CGMS vs. NFLT
Compare and contrast key facts about Capital Group U.S. Multi-Sector Income ETF (CGMS) and Virtus Newfleet Multi-Sector Bond ETF (NFLT).
CGMS and NFLT 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. NFLT is an actively managed fund by Virtus. It was launched on Aug 10, 2015.
Performance
CGMS vs. NFLT - Performance Comparison
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CGMS vs. NFLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CGMS Capital Group U.S. Multi-Sector Income ETF | -0.24% | 7.52% | 7.24% | 11.51% | 2.61% |
NFLT Virtus Newfleet Multi-Sector Bond ETF | -0.18% | 8.77% | 6.05% | 9.16% | 2.56% |
Returns By Period
In the year-to-date period, CGMS achieves a -0.24% return, which is significantly lower than NFLT's -0.18% return.
CGMS
- 1D
- 0.78%
- 1M
- -1.23%
- YTD
- -0.24%
- 6M
- 0.95%
- 1Y
- 5.78%
- 3Y*
- 7.33%
- 5Y*
- —
- 10Y*
- —
NFLT
- 1D
- 0.44%
- 1M
- -1.60%
- YTD
- -0.18%
- 6M
- 1.38%
- 1Y
- 6.64%
- 3Y*
- 6.97%
- 5Y*
- 3.17%
- 10Y*
- 4.13%
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CGMS vs. NFLT - Expense Ratio Comparison
CGMS has a 0.39% expense ratio, which is lower than NFLT's 0.50% expense ratio.
Return for Risk
CGMS vs. NFLT — Risk / Return Rank
CGMS
NFLT
CGMS vs. NFLT - 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 Virtus Newfleet Multi-Sector Bond ETF (NFLT). 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 | NFLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.36 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.91 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.67 | -1.09 |
Martin ratioReturn relative to average drawdown | 6.94 | 10.69 | -3.75 |
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 | NFLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.36 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.62 | 0.82 | +0.80 |
Correlation
The correlation between CGMS and NFLT is 0.60, 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.
Dividends
CGMS vs. NFLT - Dividend Comparison
CGMS's dividend yield for the trailing twelve months is around 5.95%, more than NFLT's 5.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGMS Capital Group U.S. Multi-Sector Income ETF | 5.95% | 6.00% | 5.91% | 5.84% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLT Virtus Newfleet Multi-Sector Bond ETF | 5.66% | 5.74% | 5.76% | 6.02% | 4.16% | 3.41% | 3.63% | 4.33% | 4.81% | 6.23% | 5.30% | 0.67% |
Drawdowns
CGMS vs. NFLT - Drawdown Comparison
The maximum CGMS drawdown since its inception was -4.08%, smaller than the maximum NFLT drawdown of -15.17%. Use the drawdown chart below to compare losses from any high point for CGMS and NFLT.
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Drawdown Indicators
| CGMS | NFLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.08% | -15.17% | +11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.65% | -2.52% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.17% | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.68% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -0.69% | -2.13% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.63% | +0.20% |
Volatility
CGMS vs. NFLT - Volatility Comparison
Capital Group U.S. Multi-Sector Income ETF (CGMS) and Virtus Newfleet Multi-Sector Bond ETF (NFLT) have volatilities of 1.93% and 2.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGMS | NFLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 2.03% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.47% | 3.00% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.44% | 4.92% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.19% | 4.42% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 4.93% | +0.26% |