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CGBL vs. SCHA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGBL and SCHA is 0.77, 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.


Performance

CGBL vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Balanced ETF (CGBL) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
27.75%
14.57%
CGBL
SCHA

Key characteristics

Sharpe Ratio

CGBL:

0.94

SCHA:

0.02

Sortino Ratio

CGBL:

1.36

SCHA:

0.20

Omega Ratio

CGBL:

1.19

SCHA:

1.03

Calmar Ratio

CGBL:

1.07

SCHA:

0.02

Martin Ratio

CGBL:

4.39

SCHA:

0.06

Ulcer Index

CGBL:

2.83%

SCHA:

8.78%

Daily Std Dev

CGBL:

13.28%

SCHA:

23.65%

Max Drawdown

CGBL:

-11.66%

SCHA:

-42.41%

Current Drawdown

CGBL:

-4.20%

SCHA:

-17.57%

Returns By Period

In the year-to-date period, CGBL achieves a -0.24% return, which is significantly higher than SCHA's -10.28% return.


CGBL

YTD

-0.24%

1M

6.73%

6M

0.31%

1Y

10.56%

5Y*

N/A

10Y*

N/A

SCHA

YTD

-10.28%

1M

9.25%

6M

-10.69%

1Y

-1.69%

5Y*

11.77%

10Y*

7.07%

*Annualized

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CGBL vs. SCHA - Expense Ratio Comparison

CGBL has a 0.33% expense ratio, which is higher than SCHA's 0.04% expense ratio.


Risk-Adjusted Performance

CGBL vs. SCHA — Risk-Adjusted Performance Rank

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

CGBL
The Risk-Adjusted Performance Rank of CGBL is 7878
Overall Rank
The Sharpe Ratio Rank of CGBL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CGBL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of CGBL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of CGBL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of CGBL is 8181
Martin Ratio Rank

SCHA
The Risk-Adjusted Performance Rank of SCHA is 1818
Overall Rank
The Sharpe Ratio Rank of SCHA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHA is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SCHA is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SCHA is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SCHA is 1717
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.

CGBL vs. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Balanced ETF (CGBL) and Schwab U.S. Small-Cap ETF (SCHA). 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.


The current CGBL Sharpe Ratio is 0.94, which is higher than the SCHA Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of CGBL and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.94
0.02
CGBL
SCHA

Dividends

CGBL vs. SCHA - Dividend Comparison

CGBL's dividend yield for the trailing twelve months is around 1.99%, more than SCHA's 1.69% yield.


TTM20242023202220212020201920182017201620152014
CGBL
Capital Group Core Balanced ETF
1.99%1.93%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHA
Schwab U.S. Small-Cap ETF
1.69%1.51%1.42%1.37%1.19%1.05%1.39%1.62%1.24%1.50%1.48%1.45%

Drawdowns

CGBL vs. SCHA - Drawdown Comparison

The maximum CGBL drawdown since its inception was -11.66%, smaller than the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for CGBL and SCHA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.20%
-17.57%
CGBL
SCHA

Volatility

CGBL vs. SCHA - Volatility Comparison

The current volatility for Capital Group Core Balanced ETF (CGBL) is 7.17%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 11.91%. This indicates that CGBL experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.17%
11.91%
CGBL
SCHA