CGSD vs. SCHJ
CGSD (Capital Group Short Duration Income ETF) and SCHJ (Schwab 1-5 Year Corporate Bond ETF) are both Short-Term Bond funds. CGSD is actively managed, while SCHJ is passively managed. Over the past 3 years, CGSD returned 5.29%/yr vs 5.46%/yr for SCHJ. Their 0.74 correlation means they have sometimes moved together and sometimes differently. CGSD charges 0.25%/yr vs 0.03%/yr for SCHJ.
Performance
CGSD vs. SCHJ - Performance Comparison
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Returns By Period
In the year-to-date period, CGSD achieves a 1.06% return, which is significantly higher than SCHJ's 0.75% return.
CGSD
- 1D
- 0.01%
- 1M
- 0.05%
- 6M
- 0.74%
- YTD
- 1.06%
- 1Y
- 3.28%
- 3Y*
- 5.29%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.07%
SCHJ
- 1D
- -0.06%
- 1M
- -0.28%
- 6M
- 0.42%
- YTD
- 0.75%
- 1Y
- 2.99%
- 3Y*
- 5.46%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 2.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.97M | $11.74M | $11.40M | |
| $5.98M | $7.81M | $6.46M |
CGSD vs. SCHJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CGSD Capital Group Short Duration Income ETF | 1.06% | 6.11% | 5.46% | 5.03% | 1.38% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.75% | 6.80% | 4.89% | 6.36% | 2.16% |
Correlation
The correlation between CGSD and SCHJ is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022 | 0.74 |
The correlation between CGSD and SCHJ has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
CGSD vs. SCHJ — Risk / Return Rank
CGSD
SCHJ
CGSD vs. SCHJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Short Duration Income ETF (CGSD) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.
| CGSD | SCHJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.35 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 2.44 | +0.94 |
| Martin ratioReturn relative to average drawdown | 15.73 | 9.17 | +6.56 |
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Drawdowns
CGSD vs. SCHJ - Drawdown Comparison
The maximum CGSD drawdown since its inception was -1.75%, smaller than the maximum SCHJ drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for CGSD and SCHJ.
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Drawdown Indicators
| CGSD | SCHJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.75% | -13.62% | +11.87% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -1.47% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -1.11% | -1.47% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.38% | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.33% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -0.28% | -1.85% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.39% | -0.15% |
Volatility
CGSD vs. SCHJ - Volatility Comparison
The current volatility for Capital Group Short Duration Income ETF (CGSD) is 0.42%, while Schwab 1-5 Year Corporate Bond ETF (SCHJ) has a volatility of 0.53%. This indicates that CGSD experiences smaller price fluctuations and is considered to be less risky than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGSD | SCHJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.42% | 0.53% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 1.53% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.45% | 1.93% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.14% | 2.95% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.14% | 4.10% | -1.96% |
CGSD vs. SCHJ - Expense Ratio Comparison
CGSD has a 0.25% expense ratio, which is higher than SCHJ'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%.
Dividends
CGSD vs. SCHJ - Dividend Comparison
CGSD's dividend yield for the trailing twelve months is around 4.46%, which matches SCHJ's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CGSD Capital Group Short Duration Income ETF | 4.46% | 4.48% | 4.57% | 4.43% | 0.64% | 0.00% | 0.00% | 0.00% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.09% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% |
Frequently Asked Questions
CGSD and SCHJ have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHJ has higher volatility (0.53%) compared to CGSD (0.42%). In terms of maximum drawdown, CGSD dropped -1.75% vs SCHJ's -13.62%.
On 3-year performance, SCHJ leads with 5.46% vs 5.29% for CGSD. On fees, SCHJ is cheaper at 0.03% per year. On volatility, CGSD has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SCHJ has performed better with a 5.46% return vs 5.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHJ is cheaper with a 0.03% expense ratio, compared with 0.25% for CGSD.
CGSD has the higher dividend yield at 4.46%, compared with 4.09% for SCHJ.
They also come from different issuers: Capital Group and Charles Schwab. Their fees differ too: 0.25% for CGSD and 0.03% for SCHJ.
CGSD currently has the higher Sharpe Ratio (2.61 vs 1.86), 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.
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