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VGMS vs. CGMS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGMS vs. CGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Multi-Sector Income Bond ETF (VGMS) 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, VGMS achieves a 1.06% return, which is significantly lower than CGMS's 1.54% return.


VGMS

1D
-0.36%
1M
0.29%
YTD
1.06%
6M
1.35%
1Y
3Y*
5Y*
10Y*

CGMS

1D
-0.25%
1M
0.56%
YTD
1.54%
6M
1.68%
1Y
7.10%
3Y*
7.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGMS vs. CGMS - Yearly Performance Comparison


Correlation

The correlation between VGMS and CGMS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.90

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Return for Risk

VGMS vs. CGMS — Risk / Return Rank

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

VGMS

CGMS
CGMS Risk / Return Rank: 6363
Overall Rank
CGMS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CGMS Sortino Ratio Rank: 6767
Sortino Ratio Rank
CGMS Omega Ratio Rank: 6464
Omega Ratio Rank
CGMS Calmar Ratio Rank: 5757
Calmar Ratio Rank
CGMS Martin Ratio Rank: 6969
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.

VGMS vs. CGMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) 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.


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

VGMS vs. CGMS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGMSCGMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (All Time)

Calculated using the full available price history

2.11

1.66

+0.45

Drawdowns

VGMS vs. CGMS - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, smaller than the maximum CGMS drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for VGMS and CGMS.


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Drawdown Indicators


VGMSCGMSDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-4.08%

+1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-4.08%

Current Drawdown

Current decline from peak

-0.39%

-0.25%

-0.14%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.67%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

Volatility

VGMS vs. CGMS - Volatility Comparison


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Volatility by Period


VGMSCGMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

3.43%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.21%

5.13%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.21%

5.13%

-1.92%

VGMS vs. CGMS - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than CGMS's 0.39% expense ratio.


Dividends

VGMS vs. CGMS - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 5.16%, less than CGMS's 6.09% yield.


PositionTTM2025202420232022
CGMS
Capital Group U.S. Multi-Sector Income ETF
6.09%6.00%5.91%5.84%0.97%
VGMS
Vanguard Multi-Sector Income Bond ETF
5.16%2.94%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, VGMS and CGMS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VGMS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGMS is cheaper with a 0.30% expense ratio, compared with 0.39% for CGMS.

CGMS has the higher dividend yield at 6.09%, compared with 5.16% for VGMS.

They also come from different issuers: Vanguard and Capital Group. Their fees differ too: 0.30% for VGMS and 0.39% for CGMS.

Portfolio Optimizer

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