TCAF vs CGGR: returns, Sharpe ratio and drawdown
Performance
TCAF+13.98%CGGR+6.25%
Summary
TCAF vs CGGR
Over the past year, TCAF returned +13.98% against +6.25% for CGGR. TCAF had the higher Sharpe ratio over the past year (0.78 vs 0.22), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.78% for TCAF and -15.01% for CGGR. Dividends over the past year came to 0.44% of TCAF's price, against 0.15% for CGGR. Their daily returns had a correlation of 0.91 over the past year, which is very high.
Ranking
How TCAF and CGGR rank
TCAFCGGR
Current Drawdown
TCAF-1.39%CGGR-4.79%
Rolling Volatility
TCAF20.62%CGGR26.04%
METRICS
Correlation Matrix
Fees and dividends
What TCAF and CGGR cost and pay
TCAFCGGRExpense ratio0.31%0.39%Yield0.44%0.15%Paid, past year$0.19$0.07PaysYearlyYearlyGrowth a year+64.9%—Return with dividends+13.98%1Y+6.25%1YReturn, price only+13.41%1Y+6.09%1Y
TCAF charges 0.31% a year and CGGR 0.39%.
Metrics
Risk Indicators
TCAFCGGR
Alpha
TCAF
1.34%
CGGR
-8.84%
Beta
TCAF
0.91x
CGGR
1.32x
Sharpe
TCAF
0.78
CGGR
0.22
Sortino
TCAF
1.10
CGGR
0.31
Omega
TCAF
1.14
CGGR
1.04
Calmar
TCAF
1.30
CGGR
0.42
Martin
TCAF
3.85
CGGR
0.96
Comparisons