CGSM vs. CGSD

In the year-to-date period, CGSM achieves a 0.74% return, which is significantly lower than CGSD's 2.06% return.

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Both CGSM and CGSD have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Capital Group Short Duration Municipal Income ETF (CGSM) and Capital Group Short Duration Income ETF (CGSD). 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 CGSM Sharpe Ratio is 1.91, which is lower than the CGSD Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of CGSM and CGSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CGSM's dividend yield for the trailing twelve months is around 3.07%, less than CGSD's 4.57% yield.

The maximum CGSM drawdown since its inception was -1.42%, smaller than the maximum CGSD drawdown of -1.75%. Use the drawdown chart below to compare losses from any high point for CGSM and CGSD. For additional features, visit the drawdowns tool.

Capital Group Short Duration Municipal Income ETF (CGSM) and Capital Group Short Duration Income ETF (CGSD) have volatilities of 0.68% and 0.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.