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CGMS vs. ABNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGMS and ABNDX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

CGMS vs. ABNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Multi-Sector Income ETF (CGMS) and American Funds The Bond Fund of America (ABNDX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.81%
11.35%
CGMS
ABNDX

Key characteristics

Sharpe Ratio

CGMS:

1.48

ABNDX:

1.30

Sortino Ratio

CGMS:

2.11

ABNDX:

1.92

Omega Ratio

CGMS:

1.29

ABNDX:

1.23

Calmar Ratio

CGMS:

1.82

ABNDX:

0.43

Martin Ratio

CGMS:

8.06

ABNDX:

3.18

Ulcer Index

CGMS:

0.92%

ABNDX:

2.17%

Daily Std Dev

CGMS:

5.00%

ABNDX:

5.33%

Max Drawdown

CGMS:

-4.08%

ABNDX:

-20.29%

Current Drawdown

CGMS:

-1.20%

ABNDX:

-9.53%

Returns By Period

In the year-to-date period, CGMS achieves a 0.89% return, which is significantly lower than ABNDX's 2.40% return.


CGMS

YTD

0.89%

1M

-0.56%

6M

1.68%

1Y

7.89%

5Y*

N/A

10Y*

N/A

ABNDX

YTD

2.40%

1M

0.62%

6M

1.93%

1Y

7.59%

5Y*

-1.12%

10Y*

1.10%

*Annualized

Compare stocks, funds, or ETFs

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CGMS vs. ABNDX - Expense Ratio Comparison

CGMS has a 0.39% expense ratio, which is lower than ABNDX's 0.55% expense ratio.


Expense ratio chart for ABNDX: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ABNDX: 0.55%
Expense ratio chart for CGMS: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CGMS: 0.39%

Risk-Adjusted Performance

CGMS vs. ABNDX — Risk-Adjusted Performance Rank

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

CGMS
The Risk-Adjusted Performance Rank of CGMS is 9090
Overall Rank
The Sharpe Ratio Rank of CGMS is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of CGMS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CGMS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CGMS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CGMS is 9090
Martin Ratio Rank

ABNDX
The Risk-Adjusted Performance Rank of ABNDX is 7676
Overall Rank
The Sharpe Ratio Rank of ABNDX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ABNDX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ABNDX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ABNDX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ABNDX is 7373
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.

CGMS vs. ABNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Multi-Sector Income ETF (CGMS) and American Funds The Bond Fund of America (ABNDX). 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.


The chart of Sharpe ratio for CGMS, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.00
CGMS: 1.48
ABNDX: 1.30
The chart of Sortino ratio for CGMS, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.00
CGMS: 2.11
ABNDX: 1.92
The chart of Omega ratio for CGMS, currently valued at 1.29, compared to the broader market0.501.001.502.002.50
CGMS: 1.29
ABNDX: 1.23
The chart of Calmar ratio for CGMS, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.0012.00
CGMS: 1.82
ABNDX: 1.41
The chart of Martin ratio for CGMS, currently valued at 8.06, compared to the broader market0.0020.0040.0060.00
CGMS: 8.06
ABNDX: 3.18

The current CGMS Sharpe Ratio is 1.48, which is comparable to the ABNDX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of CGMS and ABNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.48
1.30
CGMS
ABNDX

Dividends

CGMS vs. ABNDX - Dividend Comparison

CGMS's dividend yield for the trailing twelve months is around 5.84%, more than ABNDX's 4.25% yield.


TTM20242023202220212020201920182017201620152014
CGMS
Capital Group U.S. Multi-Sector Income ETF
5.84%5.91%5.84%0.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABNDX
American Funds The Bond Fund of America
4.25%4.29%3.57%2.71%1.62%5.03%3.66%2.38%1.84%1.55%2.01%2.13%

Drawdowns

CGMS vs. ABNDX - Drawdown Comparison

The maximum CGMS drawdown since its inception was -4.08%, smaller than the maximum ABNDX drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for CGMS and ABNDX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.20%
-1.38%
CGMS
ABNDX

Volatility

CGMS vs. ABNDX - Volatility Comparison

Capital Group U.S. Multi-Sector Income ETF (CGMS) has a higher volatility of 3.05% compared to American Funds The Bond Fund of America (ABNDX) at 2.22%. This indicates that CGMS's price experiences larger fluctuations and is considered to be riskier than ABNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.05%
2.22%
CGMS
ABNDX