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CGCB vs. CGSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGCB and CGSD is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

CGCB vs. CGSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Bond ETF (CGCB) and Capital Group Short Duration Income ETF (CGSD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

CGCB:

5.63%

CGSD:

1.84%

Max Drawdown

CGCB:

-0.50%

CGSD:

-0.15%

Current Drawdown

CGCB:

-0.42%

CGSD:

-0.15%

Returns By Period


CGCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CGSD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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CGCB vs. CGSD - Expense Ratio Comparison

CGCB has a 0.27% expense ratio, which is higher than CGSD's 0.25% 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%.


Risk-Adjusted Performance

CGCB vs. CGSD — Risk-Adjusted Performance Rank

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

CGCB
The Risk-Adjusted Performance Rank of CGCB is 7979
Overall Rank
The Sharpe Ratio Rank of CGCB is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CGCB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CGCB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CGCB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CGCB is 7070
Martin Ratio Rank

CGSD
The Risk-Adjusted Performance Rank of CGSD is 9898
Overall Rank
The Sharpe Ratio Rank of CGSD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of CGSD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CGSD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CGSD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CGSD is 9898
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.

CGCB vs. CGSD - Risk-Adjusted Performance Comparison

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



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Dividends

CGCB vs. CGSD - Dividend Comparison

CGCB's dividend yield for the trailing twelve months is around 4.07%, less than CGSD's 4.57% yield.


TTM202420232022
CGCB
Capital Group Core Bond ETF
4.07%0.00%0.00%0.00%
CGSD
Capital Group Short Duration Income ETF
4.57%0.00%0.00%0.00%

Drawdowns

CGCB vs. CGSD - Drawdown Comparison

The maximum CGCB drawdown since its inception was -0.50%, which is greater than CGSD's maximum drawdown of -0.15%. Use the drawdown chart below to compare losses from any high point for CGCB and CGSD. For additional features, visit the drawdowns tool.


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Volatility

CGCB vs. CGSD - Volatility Comparison


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