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

Performance

CGMS vs. FEQIX - 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 Fidelity Equity-Income Fund (FEQIX). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.14%
31.59%
CGMS
FEQIX

Returns By Period

In the year-to-date period, CGMS achieves a 6.74% return, which is significantly lower than FEQIX's 21.03% return.


CGMS

YTD

6.74%

1M

0.19%

6M

4.59%

1Y

11.67%

5Y (annualized)

N/A

10Y (annualized)

N/A

FEQIX

YTD

21.03%

1M

2.06%

6M

10.57%

1Y

24.20%

5Y (annualized)

7.42%

10Y (annualized)

5.60%

Key characteristics


CGMSFEQIX
Sharpe Ratio2.402.47
Sortino Ratio3.613.42
Omega Ratio1.461.45
Calmar Ratio5.992.55
Martin Ratio17.7417.48
Ulcer Index0.65%1.41%
Daily Std Dev4.80%9.96%
Max Drawdown-3.79%-62.07%
Current Drawdown-0.96%0.00%

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CGMS vs. FEQIX - Expense Ratio Comparison

CGMS has a 0.39% expense ratio, which is lower than FEQIX's 0.57% expense ratio.


FEQIX
Fidelity Equity-Income Fund
Expense ratio chart for FEQIX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for CGMS: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Correlation

-0.50.00.51.00.4

The correlation between CGMS and FEQIX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

CGMS vs. FEQIX - 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 Fidelity Equity-Income Fund (FEQIX). 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.


Sharpe ratio
The chart of Sharpe ratio for CGMS, currently valued at 2.40, compared to the broader market0.002.004.002.402.47
The chart of Sortino ratio for CGMS, currently valued at 3.61, compared to the broader market-2.000.002.004.006.008.0010.0012.003.613.42
The chart of Omega ratio for CGMS, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.45
The chart of Calmar ratio for CGMS, currently valued at 5.99, compared to the broader market0.005.0010.0015.005.995.15
The chart of Martin ratio for CGMS, currently valued at 17.74, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.7417.48
CGMS
FEQIX

The current CGMS Sharpe Ratio is 2.40, which is comparable to the FEQIX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of CGMS and FEQIX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.40
2.47
CGMS
FEQIX

Dividends

CGMS vs. FEQIX - Dividend Comparison

CGMS's dividend yield for the trailing twelve months is around 5.85%, more than FEQIX's 1.53% yield.


TTM20232022202120202019201820172016201520142013
CGMS
Capital Group U.S. Multi-Sector Income ETF
5.85%5.84%0.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FEQIX
Fidelity Equity-Income Fund
1.53%1.78%1.93%1.55%1.50%1.82%2.73%2.03%2.37%7.35%8.14%2.18%

Drawdowns

CGMS vs. FEQIX - Drawdown Comparison

The maximum CGMS drawdown since its inception was -3.79%, smaller than the maximum FEQIX drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for CGMS and FEQIX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.96%
0
CGMS
FEQIX

Volatility

CGMS vs. FEQIX - Volatility Comparison

The current volatility for Capital Group U.S. Multi-Sector Income ETF (CGMS) is 1.67%, while Fidelity Equity-Income Fund (FEQIX) has a volatility of 3.25%. This indicates that CGMS experiences smaller price fluctuations and is considered to be less risky than FEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
1.67%
3.25%
CGMS
FEQIX