VMNVX vs. CWGIX
Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) and American Funds Capital World Growth and Income Fund Class A (CWGIX).
VMNVX is managed by Vanguard. It was launched on Dec 12, 2013. CWGIX is managed by American Funds. It was launched on Mar 26, 1993.
Performance
VMNVX vs. CWGIX - Performance Comparison
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VMNVX vs. CWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 1.71% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
CWGIX American Funds Capital World Growth and Income Fund Class A | -4.19% | 24.68% | 13.85% | 20.55% | -17.32% | 14.74% | 15.31% | 25.32% | -10.60% | 24.55% |
Returns By Period
In the year-to-date period, VMNVX achieves a 1.71% return, which is significantly higher than CWGIX's -4.19% return. Over the past 10 years, VMNVX has underperformed CWGIX with an annualized return of 8.25%, while CWGIX has yielded a comparatively higher 10.27% annualized return.
VMNVX
- 1D
- 0.22%
- 1M
- -5.84%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.16%
- 3Y*
- 11.47%
- 5Y*
- 8.47%
- 10Y*
- 8.25%
CWGIX
- 1D
- -0.47%
- 1M
- -9.84%
- YTD
- -4.19%
- 6M
- -0.07%
- 1Y
- 19.60%
- 3Y*
- 15.56%
- 5Y*
- 8.31%
- 10Y*
- 10.27%
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VMNVX vs. CWGIX - Expense Ratio Comparison
VMNVX has a 0.14% expense ratio, which is lower than CWGIX's 0.75% expense ratio.
Return for Risk
VMNVX vs. CWGIX — Risk / Return Rank
VMNVX
CWGIX
VMNVX vs. CWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.
| VMNVX | CWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.23 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.78 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.57 | -0.49 |
Martin ratioReturn relative to average drawdown | 5.25 | 6.75 | -1.50 |
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
| VMNVX | CWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.23 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.56 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.65 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.65 | +0.10 |
Correlation
The correlation between VMNVX and CWGIX is 0.81, 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
VMNVX vs. CWGIX - Dividend Comparison
VMNVX's dividend yield for the trailing twelve months is around 9.90%, less than CWGIX's 11.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.90% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 11.03% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
Drawdowns
VMNVX vs. CWGIX - Drawdown Comparison
The maximum VMNVX drawdown since its inception was -33.11%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for VMNVX and CWGIX.
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Drawdown Indicators
| VMNVX | CWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -54.47% | +21.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -11.08% | +3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -12.93% | -27.18% | +14.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -32.00% | -1.11% |
Current DrawdownCurrent decline from peak | -6.04% | -10.52% | +4.48% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -7.16% | +4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.58% | -0.95% |
Volatility
VMNVX vs. CWGIX - Volatility Comparison
The current volatility for Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) is 2.59%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 5.20%. This indicates that VMNVX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VMNVX | CWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 5.20% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.89% | 10.06% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 15.77% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.52% | 14.98% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.96% | 15.94% | -3.98% |