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TBF vs. CGMS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBF vs. CGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 20+ Year Treasury (TBF) and Capital Group U.S. Multi-Sector Income ETF (CGMS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBF achieves a 6.75% return, which is significantly higher than CGMS's 1.10% return.


TBF

1D
0.79%
1M
4.68%
6M
6.35%
YTD
6.75%
1Y
8.07%
3Y*
7.85%
5Y*
12.59%
10Y*
3.67%
ALL TIME*
-2.86%

CGMS

1D
-0.11%
1M
-0.81%
6M
0.59%
YTD
1.10%
1Y
3.97%
3Y*
7.42%
5Y*
10Y*
ALL TIME*
8.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.85M$28.44M$28.60M
$4.61M$3.79M$5.25M

TBF vs. CGMS - Yearly Performance Comparison


2026 (YTD)2025202420232022
TBF
ProShares Short 20+ Year Treasury
6.75%1.27%16.33%2.43%-3.66%
CGMS
Capital Group U.S. Multi-Sector Income ETF
1.10%7.52%7.24%11.51%2.77%

Correlation

The correlation between TBF and CGMS is -0.73, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.73

Correlation (3Y)
Balances recent behavior with more history.

-0.72

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

-0.70

The correlation between TBF and CGMS has been stable across timeframes, ranging from -0.73 to -0.70 - a consistent structural relationship.

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Return for Risk

TBF vs. CGMS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TBF
TBF Risk / Return Rank: 2828
Overall Rank
TBF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TBF Sortino Ratio Rank: 2828
Sortino Ratio Rank
TBF Omega Ratio Rank: 2626
Omega Ratio Rank
TBF Calmar Ratio Rank: 3131
Calmar Ratio Rank
TBF Martin Ratio Rank: 2727
Martin Ratio Rank

CGMS
CGMS Risk / Return Rank: 5454
Overall Rank
CGMS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CGMS Sortino Ratio Rank: 5454
Sortino Ratio Rank
CGMS Omega Ratio Rank: 5151
Omega Ratio Rank
CGMS Calmar Ratio Rank: 5050
Calmar Ratio Rank
CGMS Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TBF vs. CGMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 20+ Year Treasury (TBF) and Capital Group U.S. Multi-Sector Income ETF (CGMS). 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.


TBFCGMSDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratioReturn relative to maximum drawdown

1.01

1.78

-0.77

Martin ratioReturn relative to average drawdown

2.29

7.52

-5.23

TBF vs. CGMS - Sharpe Ratio Comparison

The current TBF Sharpe Ratio is 0.72, which is lower than the CGMS Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TBF and CGMS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TBF vs. CGMS - Drawdown Comparison

The maximum TBF drawdown since its inception was -70.40%, which is greater than CGMS's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for TBF and CGMS.


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Drawdown Indicators


TBFCGMSDifference

Max Drawdown

Largest peak-to-trough decline

-70.40%

-4.08%

-66.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-2.47%

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.79%

-4.08%

-13.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

Current Drawdown

Current decline from peak

-40.98%

-0.88%

-40.10%

Average Drawdown

Average peak-to-trough decline

-47.38%

-0.66%

-46.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

0.59%

+2.30%

Volatility

TBF vs. CGMS - Volatility Comparison

ProShares Short 20+ Year Treasury (TBF) has a higher volatility of 2.44% compared to Capital Group U.S. Multi-Sector Income ETF (CGMS) at 0.82%. This indicates that TBF's price experiences larger fluctuations and is considered to be riskier than CGMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBFCGMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

0.82%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

2.85%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

9.18%

3.49%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

5.07%

+10.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

5.07%

+9.38%

TBF vs. CGMS - Expense Ratio Comparison

TBF has a 0.94% expense ratio, which is higher than CGMS's 0.39% expense ratio.


Dividends

TBF vs. CGMS - Dividend Comparison

TBF's dividend yield for the trailing twelve months is around 2.66%, less than CGMS's 6.11% yield.


PositionTTM20252024202320222021202020192018
CGMS
Capital Group U.S. Multi-Sector Income ETF
6.11%6.00%5.91%5.84%0.97%0.00%0.00%0.00%0.00%
TBF
ProShares Short 20+ Year Treasury
2.66%3.39%4.06%4.99%0.36%0.00%0.22%1.68%0.88%

Frequently Asked Questions


TBF and CGMS have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBF has higher volatility (2.44%) compared to CGMS (0.82%). In terms of maximum drawdown, TBF dropped -70.40% vs CGMS's -4.08%.

On 3-year performance, TBF leads with 7.85% vs 7.42% for CGMS. On fees, CGMS is cheaper at 0.39% per year. On volatility, CGMS has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TBF has performed better with a 7.85% return vs 7.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CGMS is cheaper with a 0.39% expense ratio, compared with 0.94% for TBF.

CGMS has the higher dividend yield at 6.11%, compared with 2.66% for TBF.

TBF is categorized as Inverse Bonds, while CGMS is Multisector Bonds. They also come from different issuers: ProShares and Capital Group. Their fees differ too: 0.94% for TBF and 0.39% for CGMS.

CGMS currently has the higher Sharpe Ratio (1.26 vs 0.72), 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.

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