CGUS vs. WASMX

Last updated Jun 9, 2026

CGUS (Capital Group Core Equity ETF) and WASMX (Boston Trust Walden SMID Cap Fund) are both funds - CGUS is a Large Cap Blend Equities fund actively managed by Capital Group, while WASMX is a Mid Cap Blend Equities fund managed by Boston Trust Walden. Over the past 3 years, CGUS returned 21.63%/yr vs 8.57%/yr for WASMX. A 0.79 correlation means they provide meaningful diversification when combined. CGUS charges 0.33%/yr vs 1.00%/yr for WASMX.

Performance

CGUS vs. WASMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Equity ETF (CGUS) and Boston Trust Walden SMID Cap Fund (WASMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGUS achieves a 8.01% return, which is significantly higher than WASMX's 1.27% return.

CGUS

• 1D: 0.44%
• 1M: 0.49%
• YTD: 8.01%
• 6M: 8.35%
• 1Y: 22.23%
• 3Y*: 21.63%
• 5Y*: —
• 10Y*: —

WASMX

• 1D: -0.52%
• 1M: 0.94%
• YTD: 1.27%
• 6M: 1.51%
• 1Y: 3.31%
• 3Y*: 8.57%
• 5Y*: 4.48%
• 10Y*: 9.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGUS vs. WASMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGUS Capital Group Core Equity ETF	8.01%	16.21%	24.89%	27.72%	-4.78%
WASMX Boston Trust Walden SMID Cap Fund	1.27%	0.31%	10.39%	16.40%	-4.52%

Correlation

The correlation between CGUS and WASMX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.79

Over the past year, the correlation between CGUS and WASMX has dropped to 0.58 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

CGUS vs. WASMX — Risk / Return Rank

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

CGUS

CGUS Risk / Return Rank: 58
CGUS Sharpe Ratio Rank: 58
CGUS Sortino Ratio Rank: 55
CGUS Omega Ratio Rank: 58
CGUS Calmar Ratio Rank: 52
CGUS Martin Ratio Rank: 65

WASMX

WASMX Risk / Return Rank: 5
WASMX Sharpe Ratio Rank: 5
WASMX Sortino Ratio Rank: 6
WASMX Omega Ratio Rank: 5
WASMX Calmar Ratio Rank: 6
WASMX Martin Ratio Rank: 6

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.

CGUS vs. WASMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Equity ETF (CGUS) and Boston Trust Walden SMID Cap Fund (WASMX). 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.

	CGUS	WASMX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	0.33	+1.44
Sortino ratio: Return per unit of downside risk	2.39	0.60	+1.79
Omega ratio: Gain probability vs. loss probability	1.32	1.07	+0.26
Calmar ratio: Return relative to maximum drawdown	2.33	0.39	+1.94
Martin ratio: Return relative to average drawdown	10.76	1.09	+9.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGUS vs. WASMX - Sharpe Ratio Comparison

The current CGUS Sharpe Ratio is 1.77, which is higher than the WASMX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CGUS and WASMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGUS	WASMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	0.33	+1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.59	+0.36

Drawdowns

CGUS vs. WASMX - Drawdown Comparison

The maximum CGUS drawdown since its inception was -21.86%, smaller than the maximum WASMX drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for CGUS and WASMX.

Drawdown Indicators

	CGUS	WASMX	Difference
Max Drawdown Largest peak-to-trough decline	-21.86%	-37.74%	+15.88%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-11.38%	+1.79%
Max Drawdown (3Y) Largest decline over 3 years	-18.06%	-20.52%	+2.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.74%	—
Current Drawdown Current decline from peak	-2.47%	-6.31%	+3.84%
Average Drawdown Average peak-to-trough decline	-4.64%	-5.22%	+0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	4.08%	-2.01%

Volatility

CGUS vs. WASMX - Volatility Comparison

Capital Group Core Equity ETF (CGUS) has a higher volatility of 3.86% compared to Boston Trust Walden SMID Cap Fund (WASMX) at 2.86%. This indicates that CGUS's price experiences larger fluctuations and is considered to be riskier than WASMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGUS	WASMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	2.86%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	9.89%	9.11%	+0.78%
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	13.55%	-0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.41%	17.15%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.41%	18.60%	-2.19%

CGUS vs. WASMX - Expense Ratio Comparison

CGUS has a 0.33% expense ratio, which is lower than WASMX's 1.00% expense ratio.

Dividends

CGUS vs. WASMX - Dividend Comparison

CGUS's dividend yield for the trailing twelve months is around 0.89%, less than WASMX's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGUS Capital Group Core Equity ETF	0.89%	0.95%	1.02%	1.22%	1.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WASMX Boston Trust Walden SMID Cap Fund	1.63%	1.65%	1.67%	0.52%	4.90%	4.75%	1.86%	9.96%	4.40%	0.52%	5.41%	7.06%

Frequently Asked Questions

Can I hold both CGUS and WASMX in my portfolio?

CGUS and WASMX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGUS or WASMX?

CGUS has higher volatility (3.86%) compared to WASMX (2.86%). In terms of maximum drawdown, CGUS dropped -21.86% vs WASMX's -37.74%.

Which has better risk-adjusted returns?

CGUS currently has the higher Sharpe Ratio (1.77 vs 0.33), 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.