PortfoliosLab logoPortfoliosLab logo
IGEB vs. CGCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. CGCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and Capital Group Core Bond ETF (CGCB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGEB achieves a 0.41% return, which is significantly higher than CGCB's 0.05% return.


IGEB

1D
-0.22%
1M
0.57%
YTD
0.41%
6M
0.32%
1Y
5.98%
3Y*
5.88%
5Y*
1.10%
10Y*

CGCB

1D
-0.19%
1M
0.18%
YTD
0.05%
6M
0.01%
1Y
5.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEB vs. CGCB - Yearly Performance Comparison


2026 (YTD)202520242023
IGEB
iShares Investment Grade Bond Factor ETF
0.41%8.17%3.10%8.38%
CGCB
Capital Group Core Bond ETF
0.05%7.29%1.44%6.80%

Correlation

The correlation between IGEB and CGCB is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2023

0.90

The correlation between IGEB and CGCB has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IGEB vs. CGCB — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 4141
Overall Rank
IGEB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 4242
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3939
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4343
Martin Ratio Rank

CGCB
CGCB Risk / Return Rank: 3535
Overall Rank
CGCB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGCB Sortino Ratio Rank: 3737
Sortino Ratio Rank
CGCB Omega Ratio Rank: 3333
Omega Ratio Rank
CGCB Calmar Ratio Rank: 3535
Calmar Ratio Rank
CGCB Martin Ratio Rank: 3434
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.

IGEB vs. CGCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and Capital Group Core Bond ETF (CGCB). 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.


IGEBCGCBDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

2.08

1.71

+0.37

Martin ratioReturn relative to average drawdown

6.81

5.16

+1.65

IGEB vs. CGCB - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.44, which is comparable to the CGCB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IGEB and CGCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IGEBCGCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.29

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.08

-0.60

Drawdowns

IGEB vs. CGCB - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, which is greater than CGCB's maximum drawdown of -5.17%. Use the drawdown chart below to compare losses from any high point for IGEB and CGCB.


Loading charts...

Drawdown Indicators


IGEBCGCBDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-5.17%

-15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.98%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

Current Drawdown

Current decline from peak

-1.03%

-1.83%

+0.80%

Average Drawdown

Average peak-to-trough decline

-4.90%

-1.34%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.98%

-0.10%

Volatility

IGEB vs. CGCB - Volatility Comparison

iShares Investment Grade Bond Factor ETF (IGEB) and Capital Group Core Bond ETF (CGCB) have volatilities of 1.33% and 1.32%, 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 charts...

Volatility by Period


IGEBCGCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.32%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.80%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

3.94%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

5.39%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

5.39%

+1.13%

IGEB vs. CGCB - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than CGCB's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGEB vs. CGCB - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.06%, more than CGCB's 4.22% yield.


PositionTTM202520242023202220212020201920182017
CGCB
Capital Group Core Bond ETF
4.22%4.22%3.99%0.95%0.00%0.00%0.00%0.00%0.00%0.00%
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%

Frequently Asked Questions


With a correlation of 0.91, IGEB and CGCB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IGEB has higher volatility (1.33%) compared to CGCB (1.32%). In terms of maximum drawdown, IGEB dropped -21.13% vs CGCB's -5.17%.

On 1-year performance, IGEB leads with 5.98% vs 5.06% for CGCB. On fees, IGEB is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGEB has performed better with a 5.98% return vs 5.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGEB is cheaper with a 0.18% expense ratio, compared with 0.27% for CGCB.

IGEB has the higher dividend yield at 5.06%, compared with 4.22% for CGCB.

IGEB is categorized as Corporate Bonds, while CGCB is Intermediate Core Bond. They also come from different issuers: iShares and Capital Group. Their fees differ too: 0.18% for IGEB and 0.27% for CGCB.

IGEB currently has the higher Sharpe Ratio (1.44 vs 1.29), 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.

Portfolio Optimizer

Find the right allocation for IGEB and CGCB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer