PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VCRB vs. CGCB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VCRB vs. CGCB - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.48%
3.29%
VCRB
CGCB

Returns By Period

In the year-to-date period, VCRB achieves a 2.46% return, which is significantly higher than CGCB's 1.62% return.


VCRB

YTD

2.46%

1M

-0.48%

6M

3.48%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

CGCB

YTD

1.62%

1M

-1.09%

6M

3.29%

1Y

6.69%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


VCRBCGCB
Daily Std Dev5.27%5.93%
Max Drawdown-3.42%-3.99%
Current Drawdown-3.23%-3.73%

Compare stocks, funds, or ETFs

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


VCRB vs. CGCB - Expense Ratio Comparison

VCRB has a 0.10% 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%.


CGCB
Capital Group Core Bond ETF
Expense ratio chart for CGCB: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VCRB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

The correlation between VCRB and CGCB is 0.93, 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.

Risk-Adjusted Performance

VCRB vs. CGCB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) 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.


Sharpe ratio
No data
VCRB
CGCB

Chart placeholderNot enough data

Dividends

VCRB vs. CGCB - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.48%, less than CGCB's 3.84% yield.


TTM2023
VCRB
Vanguard Core Bond ETF
3.48%0.16%
CGCB
Capital Group Core Bond ETF
3.84%0.95%

Drawdowns

VCRB vs. CGCB - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, smaller than the maximum CGCB drawdown of -3.99%. Use the drawdown chart below to compare losses from any high point for VCRB and CGCB. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.23%
-3.73%
VCRB
CGCB

Volatility

VCRB vs. CGCB - Volatility Comparison

Vanguard Core Bond ETF (VCRB) and Capital Group Core Bond ETF (CGCB) have volatilities of 1.53% and 1.61%, 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.


1.00%1.20%1.40%1.60%1.80%2.00%JuneJulyAugustSeptemberOctoberNovember
1.53%
1.61%
VCRB
CGCB