PortfoliosLab logo
CGMU vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGMU and BND is 0.14, 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.


Performance

CGMU vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Municipal Income ETF (CGMU) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CGMU:

0.50

BND:

0.98

Sortino Ratio

CGMU:

0.67

BND:

1.41

Omega Ratio

CGMU:

1.10

BND:

1.17

Calmar Ratio

CGMU:

0.55

BND:

0.41

Martin Ratio

CGMU:

1.74

BND:

2.49

Ulcer Index

CGMU:

1.14%

BND:

2.07%

Daily Std Dev

CGMU:

4.02%

BND:

5.31%

Max Drawdown

CGMU:

-4.10%

BND:

-18.84%

Current Drawdown

CGMU:

-1.98%

BND:

-7.67%

Returns By Period

In the year-to-date period, CGMU achieves a -0.23% return, which is significantly lower than BND's 1.86% return.


CGMU

YTD

-0.23%

1M

1.69%

6M

-0.48%

1Y

2.01%

5Y*

N/A

10Y*

N/A

BND

YTD

1.86%

1M

0.74%

6M

1.04%

1Y

5.17%

5Y*

-0.94%

10Y*

1.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CGMU vs. BND - Expense Ratio Comparison

CGMU has a 0.27% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

CGMU vs. BND — Risk-Adjusted Performance Rank

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

CGMU
The Risk-Adjusted Performance Rank of CGMU is 4747
Overall Rank
The Sharpe Ratio Rank of CGMU is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CGMU is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CGMU is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CGMU is 5757
Calmar Ratio Rank
The Martin Ratio Rank of CGMU is 4949
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6868
Overall Rank
The Sharpe Ratio Rank of BND is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7171
Omega Ratio Rank
The Calmar Ratio Rank of BND is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6363
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.

CGMU vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Municipal Income ETF (CGMU) and Vanguard Total Bond Market ETF (BND). 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 current CGMU Sharpe Ratio is 0.50, which is lower than the BND Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CGMU and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

CGMU vs. BND - Dividend Comparison

CGMU's dividend yield for the trailing twelve months is around 3.27%, less than BND's 3.77% yield.


TTM20242023202220212020201920182017201620152014
CGMU
Capital Group Municipal Income ETF
3.27%3.21%3.08%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.77%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

CGMU vs. BND - Drawdown Comparison

The maximum CGMU drawdown since its inception was -4.10%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for CGMU and BND. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CGMU vs. BND - Volatility Comparison

The current volatility for Capital Group Municipal Income ETF (CGMU) is 1.27%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.55%. This indicates that CGMU experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...