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CGCB vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGCB vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Bond ETF (CGCB) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGCB achieves a 0.05% return, which is significantly higher than BIV's -0.24% return.


CGCB

1D
-0.19%
1M
0.18%
YTD
0.05%
6M
0.01%
1Y
5.06%
3Y*
5Y*
10Y*

BIV

1D
-0.22%
1M
0.04%
YTD
-0.24%
6M
-0.48%
1Y
4.80%
3Y*
4.27%
5Y*
0.25%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGCB vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023
CGCB
Capital Group Core Bond ETF
0.05%7.29%1.44%6.80%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%6.92%

Correlation

The correlation between CGCB and BIV is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2023

0.94

The correlation between CGCB and BIV has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

CGCB vs. BIV — Risk / Return Rank

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

CGCB
CGCB Risk / Return Rank: 3535
Overall Rank
CGCB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGCB Sortino Ratio Rank: 3737
Sortino Ratio Rank
CGCB Omega Ratio Rank: 3333
Omega Ratio Rank
CGCB Calmar Ratio Rank: 3535
Calmar Ratio Rank
CGCB Martin Ratio Rank: 3434
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3131
Overall Rank
BIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIV Omega Ratio Rank: 3030
Omega Ratio Rank
BIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
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.

CGCB vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Bond ETF (CGCB) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


CGCBBIVDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.71

1.52

+0.19

Martin ratioReturn relative to average drawdown

5.16

4.60

+0.57

CGCB vs. BIV - Sharpe Ratio Comparison

The current CGCB Sharpe Ratio is 1.29, which is comparable to the BIV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CGCB and BIV, 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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Sharpe Ratios by Period


CGCBBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.19

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.65

+0.44

Drawdowns

CGCB vs. BIV - Drawdown Comparison

The maximum CGCB drawdown since its inception was -5.17%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for CGCB and BIV.


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Drawdown Indicators


CGCBBIVDifference

Max Drawdown

Largest peak-to-trough decline

-5.17%

-18.95%

+13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-3.18%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.83%

-2.04%

+0.21%

Average Drawdown

Average peak-to-trough decline

-1.34%

-3.39%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.05%

-0.07%

Volatility

CGCB vs. BIV - Volatility Comparison

Capital Group Core Bond ETF (CGCB) and Vanguard Intermediate-Term Bond Index ETF (BIV) have volatilities of 1.32% and 1.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGCBBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.36%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.90%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

4.06%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.39%

6.40%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

5.50%

-0.11%

CGCB vs. BIV - Expense Ratio Comparison

CGCB has a 0.27% expense ratio, which is higher than BIV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CGCB vs. BIV - Dividend Comparison

CGCB's dividend yield for the trailing twelve months is around 4.22%, which matches BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
CGCB
Capital Group Core Bond ETF
4.22%4.22%3.99%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, CGCB and BIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BIV has higher volatility (1.36%) compared to CGCB (1.32%). In terms of maximum drawdown, CGCB dropped -5.17% vs BIV's -18.95%.

On 1-year performance, CGCB leads with 5.06% vs 4.80% for BIV. On fees, BIV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CGCB has performed better with a 5.06% return vs 4.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.27% for CGCB.

CGCB and BIV have nearly identical dividend yields, around 4.22%.

They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.27% for CGCB and 0.03% for BIV.

CGCB currently has the higher Sharpe Ratio (1.29 vs 1.19), 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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