Capital Group Fixed Income ETF Trust

10-Year Study

CGCB.US · · US · ETF

Executive Summary: Capital Group Fixed Income ETF Trust has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 3.4% and an annualized volatility of 6.7%.

1Y CAGR
+4.9%
3Y CAGR
+5.9%
5Y CAGR
+5.9%
10Y CAGR
+5.9%

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 →
3.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.4-2.30.5————————-0.2%
20250.52.30.00.4-0.81.5-0.31.31.10.60.6-0.27.3%
2024-0.3-1.40.8-2.61.91.02.41.61.3-2.71.2-1.61.4%
2023—————————-1.64.43.96.8%

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 6.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.8% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019839.627158400577
2023-11-0110277.347061588267
2023-12-0110675.489881708008
2024-01-0110645.049350558078
2024-02-0110500.050514589931
2024-03-0110580.127121063708
2024-04-0110308.753958806448
2024-05-0110501.456137961934
2024-06-0110604.857307264876
2024-07-0110861.822829959105
2024-08-0111037.306122807557
2024-09-0111184.193765181832
2024-10-0110878.031424467512
2024-11-0111004.84500806037
2024-12-0110829.71312105492
2025-01-0110885.1034670579
2025-02-0111137.67641671462
2025-03-0111141.497955257251
2025-04-0111186.961086195462
2025-05-0111102.799386796805
2025-06-0111265.807772218734
2025-07-0111236.772864440803
2025-08-0111380.278225576198
2025-09-0111510.078758834563
2025-10-0111573.727142148058
2025-11-0111641.197064004184
2025-12-0111618.882792973642
2026-01-0111644.71112243419
2026-02-0111802.843751784485
2026-03-0111534.896796496485
2026-04-0111596.3928190216
Annual Return Matrix
YearAnnual Return
20240.01444647890221562
20250.07287078273425651
2026-0.0019356399709654637
Total Factor Risk
0.06737392393158514
VTI.US Exposure
0.09585028021066423
VEA.US Exposure
0.025721458193681993
VWO.US Exposure
-0.0012847879508089898
QQQ.US Exposure
-0.06137388508609691
VTV.US Exposure
-0.032439558790691075
IJR.US Exposure
0.0012919091167966947
QUAL.US Exposure
-0.00404288970281048
SHV.US Exposure
0.37757686006299324
TLT.US Exposure
0.14471275655550156
LQD.US Exposure
0.2682782621500078
HYG.US Exposure
0.021430806997761693
GLD.US Exposure
-0.003317403862344246
USO.US Exposure
0.004882830995274132
VNQ.US Exposure
0.010231369918094346
BTC-USD.CC Exposure
-0.0064083216007993745
CPER.US Exposure
-0.000015146425053386743
VIX.INDX Exposure
-0.003916781887610133
UUP.US Exposure
-0.007532350094934163
TIP.US Exposure
0.165452814368637
Idiosyncratic Exposure
0.004901776831736091
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.14%
Market Cap$0
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
$76
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$76.320.76%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 →
-0.4%
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 →
+0.6%
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 →
1.7% 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 Fixed Income ETF Trust a high-risk investment?

Capital Group Fixed Income ETF Trust (CGCB.US) has an annualized volatility of 6.7% and experienced a maximum drawdown of 3.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGCB.US has generated a Compound Annual Growth Rate (CAGR) of 5.9%. It has had a positive return in 67% 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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