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AMHIX vs. CGMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMHIX vs. CGMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American High-Income Municipal Bond Fund (AMHIX) and Capital Group Municipal Income ETF (CGMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMHIX achieves a 2.36% return, which is significantly higher than CGMU's 1.65% return.


AMHIX

1D
-0.06%
1M
1.77%
YTD
2.36%
6M
2.91%
1Y
7.80%
3Y*
5.91%
5Y*
1.67%
10Y*
3.17%

CGMU

1D
-0.07%
1M
1.15%
YTD
1.65%
6M
1.75%
1Y
6.27%
3Y*
4.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMHIX vs. CGMU - Yearly Performance Comparison


2026 (YTD)2025202420232022
AMHIX
American High-Income Municipal Bond Fund
2.36%5.70%6.19%7.18%6.06%
CGMU
Capital Group Municipal Income ETF
1.65%5.19%2.64%6.76%4.65%

Correlation

The correlation between AMHIX and CGMU is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.68

The correlation between AMHIX and CGMU has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Return for Risk

AMHIX vs. CGMU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMHIX
AMHIX Risk / Return Rank: 7777
Overall Rank
AMHIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AMHIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
AMHIX Omega Ratio Rank: 9191
Omega Ratio Rank
AMHIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
AMHIX Martin Ratio Rank: 5454
Martin Ratio Rank

CGMU
CGMU Risk / Return Rank: 7575
Overall Rank
CGMU Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CGMU Sortino Ratio Rank: 9090
Sortino Ratio Rank
CGMU Omega Ratio Rank: 9393
Omega Ratio Rank
CGMU Calmar Ratio Rank: 5353
Calmar Ratio Rank
CGMU Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMHIX vs. CGMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American High-Income Municipal Bond Fund (AMHIX) and Capital Group Municipal Income ETF (CGMU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMHIXCGMUDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.64

1.59

+0.05

Calmar ratioReturn relative to maximum drawdown

2.89

2.47

+0.42

Martin ratioReturn relative to average drawdown

10.25

7.84

+2.40

AMHIX vs. CGMU - Sharpe Ratio Comparison

The current AMHIX Sharpe Ratio is 2.66, which is comparable to the CGMU Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of AMHIX and CGMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMHIX vs. CGMU - Drawdown Comparison

The maximum AMHIX drawdown since its inception was -21.74%, which is greater than CGMU's maximum drawdown of -4.11%. Use the drawdown chart below to compare losses from any high point for AMHIX and CGMU.


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Drawdown Indicators


AMHIXCGMUDifference

Max Drawdown

Largest peak-to-trough decline

-21.74%

-4.11%

-17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.55%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-6.25%

-3.89%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

Max Drawdown (10Y)

Largest decline over 10 years

-17.81%

Current Drawdown

Current decline from peak

-0.06%

-0.64%

+0.58%

Average Drawdown

Average peak-to-trough decline

-2.12%

-0.84%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.80%

-0.02%

Volatility

AMHIX vs. CGMU - Volatility Comparison

American High-Income Municipal Bond Fund (AMHIX) has a higher volatility of 0.77% compared to Capital Group Municipal Income ETF (CGMU) at 0.62%. This indicates that AMHIX's price experiences larger fluctuations and is considered to be riskier than CGMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMHIXCGMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.62%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

1.73%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

2.28%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

3.46%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

3.46%

+1.07%

AMHIX vs. CGMU - Expense Ratio Comparison

AMHIX has a 0.63% expense ratio, which is higher than CGMU's 0.27% expense ratio.


Dividends

AMHIX vs. CGMU - Dividend Comparison

AMHIX's dividend yield for the trailing twelve months is around 3.88%, more than CGMU's 3.32% yield.


PositionTTM20252024202320222021202020192018201720162015
AMHIX
American High-Income Municipal Bond Fund
3.88%5.26%3.80%3.10%2.53%3.23%3.40%3.46%3.67%4.01%3.55%4.03%
CGMU
Capital Group Municipal Income ETF
3.32%3.32%3.21%3.08%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AMHIX and CGMU have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMHIX has higher volatility (0.77%) compared to CGMU (0.62%). In terms of maximum drawdown, AMHIX dropped -21.74% vs CGMU's -4.11%.

CGMU currently has the higher Sharpe Ratio (2.76 vs 2.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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