PortfoliosLab logoPortfoliosLab logo
CGMU vs. CALI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGMU vs. CALI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Municipal Income ETF (CGMU) and iShares Short-Term California Muni Active ETF (CALI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CGMU achieves a 1.65% return, which is significantly higher than CALI's 0.99% return.


CGMU

1D
-0.07%
1M
1.15%
YTD
1.65%
6M
1.75%
1Y
6.27%
3Y*
4.47%
5Y*
10Y*

CALI

1D
-0.03%
1M
0.38%
YTD
0.99%
6M
1.08%
1Y
2.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGMU vs. CALI - Yearly Performance Comparison


2026 (YTD)202520242023
CGMU
Capital Group Municipal Income ETF
1.65%5.19%2.64%3.92%
CALI
iShares Short-Term California Muni Active ETF
0.99%3.28%2.84%1.97%

Correlation

The correlation between CGMU and CALI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.42

Compare stocks, funds, or ETFs

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


Return for Risk

CGMU vs. CALI — Risk / Return Rank

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

CGMU
CGMU Risk / Return Rank: 7575
Overall Rank
CGMU Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CGMU Sortino Ratio Rank: 9090
Sortino Ratio Rank
CGMU Omega Ratio Rank: 9393
Omega Ratio Rank
CGMU Calmar Ratio Rank: 5353
Calmar Ratio Rank
CGMU Martin Ratio Rank: 4949
Martin Ratio Rank

CALI
CALI Risk / Return Rank: 9393
Overall Rank
CALI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CALI Sortino Ratio Rank: 9797
Sortino Ratio Rank
CALI Omega Ratio Rank: 9797
Omega Ratio Rank
CALI Calmar Ratio Rank: 8282
Calmar Ratio Rank
CALI Martin Ratio Rank: 9292
Martin Ratio Rank
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.

CGMU vs. CALI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Municipal Income ETF (CGMU) and iShares Short-Term California Muni Active ETF (CALI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGMUCALIDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.59

1.87

-0.29

Calmar ratioReturn relative to maximum drawdown

2.47

4.19

-1.72

Martin ratioReturn relative to average drawdown

7.84

21.38

-13.54

CGMU vs. CALI - Sharpe Ratio Comparison

The current CGMU Sharpe Ratio is 2.76, which is comparable to the CALI Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of CGMU and CALI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CGMU vs. CALI - Drawdown Comparison

The maximum CGMU drawdown since its inception was -4.11%, which is greater than CALI's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for CGMU and CALI.


Loading charts...

Drawdown Indicators


CGMUCALIDifference

Max Drawdown

Largest peak-to-trough decline

-4.11%

-0.78%

-3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-0.67%

-1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

Current Drawdown

Current decline from peak

-0.64%

-0.04%

-0.60%

Average Drawdown

Average peak-to-trough decline

-0.84%

-0.08%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.13%

+0.67%

Volatility

CGMU vs. CALI - Volatility Comparison

Capital Group Municipal Income ETF (CGMU) has a higher volatility of 0.62% compared to iShares Short-Term California Muni Active ETF (CALI) at 0.19%. This indicates that CGMU's price experiences larger fluctuations and is considered to be riskier than CALI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CGMUCALIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.19%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

0.52%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

0.75%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

1.10%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

1.10%

+2.36%

CGMU vs. CALI - Expense Ratio Comparison

CGMU has a 0.27% expense ratio, which is higher than CALI's 0.08% 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%.


Dividends

CGMU vs. CALI - Dividend Comparison

CGMU's dividend yield for the trailing twelve months is around 3.32%, more than CALI's 2.52% yield.


PositionTTM2025202420232022
CALI
iShares Short-Term California Muni Active ETF
2.52%2.62%3.14%1.37%0.00%
CGMU
Capital Group Municipal Income ETF
3.32%3.32%3.21%3.08%0.49%

Frequently Asked Questions


CGMU and CALI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGMU has higher volatility (0.62%) compared to CALI (0.19%). In terms of maximum drawdown, CGMU dropped -4.11% vs CALI's -0.78%.

On 1-year performance, CGMU leads with 6.27% vs 2.79% for CALI. On fees, CALI is cheaper at 0.08% per year. On volatility, CALI has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CGMU has performed better with a 6.27% return vs 2.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CALI is cheaper with a 0.08% expense ratio, compared with 0.27% for CGMU.

CGMU has the higher dividend yield at 3.32%, compared with 2.52% for CALI.

They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.27% for CGMU and 0.08% for CALI.

CALI currently has the higher Sharpe Ratio (3.74 vs 2.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CGMU and CALI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer