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

Correlation

The correlation between CGMS and ICMUX is 0.38, 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: 0.4

Performance

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

20.00%21.00%22.00%23.00%24.00%25.00%26.00%27.00%NovemberDecember2025FebruaryMarchApril
23.95%
25.05%
CGMS
ICMUX

Key characteristics

Sharpe Ratio

CGMS:

1.57

ICMUX:

3.38

Sortino Ratio

CGMS:

2.23

ICMUX:

4.59

Omega Ratio

CGMS:

1.31

ICMUX:

1.89

Calmar Ratio

CGMS:

1.92

ICMUX:

2.80

Martin Ratio

CGMS:

8.51

ICMUX:

13.02

Ulcer Index

CGMS:

0.92%

ICMUX:

0.67%

Daily Std Dev

CGMS:

4.99%

ICMUX:

2.58%

Max Drawdown

CGMS:

-4.08%

ICMUX:

-8.76%

Current Drawdown

CGMS:

-1.09%

ICMUX:

-1.34%

Returns By Period

In the year-to-date period, CGMS achieves a 1.00% return, which is significantly higher than ICMUX's 0.67% return.


CGMS

YTD

1.00%

1M

-0.40%

6M

1.75%

1Y

7.60%

5Y*

N/A

10Y*

N/A

ICMUX

YTD

0.67%

1M

-0.64%

6M

2.11%

1Y

8.70%

5Y*

8.44%

10Y*

4.98%

*Annualized

Compare stocks, funds, or ETFs

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CGMS vs. ICMUX - Expense Ratio Comparison

CGMS has a 0.39% expense ratio, which is lower than ICMUX's 0.91% expense ratio.


Expense ratio chart for ICMUX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICMUX: 0.91%
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. ICMUX — 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 9191
Overall Rank
The Sharpe Ratio Rank of CGMS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CGMS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of CGMS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of CGMS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CGMS is 9191
Martin Ratio Rank

ICMUX
The Risk-Adjusted Performance Rank of ICMUX is 9696
Overall Rank
The Sharpe Ratio Rank of ICMUX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ICMUX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ICMUX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ICMUX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ICMUX is 9595
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. ICMUX - 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 Intrepid Income Fund (ICMUX). 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 1.57, compared to the broader market-1.000.001.002.003.004.00
CGMS: 1.57
ICMUX: 3.38
The chart of Sortino ratio for CGMS, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.00
CGMS: 2.23
ICMUX: 4.59
The chart of Omega ratio for CGMS, currently valued at 1.31, compared to the broader market0.501.001.502.002.50
CGMS: 1.31
ICMUX: 1.89
The chart of Calmar ratio for CGMS, currently valued at 1.92, compared to the broader market0.002.004.006.008.0010.0012.00
CGMS: 1.92
ICMUX: 2.80
The chart of Martin ratio for CGMS, currently valued at 8.51, compared to the broader market0.0020.0040.0060.00
CGMS: 8.51
ICMUX: 13.02

The current CGMS Sharpe Ratio is 1.57, which is lower than the ICMUX Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of CGMS and ICMUX, 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 Ratio1.002.003.004.005.006.007.00NovemberDecember2025FebruaryMarchApril
1.57
3.38
CGMS
ICMUX

Dividends

CGMS vs. ICMUX - Dividend Comparison

CGMS's dividend yield for the trailing twelve months is around 5.84%, less than ICMUX's 8.10% 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%
ICMUX
Intrepid Income Fund
8.10%7.86%9.06%8.19%5.98%5.56%3.34%3.07%2.87%3.01%3.53%3.34%

Drawdowns

CGMS vs. ICMUX - Drawdown Comparison

The maximum CGMS drawdown since its inception was -4.08%, smaller than the maximum ICMUX drawdown of -8.76%. Use the drawdown chart below to compare losses from any high point for CGMS and ICMUX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.09%
-1.34%
CGMS
ICMUX

Volatility

CGMS vs. ICMUX - Volatility Comparison

Capital Group U.S. Multi-Sector Income ETF (CGMS) has a higher volatility of 3.04% compared to Intrepid Income Fund (ICMUX) at 1.76%. This indicates that CGMS's price experiences larger fluctuations and is considered to be riskier than ICMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.04%
1.76%
CGMS
ICMUX