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QUIZ vs. CGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUIZ vs. CGHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Quality International ETF (QUIZ) and Capital Group High Yield Bond ETF (CGHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUIZ achieves a 9.32% return, which is significantly higher than CGHY's 2.34% return.


QUIZ

1D
1.01%
1M
1.59%
6M
6.95%
YTD
9.32%
1Y
3Y*
5Y*
10Y*

CGHY

1D
0.20%
1M
0.60%
6M
2.10%
YTD
2.34%
1Y
6.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUIZ vs. CGHY - Yearly Performance Comparison


Correlation

The correlation between QUIZ and CGHY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.62

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Return for Risk

QUIZ vs. CGHY — Risk / Return Rank

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

QUIZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CGHY
CGHY Risk / Return Rank: 7878
Overall Rank
CGHY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CGHY Sortino Ratio Rank: 8686
Sortino Ratio Rank
CGHY Omega Ratio Rank: 8282
Omega Ratio Rank
CGHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
CGHY Martin Ratio Rank: 8080
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.

QUIZ vs. CGHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Quality International ETF (QUIZ) and Capital Group High Yield Bond ETF (CGHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QUIZCGHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.68

Martin ratioReturn relative to average drawdown

12.25

QUIZ vs. CGHY - Sharpe Ratio Comparison


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Drawdowns

QUIZ vs. CGHY - Drawdown Comparison

The maximum QUIZ drawdown since its inception was -11.75%, which is greater than CGHY's maximum drawdown of -2.38%. Use the drawdown chart below to compare losses from any high point for QUIZ and CGHY.


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Drawdown Indicators


QUIZCGHYDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-2.38%

-9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

Current Drawdown

Current decline from peak

-2.14%

-0.04%

-2.10%

Average Drawdown

Average peak-to-trough decline

-2.20%

-0.30%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

QUIZ vs. CGHY - Volatility Comparison


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Volatility by Period


QUIZCGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

3.29%

+15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

3.28%

+15.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

3.28%

+15.75%

QUIZ vs. CGHY - Expense Ratio Comparison

QUIZ has a 0.55% expense ratio, which is higher than CGHY's 0.39% expense ratio.


Dividends

QUIZ vs. CGHY - Dividend Comparison

QUIZ's dividend yield for the trailing twelve months is around 0.16%, less than CGHY's 5.44% yield.


PositionTTM2025
CGHY
Capital Group High Yield Bond ETF
5.44%3.09%
QUIZ
Zacks Quality International ETF
0.16%0.18%

Frequently Asked Questions


QUIZ and CGHY have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGHY is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGHY is cheaper with a 0.39% expense ratio, compared with 0.55% for QUIZ.

CGHY has the higher dividend yield at 5.44%, compared with 0.16% for QUIZ.

QUIZ is categorized as Actively Managed, while CGHY is High Yield Bonds. They also come from different issuers: Zacks and Capital Group. Their fees differ too: 0.55% for QUIZ and 0.39% for CGHY.

Portfolio Optimizer

Find the right allocation for QUIZ and CGHY

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

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