Capital Group Core Balanced ETF

10-Year Study

CGBL.US · · US · ETF

Executive Summary: Capital Group Core Balanced ETF has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 5.8% and an annualized volatility of 12.4%.

1Y CAGR
+16.2%
3Y CAGR
+17.7%
5Y CAGR
+17.7%
10Y CAGR
+17.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
5.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +16.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.01.4-5.85.7————————2.9%
20252.8-0.3-3.00.13.94.30.61.42.40.31.30.715.3%
20241.02.63.1-3.43.32.81.51.81.5-0.23.2-1.516.6%
2023—————————-2.26.95.210.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 53.6% of variance. Idiosyncratic stock-specific factors contribute 1.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019783.762499005106
2023-11-0110462.175193428258
2023-12-0111001.637909005985
2024-01-0111110.30123283023
2024-02-0111400.014242687008
2024-03-0111756.542210716365
2024-04-0111352.67825351145
2024-05-0111732.32964280179
2024-06-0112063.38833523934
2024-07-0112250.051315563489
2024-08-0112473.20070878313
2024-09-0112659.863689107277
2024-10-0112631.33642483422
2024-11-0113030.885685680652
2024-12-0112832.367762934662
2025-01-0113197.567013936889
2025-02-0113156.556453403375
2025-03-0112764.002865293505
2025-04-0112776.402381042146
2025-05-0113279.043561677117
2025-06-0113845.860614362493
2025-07-0113924.530514956914
2025-08-0114115.005508568653
2025-09-0114452.934202975046
2025-10-0114498.720252682022
2025-11-0114690.200612435543
2025-12-0114799.827412145662
2026-01-0115097.248229089431
2026-02-0115306.699508627296
2026-03-0114414.437057795983
2026-04-0115235.486073584423
Annual Return Matrix
YearAnnual Return
20240.16640520884895094
20250.15332007978245898
20260.02943673931502966
Total Factor Risk
0.1244658228744116
VTI.US Exposure
0.536030370780964
VEA.US Exposure
0.06555513027881615
VWO.US Exposure
-0.0015406952035867982
QQQ.US Exposure
-0.11167939348912939
VTV.US Exposure
-0.15746193443078738
IJR.US Exposure
0.02813688486889064
QUAL.US Exposure
0.20464964160778473
SHV.US Exposure
0.26691140407679326
TLT.US Exposure
-0.012269586229117299
LQD.US Exposure
-0.005479079893390818
HYG.US Exposure
0.04635278598528564
GLD.US Exposure
0.0176080829616469
USO.US Exposure
-0.0015315477195289636
VNQ.US Exposure
0.021300578851589896
BTC-USD.CC Exposure
-0.00120314792023784
CPER.US Exposure
0.025533628394022522
VIX.INDX Exposure
-0.038119850950490954
UUP.US Exposure
-0.009903977407659392
TIP.US Exposure
0.111918842934555
Idiosyncratic Exposure
0.015191862503579972
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →21.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.91%
Market Cap$267.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$53
Avg Yield on Cost
0.53%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$53.20.53%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group Core Balanced ETF a high-risk investment?

Capital Group Core Balanced ETF (CGBL.US) has an annualized volatility of 12.4% and experienced a maximum drawdown of 5.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CGBL.US?

Over the past 10 years, CGBL.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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