CGMS vs. LVHI
Compare and contrast key facts about Capital Group U.S. Multi-Sector Income ETF (CGMS) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
CGMS and LVHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGMS is an actively managed fund by Capital Group. It was launched on Oct 25, 2022. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Performance
CGMS vs. LVHI - Performance Comparison
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CGMS vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CGMS Capital Group U.S. Multi-Sector Income ETF | -0.02% | 7.52% | 7.24% | 11.51% | 2.61% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 10.97% | 27.12% | 14.81% | 17.45% | 6.20% |
Returns By Period
In the year-to-date period, CGMS achieves a -0.02% return, which is significantly lower than LVHI's 10.97% return.
CGMS
- 1D
- 0.22%
- 1M
- -0.94%
- YTD
- -0.02%
- 6M
- 0.95%
- 1Y
- 5.93%
- 3Y*
- 7.41%
- 5Y*
- —
- 10Y*
- —
LVHI
- 1D
- 0.39%
- 1M
- -0.90%
- YTD
- 10.97%
- 6M
- 19.61%
- 1Y
- 32.28%
- 3Y*
- 21.53%
- 5Y*
- 16.29%
- 10Y*
- —
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CGMS vs. LVHI - Expense Ratio Comparison
CGMS has a 0.39% expense ratio, which is lower than LVHI's 0.40% expense ratio.
Return for Risk
CGMS vs. LVHI — Risk / Return Rank
CGMS
LVHI
CGMS vs. LVHI - 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 Legg Mason International Low Volatility High Dividend ETF (LVHI). 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 | LVHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 2.44 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.87 | 3.13 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.54 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 3.00 | -1.36 |
Martin ratioReturn relative to average drawdown | 7.19 | 15.25 | -8.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGMS | LVHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.44 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.63 | 0.82 | +0.81 |
Correlation
The correlation between CGMS and LVHI is 0.36, 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.
Dividends
CGMS vs. LVHI - Dividend Comparison
CGMS's dividend yield for the trailing twelve months is around 5.93%, more than LVHI's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CGMS Capital Group U.S. Multi-Sector Income ETF | 5.93% | 6.00% | 5.91% | 5.84% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.53% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Drawdowns
CGMS vs. LVHI - Drawdown Comparison
The maximum CGMS drawdown since its inception was -4.08%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for CGMS and LVHI.
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Drawdown Indicators
| CGMS | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.08% | -32.31% | +28.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.65% | -10.41% | +6.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.99% | — |
Current DrawdownCurrent decline from peak | -1.21% | -1.73% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -0.69% | -3.56% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 2.13% | -1.29% |
Volatility
CGMS vs. LVHI - Volatility Comparison
The current volatility for Capital Group U.S. Multi-Sector Income ETF (CGMS) is 1.94%, while Legg Mason International Low Volatility High Dividend ETF (LVHI) has a volatility of 4.01%. This indicates that CGMS experiences smaller price fluctuations and is considered to be less risky than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGMS | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 4.01% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | 7.14% | -4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.44% | 13.30% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.19% | 10.99% | -5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 13.82% | -8.63% |