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CGCB vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGCB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Bond ETF (CGCB) and Vanguard Total Bond Market ETF (BND). 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 0.39% return, which is significantly lower than BND's 0.49% return.


CGCB

1D
0.11%
1M
0.75%
YTD
0.39%
6M
0.57%
1Y
4.33%
3Y*
5Y*
10Y*

BND

1D
0.11%
1M
0.64%
YTD
0.49%
6M
0.57%
1Y
4.23%
3Y*
3.96%
5Y*
0.05%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGCB vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023
CGCB
Capital Group Core Bond ETF
0.39%7.29%1.44%7.25%
BND
Vanguard Total Bond Market ETF
0.49%7.08%1.38%6.84%

Correlation

The correlation between CGCB and BND is 0.97 - 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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2023

0.95

The correlation between CGCB and BND has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

CGCB vs. BND — Risk / Return Rank

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

CGCB
CGCB Risk / Return Rank: 3131
Overall Rank
CGCB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CGCB Sortino Ratio Rank: 3333
Sortino Ratio Rank
CGCB Omega Ratio Rank: 3030
Omega Ratio Rank
CGCB Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGCB Martin Ratio Rank: 3131
Martin Ratio Rank

BND
BND Risk / Return Rank: 3232
Overall Rank
BND Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3333
Sortino Ratio Rank
BND Omega Ratio Rank: 3030
Omega Ratio Rank
BND Calmar Ratio Rank: 3333
Calmar Ratio Rank
BND Martin Ratio Rank: 3232
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. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Bond ETF (CGCB) and Vanguard Total Bond Market ETF (BND). 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.


CGCBBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.19

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.46

1.59

-0.12

Martin ratioReturn relative to average drawdown

4.12

4.52

-0.39

CGCB vs. BND - Sharpe Ratio Comparison

The current CGCB Sharpe Ratio is 1.11, which is comparable to the BND Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CGCB and BND, 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

CGCB vs. BND - Drawdown Comparison

The maximum CGCB drawdown since its inception was -5.17%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for CGCB and BND.


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Drawdown Indicators


CGCBBNDDifference

Max Drawdown

Largest peak-to-trough decline

-5.17%

-18.58%

+13.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-2.68%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-1.49%

-2.15%

+0.66%

Average Drawdown

Average peak-to-trough decline

-1.35%

-3.06%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.94%

+0.11%

Volatility

CGCB vs. BND - Volatility Comparison

Capital Group Core Bond ETF (CGCB) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.08% and 1.08%, 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


CGCBBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.08%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.77%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

3.74%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

6.03%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

5.53%

-0.16%

CGCB vs. BND - Expense Ratio Comparison

CGCB has a 0.27% expense ratio, which is higher than BND'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. BND - Dividend Comparison

CGCB's dividend yield for the trailing twelve months is around 4.21%, more than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
CGCB
Capital Group Core Bond ETF
4.21%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 0.97, CGCB and BND 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.

BND has higher volatility (1.08%) compared to CGCB (1.08%). In terms of maximum drawdown, CGCB dropped -5.17% vs BND's -18.58%.

On 1-year performance, CGCB leads with 4.33% vs 4.23% for BND. On fees, BND 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 4.33% return vs 4.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

CGCB has the higher dividend yield at 4.21%, compared with 3.96% for BND.

CGCB is categorized as Intermediate Core Bond, while BND is Total Bond Market. They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.27% for CGCB and 0.03% for BND.

BND currently has the higher Sharpe Ratio (1.14 vs 1.11), 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.

Portfolio Optimizer

Find the right allocation for CGCB and BND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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