CGMS vs. ICMUX
Compare and contrast key facts about Capital Group U.S. Multi-Sector Income ETF (CGMS) and Intrepid Income Fund (ICMUX).
CGMS is an actively managed fund by Capital Group. It was launched on Oct 25, 2022. ICMUX is managed by Intrepid Funds. It was launched on Jul 1, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGMS or ICMUX.
Key characteristics
| CGMS | ICMUX | |
|---|---|---|
| YTD Return | 6.66% | 8.51% |
| 1Y Return | 13.44% | 11.96% |
| Sharpe Ratio | 2.70 | 5.69 |
| Sortino Ratio | 4.15 | 8.88 |
| Omega Ratio | 1.54 | 2.87 |
| Calmar Ratio | 6.98 | 10.88 |
| Martin Ratio | 21.50 | 54.28 |
| Ulcer Index | 0.62% | 0.22% |
| Daily Std Dev | 4.96% | 2.10% |
| Max Drawdown | -3.79% | -8.77% |
| Current Drawdown | -1.03% | -0.55% |
Correlation
The correlation between CGMS and ICMUX is 0.47, 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.
Performance
CGMS vs. ICMUX - Performance Comparison
In the year-to-date period, CGMS achieves a 6.66% return, which is significantly lower than ICMUX's 8.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
CGMS vs. ICMUX - Dividend Comparison
CGMS's dividend yield for the trailing twelve months is around 5.85%, less than ICMUX's 7.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ICMUX Intrepid Income Fund | 7.24% | 9.06% | 8.19% | 5.98% | 5.56% | 3.34% | 3.07% | 2.87% | 3.01% | 3.53% | 3.34% | 2.91% |
Drawdowns
CGMS vs. ICMUX - Drawdown Comparison
The maximum CGMS drawdown since its inception was -3.79%, smaller than the maximum ICMUX drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for CGMS and ICMUX. For additional features, visit the drawdowns tool.
Volatility
CGMS vs. ICMUX - Volatility Comparison
Capital Group U.S. Multi-Sector Income ETF (CGMS) has a higher volatility of 1.77% compared to Intrepid Income Fund (ICMUX) at 1.07%. 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.