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CGMS vs. VGMS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGMS vs. VGMS - 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 Vanguard Multi-Sector Income Bond ETF (VGMS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGMS achieves a 1.54% return, which is significantly higher than VGMS's 1.06% return.


CGMS

1D
-0.25%
1M
0.56%
YTD
1.54%
6M
1.68%
1Y
7.10%
3Y*
7.92%
5Y*
10Y*

VGMS

1D
-0.36%
1M
0.29%
YTD
1.06%
6M
1.35%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGMS vs. VGMS - Yearly Performance Comparison


Correlation

The correlation between CGMS and VGMS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.90

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Return for Risk

CGMS vs. VGMS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGMS
CGMS Risk / Return Rank: 6363
Overall Rank
CGMS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CGMS Sortino Ratio Rank: 6767
Sortino Ratio Rank
CGMS Omega Ratio Rank: 6464
Omega Ratio Rank
CGMS Calmar Ratio Rank: 5757
Calmar Ratio Rank
CGMS Martin Ratio Rank: 6969
Martin Ratio Rank

VGMS
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGMS vs. VGMS - 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 Vanguard Multi-Sector Income Bond ETF (VGMS). 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.


CGMSVGMSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.88

Martin ratioReturn relative to average drawdown

12.89

CGMS vs. VGMS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGMSVGMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

2.11

-0.45

Drawdowns

CGMS vs. VGMS - Drawdown Comparison

The maximum CGMS drawdown since its inception was -4.08%, which is greater than VGMS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for CGMS and VGMS.


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Drawdown Indicators


CGMSVGMSDifference

Max Drawdown

Largest peak-to-trough decline

-4.08%

-2.46%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-4.08%

Current Drawdown

Current decline from peak

-0.25%

-0.39%

+0.14%

Average Drawdown

Average peak-to-trough decline

-0.67%

-0.31%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

Volatility

CGMS vs. VGMS - Volatility Comparison


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Volatility by Period


CGMSVGMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

3.21%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.13%

3.21%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

3.21%

+1.92%

CGMS vs. VGMS - Expense Ratio Comparison

CGMS has a 0.39% expense ratio, which is higher than VGMS's 0.30% expense ratio.


Dividends

CGMS vs. VGMS - Dividend Comparison

CGMS's dividend yield for the trailing twelve months is around 6.09%, more than VGMS's 5.16% yield.


PositionTTM2025202420232022
CGMS
Capital Group U.S. Multi-Sector Income ETF
6.09%6.00%5.91%5.84%0.97%
VGMS
Vanguard Multi-Sector Income Bond ETF
5.16%2.94%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, CGMS and VGMS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VGMS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGMS is cheaper with a 0.30% expense ratio, compared with 0.39% for CGMS.

CGMS has the higher dividend yield at 6.09%, compared with 5.16% for VGMS.

They also come from different issuers: Capital Group and Vanguard. Their fees differ too: 0.39% for CGMS and 0.30% for VGMS.

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