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CGCB vs. VTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGCB vs. VTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Bond ETF (CGCB) and Vanguard Total Treasury ETF (VTG). 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 VTG's -0.11% return.


CGCB

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

VTG

1D
-0.17%
1M
0.11%
YTD
-0.11%
6M
-0.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGCB vs. VTG - Yearly Performance Comparison


2026 (YTD)2025
CGCB
Capital Group Core Bond ETF
0.05%3.49%
VTG
Vanguard Total Treasury ETF
-0.11%2.88%

Correlation

The correlation between CGCB and VTG is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.95

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Return for Risk

CGCB vs. VTG — 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

VTG
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. VTG - Risk-Adjusted Trends Comparison

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


CGCBVTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.71

Martin ratioReturn relative to average drawdown

5.16

CGCB vs. VTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGCBVTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.88

+0.20

Drawdowns

CGCB vs. VTG - Drawdown Comparison

The maximum CGCB drawdown since its inception was -5.17%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for CGCB and VTG.


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Drawdown Indicators


CGCBVTGDifference

Max Drawdown

Largest peak-to-trough decline

-5.17%

-2.89%

-2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

Current Drawdown

Current decline from peak

-1.83%

-1.89%

+0.06%

Average Drawdown

Average peak-to-trough decline

-1.34%

-0.73%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

Volatility

CGCB vs. VTG - Volatility Comparison


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Volatility by Period


CGCBVTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

3.51%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.39%

3.51%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

3.51%

+1.88%

CGCB vs. VTG - Expense Ratio Comparison

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

CGCB's dividend yield for the trailing twelve months is around 4.22%, more than VTG's 3.21% yield.


PositionTTM202520242023
CGCB
Capital Group Core Bond ETF
4.22%4.22%3.99%0.95%
VTG
Vanguard Total Treasury ETF
3.21%1.65%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, CGCB and VTG 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.

On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

CGCB has the higher dividend yield at 4.22%, compared with 3.21% for VTG.

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

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