.13	5.22	+2.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFGV vs. CGCV - Sharpe Ratio Comparison

The current SFGV Sharpe Ratio is 1.36, which is higher than the CGCV Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SFGV and CGCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SFGV	CGCV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	0.82	+0.54
Sharpe Ratio (All Time) Calculated using the full available price history	1.16	0.98	+0.18

Correlation

The correlation between SFGV and CGCV is 0.84, 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.

Dividends

SFGV vs. CGCV - Dividend Comparison

SFGV's dividend yield for the trailing twelve months is around 2.41%, more than CGCV's 1.57% yield.

	TTM	2025	2024
SFGV Sequoia Global Value ETF	2.41%	2.52%	2.23%
CGCV Capital Group Conservative Equity ETF	1.57%	1.44%	0.68%

Drawdowns

SFGV vs. CGCV - Drawdown Comparison

The maximum SFGV drawdown since its inception was -14.51%, which is greater than CGCV's maximum drawdown of -13.13%. Use the drawdown chart below to compare losses from any high point for SFGV and CGCV.

Drawdown Indicators

	SFGV	CGCV	Difference
Max Drawdown Largest peak-to-trough decline	-14.51%	-13.13%	-1.38%
Max Drawdown (1Y) Largest decline over 1 year	-12.11%	-10.34%	-1.77%
Current Drawdown Current decline from peak	-6.22%	-6.13%	-0.09%
Average Drawdown Average peak-to-trough decline	-1.88%	-1.68%	-0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.41%	+0.21%

Volatility

SFGV vs. CGCV - Volatility Comparison

Sequoia Global Value ETF (SFGV) has a higher volatility of 4.97% compared to Capital Group Conservative Equity ETF (CGCV) at 4.19%. This indicates that SFGV's price experiences larger fluctuations and is considered to be riskier than CGCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFGV	CGCV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	4.19%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	7.67%	+1.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.51%	14.31%	+1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.37%	12.89%	+0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.37%	12.89%	+0.48%