CGBL vs. SCHA
Compare and contrast key facts about Capital Group Core Balanced ETF (CGBL) and Schwab U.S. Small-Cap ETF (SCHA).
CGBL and SCHA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGBL is an actively managed fund by Capital Group. It was launched on Sep 26, 2023. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGBL or SCHA.
Performance
CGBL vs. SCHA - Performance Comparison
Returns By Period
In the year-to-date period, CGBL achieves a 17.18% return, which is significantly lower than SCHA's 19.43% return.
CGBL
17.18%
0.99%
9.06%
23.77%
N/A
N/A
SCHA
19.43%
8.87%
17.03%
34.96%
11.02%
9.64%
Key characteristics
| CGBL | SCHA | |
|---|---|---|
| Sharpe Ratio | 2.54 | 1.80 |
| Sortino Ratio | 3.53 | 2.54 |
| Omega Ratio | 1.47 | 1.31 |
| Calmar Ratio | 4.02 | 1.67 |
| Martin Ratio | 16.66 | 10.21 |
| Ulcer Index | 1.43% | 3.42% |
| Daily Std Dev | 9.39% | 19.45% |
| Max Drawdown | -5.93% | -42.41% |
| Current Drawdown | -1.16% | -0.64% |
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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.
Correlation
The correlation between CGBL and SCHA 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.
Risk-Adjusted Performance
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.
Dividends
CGBL vs. SCHA - Dividend Comparison
CGBL's dividend yield for the trailing twelve months is around 1.67%, more than SCHA's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBL Capital Group Core Balanced ETF | 1.67% | 0.48% | 0.00% | 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 | 1.21% | 1.74% | 1.74% | 2.17% | 1.65% | 1.39% | 2.91% | 2.01% | 2.62% | 1.93% | 1.83% | 2.28% |
Drawdowns
CGBL vs. SCHA - Drawdown Comparison
The maximum CGBL drawdown since its inception was -5.93%, 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.
Volatility
CGBL vs. SCHA - Volatility Comparison
The current volatility for Capital Group Core Balanced ETF (CGBL) is 2.81%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 6.92%. 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.