We study the order of capillary condensation and evaporation transitions of a simple fluid adsorbed in a deep capillary groove using a fundamental measure density functional theory (DFT). The walls of the capillary interact with the fluid particles via long-ranged, dispersion, forces while the fluid-fluid interaction is modelled as a truncated Lennard-Jones-like potential. We find that below the wetting temperature Tw condensation is first-order and evaporation is continuous with the metastability of the condensation being well described by the complementary Kelvin equation. In contrast above Tw both phase transitions are continuous and their critical singularities are determined. In addition we show that for the evaporation transition above Tw there is an elegant mapping, or covariance, with the complete wetting transition occurring at a planar wall. Our numerical DFT studies are complemented by analytical slab model calculations which explain how the asymmetry between condensation and evaporation arises out of the combination of long-ranged forces and substrate geometry.