In the WJ IV technical manual (McGrew, LaForte, Schrank, 2014) concurrent validity results are presented for the WJ IV COG with the WISC-IV and WAIS-IV (click here for WJ IV COG overview and select correlation information from tech. manual).
A number of psychologists have asked about correlations between the primary WJ IV COG g-scores and the Wechsler General Ability Index (GAI). They are not presented in the technical manual. I have now computed those correlations, as well as a few others with the Wechsler GAI, and they are now part of the SlideShare at the link above and are also reported below. Click on image to enlarge.