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FIBR vs. CGBL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIBR and CGBL is 0.45, 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.


-0.50.00.51.00.5

Performance

FIBR vs. CGBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) and Capital Group Core Balanced ETF (CGBL). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember
4.57%
5.99%
FIBR
CGBL

Key characteristics

Sharpe Ratio

FIBR:

1.78

CGBL:

1.61

Sortino Ratio

FIBR:

2.56

CGBL:

2.22

Omega Ratio

FIBR:

1.34

CGBL:

1.29

Calmar Ratio

FIBR:

0.73

CGBL:

2.68

Martin Ratio

FIBR:

10.30

CGBL:

10.53

Ulcer Index

FIBR:

0.60%

CGBL:

1.51%

Daily Std Dev

FIBR:

3.46%

CGBL:

9.88%

Max Drawdown

FIBR:

-18.48%

CGBL:

-5.93%

Current Drawdown

FIBR:

-1.86%

CGBL:

-3.39%

Returns By Period

In the year-to-date period, FIBR achieves a 6.10% return, which is significantly lower than CGBL's 16.11% return.


FIBR

YTD

6.10%

1M

-0.01%

6M

4.57%

1Y

6.10%

5Y*

0.30%

10Y*

N/A

CGBL

YTD

16.11%

1M

-1.97%

6M

6.00%

1Y

16.11%

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.


FIBR vs. CGBL - Expense Ratio Comparison

FIBR has a 0.25% expense ratio, which is lower than CGBL's 0.33% expense ratio.


CGBL
Capital Group Core Balanced ETF
Expense ratio chart for CGBL: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for FIBR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

FIBR vs. CGBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) and Capital Group Core Balanced ETF (CGBL). 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.


Sharpe ratio
The chart of Sharpe ratio for FIBR, currently valued at 1.78, compared to the broader market0.002.004.001.781.61
The chart of Sortino ratio for FIBR, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.002.562.22
The chart of Omega ratio for FIBR, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.29
The chart of Calmar ratio for FIBR, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.672.68
The chart of Martin ratio for FIBR, currently valued at 10.30, compared to the broader market0.0020.0040.0060.0080.00100.0010.3010.53
FIBR
CGBL

The current FIBR Sharpe Ratio is 1.78, which is comparable to the CGBL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of FIBR and CGBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29
1.78
1.61
FIBR
CGBL

Dividends

FIBR vs. CGBL - Dividend Comparison

FIBR's dividend yield for the trailing twelve months is around 5.04%, more than CGBL's 1.26% yield.


TTM202320222021202020192018201720162015
FIBR
iShares U.S. Fixed Income Balanced Risk Factor ETF
5.04%4.44%3.27%1.92%2.57%3.27%3.61%2.74%2.92%2.26%
CGBL
Capital Group Core Balanced ETF
1.26%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FIBR vs. CGBL - Drawdown Comparison

The maximum FIBR drawdown since its inception was -18.48%, which is greater than CGBL's maximum drawdown of -5.93%. Use the drawdown chart below to compare losses from any high point for FIBR and CGBL. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember
-0.39%
-3.39%
FIBR
CGBL

Volatility

FIBR vs. CGBL - Volatility Comparison

The current volatility for iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) is 0.92%, while Capital Group Core Balanced ETF (CGBL) has a volatility of 3.90%. This indicates that FIBR experiences smaller price fluctuations and is considered to be less risky than CGBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember
0.92%
3.90%
FIBR
CGBL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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