BBBS vs. CGSD

Last updated Apr 2, 2026

Compare and contrast key facts about Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and Capital Group Short Duration Income ETF (CGSD).

BBBS and CGSD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBBS is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg U.S. Corporate BBB 1-5 Year Index. It was launched on Jan 23, 2024. CGSD is an actively managed fund by Capital Group. It was launched on Oct 25, 2022.

Performance

BBBS vs. CGSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and Capital Group Short Duration Income ETF (CGSD). The values are adjusted to include any dividend payments, if applicable.

BBBS vs. CGSD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BBBS Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF	0.13%	6.67%	4.96%
CGSD Capital Group Short Duration Income ETF	0.21%	6.11%	5.01%

Returns By Period

In the year-to-date period, BBBS achieves a 0.13% return, which is significantly lower than CGSD's 0.21% return.

BBBS

• 1D: 0.06%
• 1M: -0.64%
• YTD: 0.13%
• 6M: 1.09%
• 1Y: 4.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CGSD

• 1D: 0.08%
• 1M: -0.52%
• YTD: 0.21%
• 6M: 1.37%
• 1Y: 4.52%
• 3Y*: 5.04%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBBS vs. CGSD - Expense Ratio Comparison

BBBS has a 0.19% expense ratio, which is lower than CGSD's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

CGSD

Capital Group Short Duration Income ETF

BBBS

Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF

Return for Risk

BBBS vs. CGSD — Risk / Return Rank

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

BBBS

BBBS Risk / Return Rank: 93
BBBS Sharpe Ratio Rank: 92
BBBS Sortino Ratio Rank: 95
BBBS Omega Ratio Rank: 94
BBBS Calmar Ratio Rank: 91
BBBS Martin Ratio Rank: 91

CGSD

CGSD Risk / Return Rank: 96
CGSD Sharpe Ratio Rank: 96
CGSD Sortino Ratio Rank: 98
CGSD Omega Ratio Rank: 97
CGSD Calmar Ratio Rank: 95
CGSD Martin Ratio Rank: 97

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.

BBBS vs. CGSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and Capital Group Short Duration Income ETF (CGSD). 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.

	BBBS	CGSD	Difference
Sharpe ratio Return per unit of total volatility	2.16	2.70	-0.54
Sortino ratio Return per unit of downside risk	3.20	4.17	-0.97
Omega ratio Gain probability vs. loss probability	1.45	1.57	-0.12
Calmar ratio Return relative to maximum drawdown	3.40	4.10	-0.70
Martin ratio Return relative to average drawdown	13.34	19.09	-5.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBBS vs. CGSD - Sharpe Ratio Comparison

The current BBBS Sharpe Ratio is 2.16, which is comparable to the CGSD Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of BBBS and CGSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBBS	CGSD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	2.70	-0.54
Sharpe Ratio (All Time) Calculated using the full available price history	2.38	2.43	-0.04

Correlation

The correlation between BBBS and CGSD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BBBS vs. CGSD - Dividend Comparison

BBBS's dividend yield for the trailing twelve months is around 4.58%, more than CGSD's 4.48% yield.

	TTM	2025	2024	2023	2022
BBBS Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF	4.58%	4.55%	4.31%	0.00%	0.00%
CGSD Capital Group Short Duration Income ETF	4.48%	4.48%	4.57%	4.43%	0.64%

Drawdowns

BBBS vs. CGSD - Drawdown Comparison

The maximum BBBS drawdown since its inception was -1.45%, smaller than the maximum CGSD drawdown of -1.75%. Use the drawdown chart below to compare losses from any high point for BBBS and CGSD.

Drawdown Indicators

	BBBS	CGSD	Difference
Max Drawdown Largest peak-to-trough decline	-1.45%	-1.75%	+0.30%
Max Drawdown (1Y) Largest decline over 1 year	-1.45%	-1.11%	-0.34%
Current Drawdown Current decline from peak	-0.83%	-0.60%	-0.23%
Average Drawdown Average peak-to-trough decline	-0.27%	-0.29%	+0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.37%	0.24%	+0.13%

Volatility

BBBS vs. CGSD - Volatility Comparison

Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) has a higher volatility of 0.98% compared to Capital Group Short Duration Income ETF (CGSD) at 0.64%. This indicates that BBBS's price experiences larger fluctuations and is considered to be riskier than CGSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBBS	CGSD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.98%	0.64%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	1.32%	0.96%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	2.25%	1.68%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.27%	2.19%	+0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.27%	2.19%	+0.08%