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Capital Group U.S. Multi-Sector Income ETF (CGMS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US14020Y3009

Issuer

Capital Group

Inception Date

Oct 25, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CGMS vs. ICMUX CGMS vs. PYLD CGMS vs. PMAQX CGMS vs. FEQIX CGMS vs. LVHI CGMS vs. SOXQ CGMS vs. JCPB CGMS vs. GLDM CGMS vs. DIAL CGMS vs. ABNDX
Popular comparisons:
CGMS vs. ICMUX CGMS vs. PYLD CGMS vs. PMAQX CGMS vs. FEQIX CGMS vs. LVHI CGMS vs. SOXQ CGMS vs. JCPB CGMS vs. GLDM CGMS vs. DIAL CGMS vs. ABNDX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Capital Group U.S. Multi-Sector Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.01%
12.92%
CGMS (Capital Group U.S. Multi-Sector Income ETF)
Benchmark (^GSPC)

Returns By Period

Capital Group U.S. Multi-Sector Income ETF had a return of 6.98% year-to-date (YTD) and 11.75% in the last 12 months.


CGMS

YTD

6.98%

1M

0.27%

6M

5.01%

1Y

11.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of CGMS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.47%-0.19%1.37%-1.19%1.76%0.47%2.06%1.89%0.86%-1.32%6.98%
20233.56%-2.21%2.45%0.38%-0.78%0.86%1.08%0.07%-1.63%-1.03%4.88%3.61%11.51%
2022-0.25%3.77%-0.88%2.61%

Expense Ratio

CGMS features an expense ratio of 0.39%, falling within the medium range.


Expense ratio chart for CGMS: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CGMS is 87, placing it in the top 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CGMS is 8787
Combined Rank
The Sharpe Ratio Rank of CGMS is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of CGMS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CGMS is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CGMS is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CGMS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Capital Group U.S. Multi-Sector Income ETF (CGMS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CGMS, currently valued at 2.51, compared to the broader market0.002.004.002.512.54
The chart of Sortino ratio for CGMS, currently valued at 3.78, compared to the broader market-2.000.002.004.006.008.0010.0012.003.783.40
The chart of Omega ratio for CGMS, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.47
The chart of Calmar ratio for CGMS, currently valued at 6.27, compared to the broader market0.005.0010.0015.006.273.66
The chart of Martin ratio for CGMS, currently valued at 18.66, compared to the broader market0.0020.0040.0060.0080.00100.0018.6616.26
CGMS
^GSPC

The current Capital Group U.S. Multi-Sector Income ETF Sharpe ratio is 2.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Capital Group U.S. Multi-Sector Income ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.51
2.54
CGMS (Capital Group U.S. Multi-Sector Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Capital Group U.S. Multi-Sector Income ETF provided a 5.84% dividend yield over the last twelve months, with an annual payout of $1.61 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$1.61$1.58$0.25

Dividend yield

5.84%5.84%0.97%

Monthly Dividends

The table displays the monthly dividend distributions for Capital Group U.S. Multi-Sector Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.14$0.13$0.13$0.14$0.14$0.12$0.16$0.12$0.11$0.14$0.00$1.31
2023$0.10$0.09$0.15$0.12$0.15$0.12$0.13$0.14$0.13$0.15$0.12$0.17$1.58
2022$0.11$0.14$0.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.74%
-0.88%
CGMS (Capital Group U.S. Multi-Sector Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Capital Group U.S. Multi-Sector Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Capital Group U.S. Multi-Sector Income ETF was 3.79%, occurring on Feb 21, 2023. Recovery took 97 trading sessions.

The current Capital Group U.S. Multi-Sector Income ETF drawdown is 0.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.79%Feb 3, 202312Feb 21, 202397Jul 12, 2023109
-3.62%Jul 14, 202369Oct 19, 202318Nov 14, 202387
-2.35%Dec 14, 202210Dec 28, 20226Jan 6, 202316
-1.92%Mar 28, 202413Apr 16, 202414May 6, 202427
-1.62%Feb 2, 20248Feb 13, 202425Mar 20, 202433

Volatility

Volatility Chart

The current Capital Group U.S. Multi-Sector Income ETF volatility is 1.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.66%
3.96%
CGMS (Capital Group U.S. Multi-Sector Income ETF)
Benchmark (^GSPC)