Export to CAD does support Geodatabase Annotation, and it does a pretty good job of matching the fonts. It can get a little tricky matching symbology as Yigal accurately points out.
If you really want to get into it you could use the Esri True Type fonts in AutoCAD, although its tricky. I wrote a blog post a few years back on the topic you might find useful (or not). GIS CAD Interoperability: GIS and CAD Signs, Symbols and Fonts
<snip>...One of the primary point symbol types supported by ArcMap is the use of true type-fonts as marker symbols. I use true-type marker symbols in both ArcGIS and CAD when I want the symbols to be the same in both the CAD and GIS versions of converted data. Although I have more flexibility in the creation of cells and blocks for CAD symbology, the ability to reference existing ArcGIS marker symbols in a true-type font can be easier than recreating a CAD symbol set of the GIS marker symbols for interoperability. The trick to getting the ESRI marker symbols in CAD is to create CAD text rather than points. The ArcGIS Export to CAD tool available with an ArcView license, allows me to export point features as CAD text by overriding the default [CADType] with TEXT and then specifying the Unicode character or formatting code string in the text value stored in the [TxtValue] field of the point feature layer’s table.
I can specify the right symbol with CAD formatting syntax in the text string recognized by CAD (ie: [\U+0073], or use the keyboard short cut to type in the actual Unicode value in the string once I’ve done a little research to find the values of the symbols I want to use. Finally to get the right symbol in CAD I need to have access to the same true type font in ArcGIS as in the CAD system. Export to CAD will then use the true-type font referenced by the [TxtFont] field that I include in the feature layer attribute table or an existing CAD font style based on that true-type font that I could reference in a field called [TxtStyle].