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TBLYX vs. CGMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBLYX vs. CGMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Blend 2035 Fund (TBLYX) and Capital Group Municipal Income ETF (CGMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBLYX achieves a 7.90% return, which is significantly higher than CGMU's 1.39% return.


TBLYX

1D
1.86%
1M
0.08%
YTD
7.90%
6M
8.49%
1Y
19.16%
3Y*
15.45%
5Y*
10Y*

CGMU

1D
-0.07%
1M
0.56%
YTD
1.39%
6M
1.82%
1Y
6.32%
3Y*
4.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBLYX vs. CGMU - Yearly Performance Comparison


2026 (YTD)2025202420232022
TBLYX
T. Rowe Price Retirement Blend 2035 Fund
7.90%17.30%12.43%18.44%3.18%
CGMU
Capital Group Municipal Income ETF
1.39%5.19%2.64%6.76%4.65%

Correlation

The correlation between TBLYX and CGMU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

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

0.24

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Return for Risk

TBLYX vs. CGMU — Risk / Return Rank

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

TBLYX
TBLYX Risk / Return Rank: 6464
Overall Rank
TBLYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TBLYX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TBLYX Omega Ratio Rank: 6464
Omega Ratio Rank
TBLYX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TBLYX Martin Ratio Rank: 7070
Martin Ratio Rank

CGMU
CGMU Risk / Return Rank: 7777
Overall Rank
CGMU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CGMU Sortino Ratio Rank: 9292
Sortino Ratio Rank
CGMU Omega Ratio Rank: 9494
Omega Ratio Rank
CGMU Calmar Ratio Rank: 5656
Calmar Ratio Rank
CGMU Martin Ratio Rank: 5353
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.

TBLYX vs. CGMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2035 Fund (TBLYX) 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.

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.


TBLYXCGMUDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.36

1.59

-0.24

Calmar ratioReturn relative to maximum drawdown

2.51

2.49

+0.02

Martin ratioReturn relative to average drawdown

10.93

7.97

+2.96

TBLYX vs. CGMU - Sharpe Ratio Comparison

The current TBLYX Sharpe Ratio is 1.90, which is lower than the CGMU Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of TBLYX and CGMU, 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

TBLYX vs. CGMU - Drawdown Comparison

The maximum TBLYX drawdown since its inception was -24.54%, which is greater than CGMU's maximum drawdown of -4.11%. Use the drawdown chart below to compare losses from any high point for TBLYX and CGMU.


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Drawdown Indicators


TBLYXCGMUDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-4.11%

-20.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-2.55%

-5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-3.89%

-9.13%

Current Drawdown

Current decline from peak

-1.58%

-0.89%

-0.69%

Average Drawdown

Average peak-to-trough decline

-6.07%

-0.84%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

0.79%

+1.01%

Volatility

TBLYX vs. CGMU - Volatility Comparison

T. Rowe Price Retirement Blend 2035 Fund (TBLYX) has a higher volatility of 4.08% compared to Capital Group Municipal Income ETF (CGMU) at 0.81%. This indicates that TBLYX'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


TBLYXCGMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

0.81%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

1.73%

+6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

2.28%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

3.47%

+9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.11%

3.47%

+9.64%

TBLYX vs. CGMU - Expense Ratio Comparison

TBLYX has a 0.40% expense ratio, which is higher than CGMU's 0.27% expense ratio.


Dividends

TBLYX vs. CGMU - Dividend Comparison

TBLYX's dividend yield for the trailing twelve months is around 2.32%, less than CGMU's 3.33% yield.


PositionTTM20252024202320222021
CGMU
Capital Group Municipal Income ETF
3.33%3.32%3.21%3.08%0.49%0.00%
TBLYX
T. Rowe Price Retirement Blend 2035 Fund
2.32%2.50%2.05%1.94%2.18%1.40%

Frequently Asked Questions


TBLYX and CGMU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBLYX has higher volatility (4.08%) compared to CGMU (0.81%). In terms of maximum drawdown, TBLYX dropped -24.54% vs CGMU's -4.11%.

CGMU currently has the higher Sharpe Ratio (2.78 vs 1.90), 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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