CGSD vs. HSTRX
Compare and contrast key facts about Capital Group Short Duration Income ETF (CGSD) and Hussman Strategic Total Return Fund (HSTRX).
CGSD is an actively managed fund by Capital Group. It was launched on Oct 25, 2022. HSTRX is managed by Hussman Funds. It was launched on Sep 11, 2002.
Performance
CGSD vs. HSTRX - Performance Comparison
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CGSD vs. HSTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CGSD Capital Group Short Duration Income ETF | 0.13% | 6.11% | 5.46% | 5.03% | 1.32% |
HSTRX Hussman Strategic Total Return Fund | 3.20% | 20.33% | 6.06% | 6.04% | 1.29% |
Returns By Period
In the year-to-date period, CGSD achieves a 0.13% return, which is significantly lower than HSTRX's 3.20% return.
CGSD
- 1D
- 0.16%
- 1M
- -0.67%
- YTD
- 0.13%
- 6M
- 1.45%
- 1Y
- 4.48%
- 3Y*
- 5.01%
- 5Y*
- —
- 10Y*
- —
HSTRX
- 1D
- 0.40%
- 1M
- -1.97%
- YTD
- 3.20%
- 6M
- 5.15%
- 1Y
- 17.13%
- 3Y*
- 10.52%
- 5Y*
- 6.20%
- 10Y*
- 5.53%
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CGSD vs. HSTRX - Expense Ratio Comparison
CGSD has a 0.25% expense ratio, which is lower than HSTRX's 0.75% expense ratio.
Return for Risk
CGSD vs. HSTRX — Risk / Return Rank
CGSD
HSTRX
CGSD vs. HSTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Short Duration Income ETF (CGSD) and Hussman Strategic Total Return Fund (HSTRX). 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.
| CGSD | HSTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 2.55 | +0.12 |
Sortino ratioReturn per unit of downside risk | 4.13 | 3.54 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.52 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.99 | 5.41 | -1.43 |
Martin ratioReturn relative to average drawdown | 18.82 | 19.66 | -0.84 |
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
| CGSD | HSTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 2.55 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.42 | 0.86 | +1.56 |
Correlation
The correlation between CGSD and HSTRX is 0.50, 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
CGSD vs. HSTRX - Dividend Comparison
CGSD's dividend yield for the trailing twelve months is around 4.49%, more than HSTRX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGSD Capital Group Short Duration Income ETF | 4.49% | 4.48% | 4.57% | 4.43% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSTRX Hussman Strategic Total Return Fund | 1.98% | 2.25% | 2.91% | 2.54% | 2.15% | 1.33% | 0.52% | 1.29% | 1.20% | 0.37% | 0.25% | 0.42% |
Drawdowns
CGSD vs. HSTRX - Drawdown Comparison
The maximum CGSD drawdown since its inception was -1.75%, smaller than the maximum HSTRX drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for CGSD and HSTRX.
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Drawdown Indicators
| CGSD | HSTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.75% | -13.53% | +11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -3.14% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.53% | — |
Current DrawdownCurrent decline from peak | -0.67% | -1.97% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -0.29% | -2.70% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.87% | -0.63% |
Volatility
CGSD vs. HSTRX - Volatility Comparison
The current volatility for Capital Group Short Duration Income ETF (CGSD) is 0.64%, while Hussman Strategic Total Return Fund (HSTRX) has a volatility of 1.22%. This indicates that CGSD experiences smaller price fluctuations and is considered to be less risky than HSTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGSD | HSTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 1.22% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 0.96% | 3.21% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.68% | 6.62% | -4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.20% | 6.46% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 5.96% | -3.76% |