PortfoliosLab logo
DIAL vs. CGMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIAL and CGMS is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DIAL vs. CGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Diversified Fixed Income Allocation ETF (DIAL) and Capital Group U.S. Multi-Sector Income ETF (CGMS). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DIAL:

1.14

CGMS:

1.29

Sortino Ratio

DIAL:

1.57

CGMS:

1.82

Omega Ratio

DIAL:

1.19

CGMS:

1.25

Calmar Ratio

DIAL:

0.48

CGMS:

1.56

Martin Ratio

DIAL:

2.61

CGMS:

6.57

Ulcer Index

DIAL:

2.19%

CGMS:

0.97%

Daily Std Dev

DIAL:

5.33%

CGMS:

4.95%

Max Drawdown

DIAL:

-22.19%

CGMS:

-4.08%

Current Drawdown

DIAL:

-5.40%

CGMS:

-0.71%

Returns By Period

In the year-to-date period, DIAL achieves a 3.37% return, which is significantly higher than CGMS's 1.39% return.


DIAL

YTD

3.37%

1M

1.17%

6M

2.52%

1Y

6.04%

3Y*

3.50%

5Y*

0.40%

10Y*

N/A

CGMS

YTD

1.39%

1M

2.04%

6M

1.80%

1Y

6.35%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DIAL vs. CGMS - Expense Ratio Comparison

DIAL has a 0.28% expense ratio, which is lower than CGMS's 0.39% expense ratio.


Risk-Adjusted Performance

DIAL vs. CGMS — Risk-Adjusted Performance Rank

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

DIAL
The Risk-Adjusted Performance Rank of DIAL is 7373
Overall Rank
The Sharpe Ratio Rank of DIAL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DIAL is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DIAL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DIAL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DIAL is 6767
Martin Ratio Rank

CGMS
The Risk-Adjusted Performance Rank of CGMS is 8888
Overall Rank
The Sharpe Ratio Rank of CGMS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CGMS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CGMS is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CGMS is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CGMS is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIAL vs. CGMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and Capital Group U.S. Multi-Sector Income ETF (CGMS). 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 DIAL Sharpe Ratio is 1.14, which is comparable to the CGMS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of DIAL and CGMS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

DIAL vs. CGMS - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 4.71%, less than CGMS's 5.87% yield.


TTM20242023202220212020201920182017
DIAL
Columbia Diversified Fixed Income Allocation ETF
4.71%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%
CGMS
Capital Group U.S. Multi-Sector Income ETF
5.87%5.91%5.84%0.97%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DIAL vs. CGMS - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, which is greater than CGMS's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for DIAL and CGMS. For additional features, visit the drawdowns tool.


Loading data...

Volatility

DIAL vs. CGMS - Volatility Comparison

Columbia Diversified Fixed Income Allocation ETF (DIAL) and Capital Group U.S. Multi-Sector Income ETF (CGMS) have volatilities of 1.18% and 1.19%, 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.


Loading data...