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IEI vs. CGCP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEI vs. CGCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and Capital Group Core Plus Income ETF (CGCP). The values are adjusted to include any dividend payments, if applicable.

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IEI vs. CGCP - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEI
iShares 3-7 Year Treasury Bond ETF
-0.13%6.96%1.81%4.42%-7.20%
CGCP
Capital Group Core Plus Income ETF
-0.12%7.35%2.95%7.17%-9.78%

Returns By Period

In the year-to-date period, IEI achieves a -0.13% return, which is significantly lower than CGCP's -0.12% return.


IEI

1D
-0.08%
1M
-1.15%
YTD
-0.13%
6M
0.68%
1Y
3.73%
3Y*
3.40%
5Y*
0.45%
10Y*
1.35%

CGCP

1D
0.09%
1M
-1.34%
YTD
-0.12%
6M
0.65%
1Y
4.59%
3Y*
4.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEI vs. CGCP - Expense Ratio Comparison

IEI has a 0.15% expense ratio, which is lower than CGCP's 0.34% expense ratio.


Return for Risk

IEI vs. CGCP — Risk / Return Rank

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

IEI
IEI Risk / Return Rank: 5959
Overall Rank
IEI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 6262
Sortino Ratio Rank
IEI Omega Ratio Rank: 4949
Omega Ratio Rank
IEI Calmar Ratio Rank: 6767
Calmar Ratio Rank
IEI Martin Ratio Rank: 5555
Martin Ratio Rank

CGCP
CGCP Risk / Return Rank: 5858
Overall Rank
CGCP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CGCP Sortino Ratio Rank: 5555
Sortino Ratio Rank
CGCP Omega Ratio Rank: 5151
Omega Ratio Rank
CGCP Calmar Ratio Rank: 6868
Calmar Ratio Rank
CGCP Martin Ratio Rank: 5757
Martin Ratio Rank
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.

IEI vs. CGCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and Capital Group Core Plus Income ETF (CGCP). 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.


IEICGCPDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.08

+0.01

Sortino ratio

Return per unit of downside risk

1.64

1.50

+0.14

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.78

1.81

-0.03

Martin ratio

Return relative to average drawdown

5.68

5.84

-0.16

IEI vs. CGCP - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.09, which is comparable to the CGCP Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of IEI and CGCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEICGCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.08

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.25

+0.46

Correlation

The correlation between IEI and CGCP is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEI vs. CGCP - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.58%, less than CGCP's 5.16% yield.


TTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.58%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
CGCP
Capital Group Core Plus Income ETF
5.16%5.10%5.17%4.98%2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEI vs. CGCP - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, roughly equal to the maximum CGCP drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for IEI and CGCP.


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Drawdown Indicators


IEICGCPDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-15.06%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-2.66%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

Current Drawdown

Current decline from peak

-1.57%

-1.60%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.68%

-5.08%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.83%

-0.14%

Volatility

IEI vs. CGCP - Volatility Comparison

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 1.25%, while Capital Group Core Plus Income ETF (CGCP) has a volatility of 1.79%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than CGCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEICGCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.79%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

2.46%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

4.28%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

6.44%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

6.44%

-2.51%