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SPMB vs. CGMU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPMB vs. CGMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Capital Group Municipal Income ETF (CGMU). The values are adjusted to include any dividend payments, if applicable.

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SPMB vs. CGMU - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
0.56%8.29%1.35%5.09%2.75%
CGMU
Capital Group Municipal Income ETF
0.16%5.19%2.64%6.76%4.53%

Returns By Period

In the year-to-date period, SPMB achieves a 0.56% return, which is significantly higher than CGMU's 0.16% return.


SPMB

1D
0.05%
1M
-1.19%
YTD
0.56%
6M
1.75%
1Y
5.26%
3Y*
4.12%
5Y*
0.37%
10Y*
1.29%

CGMU

1D
0.18%
1M
-1.92%
YTD
0.16%
6M
1.65%
1Y
4.63%
3Y*
4.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPMB vs. CGMU - Expense Ratio Comparison

SPMB has a 0.04% expense ratio, which is lower than CGMU'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%.


Return for Risk

SPMB vs. CGMU — Risk / Return Rank

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

SPMB
SPMB Risk / Return Rank: 5858
Overall Rank
SPMB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPMB Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPMB Omega Ratio Rank: 5050
Omega Ratio Rank
SPMB Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPMB Martin Ratio Rank: 5555
Martin Ratio Rank

CGMU
CGMU Risk / Return Rank: 6969
Overall Rank
CGMU Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CGMU Sortino Ratio Rank: 7070
Sortino Ratio Rank
CGMU Omega Ratio Rank: 8080
Omega Ratio Rank
CGMU Calmar Ratio Rank: 6464
Calmar Ratio Rank
CGMU Martin Ratio Rank: 5555
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.

SPMB vs. CGMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Capital Group Municipal Income ETF (CGMU). 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.


SPMBCGMUDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.43

-0.34

Sortino ratio

Return per unit of downside risk

1.56

1.83

-0.27

Omega ratio

Gain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratio

Return relative to maximum drawdown

1.97

1.72

+0.25

Martin ratio

Return relative to average drawdown

5.64

5.71

-0.08

SPMB vs. CGMU - Sharpe Ratio Comparison

The current SPMB Sharpe Ratio is 1.09, which is comparable to the CGMU Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SPMB and CGMU, 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


SPMBCGMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.43

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.61

-1.27

Correlation

The correlation between SPMB and CGMU is 0.71, 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

SPMB vs. CGMU - Dividend Comparison

SPMB's dividend yield for the trailing twelve months is around 4.04%, more than CGMU's 3.37% yield.


TTM20252024202320222021202020192018201720162015
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
4.04%3.98%3.76%3.21%2.98%2.59%2.95%3.24%3.36%3.13%2.99%3.05%
CGMU
Capital Group Municipal Income ETF
3.37%3.32%3.21%3.08%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPMB vs. CGMU - Drawdown Comparison

The maximum SPMB drawdown since its inception was -18.03%, which is greater than CGMU's maximum drawdown of -4.11%. Use the drawdown chart below to compare losses from any high point for SPMB and CGMU.


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Drawdown Indicators


SPMBCGMUDifference

Max Drawdown

Largest peak-to-trough decline

-18.03%

-4.11%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.86%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-1.54%

-2.09%

+0.55%

Average Drawdown

Average peak-to-trough decline

-2.86%

-0.82%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.86%

+0.16%

Volatility

SPMB vs. CGMU - Volatility Comparison

SPDR Portfolio Mortgage Backed Bond ETF (SPMB) has a higher volatility of 1.83% compared to Capital Group Municipal Income ETF (CGMU) at 1.08%. This indicates that SPMB's price experiences larger fluctuations and is considered to be riskier than CGMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMBCGMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.08%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

1.65%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

3.27%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

3.52%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.59%

3.52%

+4.07%