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TRIGX vs. CGGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRIGX vs. CGGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T.Rowe Price International Value Equity Fund (TRIGX) and Capital Group Global Equity ETF (CGGE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRIGX achieves a 10.47% return, which is significantly higher than CGGE's 9.33% return.


TRIGX

1D
-1.05%
1M
2.82%
YTD
10.47%
6M
13.63%
1Y
29.42%
3Y*
23.31%
5Y*
12.68%
10Y*
9.66%

CGGE

1D
0.23%
1M
4.00%
YTD
9.33%
6M
10.39%
1Y
22.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRIGX vs. CGGE - Yearly Performance Comparison


2026 (YTD)20252024
TRIGX
T.Rowe Price International Value Equity Fund
10.47%43.90%0.86%
CGGE
Capital Group Global Equity ETF
9.33%24.50%2.30%

Correlation

The correlation between TRIGX and CGGE is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2024

0.81

The correlation between TRIGX and CGGE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

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Return for Risk

TRIGX vs. CGGE — Risk / Return Rank

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

TRIGX
TRIGX Risk / Return Rank: 4444
Overall Rank
TRIGX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 4646
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 4141
Martin Ratio Rank

CGGE
CGGE Risk / Return Rank: 4848
Overall Rank
CGGE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CGGE Sortino Ratio Rank: 4949
Sortino Ratio Rank
CGGE Omega Ratio Rank: 4646
Omega Ratio Rank
CGGE Calmar Ratio Rank: 4242
Calmar Ratio Rank
CGGE Martin Ratio Rank: 5555
Martin Ratio Rank
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.

TRIGX vs. CGGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Capital Group Global Equity ETF (CGGE). 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.


TRIGXCGGEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.37

1.29

+0.08

Calmar ratioReturn relative to maximum drawdown

2.45

2.05

+0.40

Martin ratioReturn relative to average drawdown

8.79

9.38

-0.59

TRIGX vs. CGGE - Sharpe Ratio Comparison

The current TRIGX Sharpe Ratio is 1.99, which is comparable to the CGGE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TRIGX and CGGE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TRIGXCGGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.63

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.22

-0.87

Drawdowns

TRIGX vs. CGGE - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -62.28%, which is greater than CGGE's maximum drawdown of -14.44%. Use the drawdown chart below to compare losses from any high point for TRIGX and CGGE.


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Drawdown Indicators


TRIGXCGGEDifference

Max Drawdown

Largest peak-to-trough decline

-62.28%

-14.44%

-47.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-10.93%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

Current Drawdown

Current decline from peak

-2.05%

-0.43%

-1.62%

Average Drawdown

Average peak-to-trough decline

-12.65%

-1.76%

-10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.38%

+1.00%

Volatility

TRIGX vs. CGGE - Volatility Comparison

T.Rowe Price International Value Equity Fund (TRIGX) has a higher volatility of 4.79% compared to Capital Group Global Equity ETF (CGGE) at 4.14%. This indicates that TRIGX's price experiences larger fluctuations and is considered to be riskier than CGGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIGXCGGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.14%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

11.52%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.94%

13.75%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

15.38%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

15.38%

+1.65%

TRIGX vs. CGGE - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is higher than CGGE's 0.47% expense ratio.


Dividends

TRIGX vs. CGGE - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.51%, more than CGGE's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGE
Capital Group Global Equity ETF
0.37%0.40%0.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRIGX
T.Rowe Price International Value Equity Fund
2.51%2.78%2.58%2.66%2.98%2.49%1.34%2.82%2.49%0.26%2.65%2.07%

Frequently Asked Questions


TRIGX and CGGE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRIGX has higher volatility (4.79%) compared to CGGE (4.14%). In terms of maximum drawdown, TRIGX dropped -62.28% vs CGGE's -14.44%.

TRIGX currently has the higher Sharpe Ratio (1.99 vs 1.63), 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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