CGMS vs. BLUI

Last updated Jun 4, 2026

CGMS (Capital Group U.S. Multi-Sector Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. A 0.76 correlation means they provide meaningful diversification when combined. CGMS charges 0.39%/yr vs 0.75%/yr for BLUI.

Performance

CGMS vs. BLUI - 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 Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGMS achieves a 1.54% return, which is significantly lower than BLUI's 3.27% return.

CGMS

• 1D: -0.25%
• 1M: 0.56%
• YTD: 1.54%
• 6M: 1.68%
• 1Y: 7.10%
• 3Y*: 7.92%
• 5Y*: —
• 10Y*: —

BLUI

• 1D: -0.19%
• 1M: 0.02%
• YTD: 3.27%
• 6M: 3.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGMS vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
CGMS Capital Group U.S. Multi-Sector Income ETF	1.54%	4.28%
BLUI Bluemonte Diversified Income ETF	3.27%	3.80%

Correlation

The correlation between CGMS and BLUI is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.76

CGMS vs. BLUI - Sectors Allocation Comparison

Sectors	CGMS	BLUI
Real Estate	91.8%	51.0%
Technology	8.2%	0.6%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	0.3%
Consumer Defensive	-	-
Energy	-	46.7%
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Utilities	-	1.5%

Return for Risk

CGMS vs. BLUI — Risk / Return Rank

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

CGMS

CGMS Risk / Return Rank: 63
CGMS Sharpe Ratio Rank: 60
CGMS Sortino Ratio Rank: 67
CGMS Omega Ratio Rank: 64
CGMS Calmar Ratio Rank: 57
CGMS Martin Ratio Rank: 69

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.

CGMS vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Multi-Sector Income ETF (CGMS) and Bluemonte Diversified Income ETF (BLUI). 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.

	CGMS	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	2.08	—	—
Sortino ratio: Return per unit of downside risk	3.14	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	2.88	—	—
Martin ratio: Return relative to average drawdown	12.89	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CGMS	BLUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.66	1.97	-0.31

Drawdowns

CGMS vs. BLUI - Drawdown Comparison

The maximum CGMS drawdown since its inception was -4.08%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for CGMS and BLUI.

Drawdown Indicators

	CGMS	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-4.08%	-2.43%	-1.65%
Max Drawdown (1Y) Largest decline over 1 year	-2.47%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-4.08%	—	—
Current Drawdown Current decline from peak	-0.25%	-0.43%	+0.18%
Average Drawdown Average peak-to-trough decline	-0.67%	-0.37%	-0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	—	—

Volatility

Volatility by Period

	CGMS	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.43%	3.89%	-0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.13%	3.89%	+1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.13%	3.89%	+1.24%

CGMS vs. BLUI - Expense Ratio Comparison

CGMS has a 0.39% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

CGMS vs. BLUI - Dividend Comparison

CGMS's dividend yield for the trailing twelve months is around 6.09%, more than BLUI's 4.72% yield.

Position	TTM	2025	2024	2023	2022
BLUI Bluemonte Diversified Income ETF	4.72%	2.91%	0.00%	0.00%	0.00%
CGMS Capital Group U.S. Multi-Sector Income ETF	6.09%	6.00%	5.91%	5.84%	0.97%

Frequently Asked Questions

Can I hold both CGMS and BLUI in my portfolio?

CGMS and BLUI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CGMS or BLUI?

On fees, CGMS is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CGMS or BLUI?

CGMS is cheaper with a 0.39% expense ratio, compared with 0.75% for BLUI.

Which ETF pays a higher dividend yield, CGMS or BLUI?

CGMS has the higher dividend yield at 6.09%, compared with 4.72% for BLUI.

What is the main difference between CGMS and BLUI?

They also come from different issuers: Capital Group and Bluemonte. Their fees differ too: 0.39% for CGMS and 0.75% for BLUI.