TRIGX vs. CGGE
TRIGX (T.Rowe Price International Value Equity Fund) and CGGE (Capital Group Global Equity ETF) are both funds - TRIGX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while CGGE is a Global Equities fund actively managed by Capital Group. Over the past year, TRIGX returned 29.42% vs 22.27% for CGGE. Their correlation of 0.81 suggests significant overlap in exposure. TRIGX charges 0.89%/yr vs 0.47%/yr for CGGE.
Performance
TRIGX vs. CGGE - Performance Comparison
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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*
- —
TRIGX vs. CGGE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
TRIGX
CGGE
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.
| TRIGX | CGGE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRIGX | CGGE | Difference | |
|---|---|---|---|
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
| TRIGX | CGGE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.05% | -0.43% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -1.76% | -10.89% |
Ulcer IndexDepth 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
| TRIGX | CGGE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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