TWIEX vs. CGIE

Last updated Apr 2, 2026

Compare and contrast key facts about American Century International Growth Fund (TWIEX) and Capital Group International Equity ETF (CGIE).

TWIEX is managed by American Century. It was launched on May 8, 1991. CGIE is an actively managed fund by Capital Group. It was launched on Sep 26, 2023.

Performance

TWIEX vs. CGIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century International Growth Fund (TWIEX) and Capital Group International Equity ETF (CGIE). The values are adjusted to include any dividend payments, if applicable.

TWIEX vs. CGIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TWIEX American Century International Growth Fund	-5.16%	15.58%	2.31%	10.68%
CGIE Capital Group International Equity ETF	-1.12%	28.11%	0.72%	11.14%

Returns By Period

In the year-to-date period, TWIEX achieves a -5.16% return, which is significantly lower than CGIE's -1.12% return.

TWIEX

• 1D: 3.16%
• 1M: -7.71%
• YTD: -5.16%
• 6M: -5.26%
• 1Y: 7.43%
• 3Y*: 4.41%
• 5Y*: 0.03%
• 10Y*: 6.24%

CGIE

• 1D: 1.80%
• 1M: -4.55%
• YTD: -1.12%
• 6M: 1.44%
• 1Y: 18.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TWIEX vs. CGIE - Expense Ratio Comparison

TWIEX has a 1.36% expense ratio, which is higher than CGIE's 0.54% expense ratio.

TWIEX

American Century International Growth Fund

CGIE

Capital Group International Equity ETF

Return for Risk

TWIEX vs. CGIE — Risk / Return Rank

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

TWIEX

TWIEX Risk / Return Rank: 14
TWIEX Sharpe Ratio Rank: 13
TWIEX Sortino Ratio Rank: 13
TWIEX Omega Ratio Rank: 12
TWIEX Calmar Ratio Rank: 15
TWIEX Martin Ratio Rank: 16

CGIE

CGIE Risk / Return Rank: 56
CGIE Sharpe Ratio Rank: 55
CGIE Sortino Ratio Rank: 55
CGIE Omega Ratio Rank: 52
CGIE Calmar Ratio Rank: 59
CGIE 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.

TWIEX vs. CGIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century International Growth Fund (TWIEX) and Capital Group International Equity ETF (CGIE). 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.

	TWIEX	CGIE	Difference
Sharpe ratio Return per unit of total volatility	0.41	1.02	-0.61
Sortino ratio Return per unit of downside risk	0.70	1.50	-0.80
Omega ratio Gain probability vs. loss probability	1.09	1.21	-0.11
Calmar ratio Return relative to maximum drawdown	0.52	1.58	-1.06
Martin ratio Return relative to average drawdown	1.96	6.18	-4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWIEX vs. CGIE - Sharpe Ratio Comparison

The current TWIEX Sharpe Ratio is 0.41, which is lower than the CGIE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TWIEX and CGIE, 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

	TWIEX	CGIE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	1.02	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.99	-0.61

Correlation

The correlation between TWIEX and CGIE is 0.96, 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

TWIEX vs. CGIE - Dividend Comparison

TWIEX's dividend yield for the trailing twelve months is around 3.49%, more than CGIE's 1.18% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TWIEX American Century International Growth Fund	3.49%	3.31%	1.01%	0.00%	2.89%	12.00%	4.48%	0.37%	13.87%	5.31%	0.49%	5.66%
CGIE Capital Group International Equity ETF	1.18%	1.17%	1.27%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TWIEX vs. CGIE - Drawdown Comparison

The maximum TWIEX drawdown since its inception was -62.43%, which is greater than CGIE's maximum drawdown of -13.82%. Use the drawdown chart below to compare losses from any high point for TWIEX and CGIE.

Drawdown Indicators

	TWIEX	CGIE	Difference
Max Drawdown Largest peak-to-trough decline	-62.43%	-13.82%	-48.61%
Max Drawdown (1Y) Largest decline over 1 year	-13.04%	-11.94%	-1.10%
Max Drawdown (5Y) Largest decline over 5 years	-38.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.76%	—	—
Current Drawdown Current decline from peak	-10.01%	-6.97%	-3.04%
Average Drawdown Average peak-to-trough decline	-16.71%	-2.51%	-14.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	3.05%	+0.40%

Volatility

TWIEX vs. CGIE - Volatility Comparison

American Century International Growth Fund (TWIEX) has a higher volatility of 8.51% compared to Capital Group International Equity ETF (CGIE) at 7.97%. This indicates that TWIEX's price experiences larger fluctuations and is considered to be riskier than CGIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWIEX	CGIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.51%	7.97%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	12.34%	12.18%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	18.61%	17.91%	+0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.11%	15.19%	+2.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	15.19%	+2.90%