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

Correlation

The correlation between CGMS and GLDM is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CGMS vs. GLDM - 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 SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
23.81%
98.24%
CGMS
GLDM

Key characteristics

Sharpe Ratio

CGMS:

1.48

GLDM:

2.52

Sortino Ratio

CGMS:

2.11

GLDM:

3.33

Omega Ratio

CGMS:

1.29

GLDM:

1.43

Calmar Ratio

CGMS:

1.82

GLDM:

5.21

Martin Ratio

CGMS:

8.06

GLDM:

14.33

Ulcer Index

CGMS:

0.92%

GLDM:

2.94%

Daily Std Dev

CGMS:

5.00%

GLDM:

16.78%

Max Drawdown

CGMS:

-4.08%

GLDM:

-21.63%

Current Drawdown

CGMS:

-1.20%

GLDM:

-3.51%

Returns By Period

In the year-to-date period, CGMS achieves a 0.89% return, which is significantly lower than GLDM's 25.87% return.


CGMS

YTD

0.89%

1M

-0.56%

6M

1.68%

1Y

7.89%

5Y*

N/A

10Y*

N/A

GLDM

YTD

25.87%

1M

9.47%

6M

20.40%

1Y

41.49%

5Y*

13.71%

10Y*

N/A

*Annualized

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CGMS vs. GLDM - Expense Ratio Comparison

CGMS has a 0.39% expense ratio, which is higher than GLDM's 0.18% expense ratio.


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%
Expense ratio chart for GLDM: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLDM: 0.18%

Risk-Adjusted Performance

CGMS vs. GLDM — 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

GLDM
The Risk-Adjusted Performance Rank of GLDM is 9696
Overall Rank
The Sharpe Ratio Rank of GLDM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 9696
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. GLDM - 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 SPDR Gold MiniShares Trust (GLDM). 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
GLDM: 2.52
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
GLDM: 3.33
The chart of Omega ratio for CGMS, currently valued at 1.29, compared to the broader market0.501.001.502.00
CGMS: 1.29
GLDM: 1.43
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
GLDM: 5.21
The chart of Martin ratio for CGMS, currently valued at 8.06, compared to the broader market0.0020.0040.0060.00
CGMS: 8.06
GLDM: 14.33

The current CGMS Sharpe Ratio is 1.48, which is lower than the GLDM Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of CGMS and GLDM, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.48
2.52
CGMS
GLDM

Dividends

CGMS vs. GLDM - Dividend Comparison

CGMS's dividend yield for the trailing twelve months is around 5.84%, while GLDM has not paid dividends to shareholders.


TTM202420232022
CGMS
Capital Group U.S. Multi-Sector Income ETF
5.84%5.91%5.84%0.97%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%

Drawdowns

CGMS vs. GLDM - Drawdown Comparison

The maximum CGMS drawdown since its inception was -4.08%, smaller than the maximum GLDM drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for CGMS and GLDM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.20%
-3.51%
CGMS
GLDM

Volatility

CGMS vs. GLDM - Volatility Comparison

The current volatility for Capital Group U.S. Multi-Sector Income ETF (CGMS) is 3.05%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 8.21%. This indicates that CGMS experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
3.05%
8.21%
CGMS
GLDM