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Sortino ratio is not yet available for CGHY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Capital Group High Yield Bond ETF's Sortino Ratio with other ETFs in the High Yield Bonds, Actively Managed category across multiple time periods, showing how CGHY's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
FLRTPacific Global Senior Loan ETF5.55
CLSEConvergence Long/Short Equity ETF5.11
BSJQInvesco BulletShares 2026 High Yield Corp Bond ETF4.96
HYZDWisdomTree Interest Rate Hedged High Yield Bond Fund4.18
LDRHiShares iBonds 1-5 Year High Yield and Income Ladder ETF3.89
CEFSSaba Closed-End Funds ETF3.88
FSYDFidelity Sustainable High Yield ETF3.63
PHYDPutnam ESG High Yield ETF -3.62
FHYSFederated Hermes Short Duration High Yield ETF3.59
BRHYiShares High Yield Active ETF3.44
CGHYCapital Group High Yield Bond ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows CGHY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CGHY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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