Capital Group Fixed Income ETF Trust

10-Year Study

CGHM.US · · US · ETF

Executive Summary: Capital Group Fixed Income ETF Trust has compounded at 4.4% annually over the last 10 years, with a maximum drawdown of 3.6% and an annualized volatility of 6.5%.

1Y CAGR
+7.7%
3Y CAGR
+4.4%
5Y CAGR
+4.4%
10Y CAGR
+4.4%

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 →
3.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +4.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.7%
% 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.
20260.41.5-2.31.1————————0.7%
20250.61.4-1.9-1.3-0.30.8-0.81.23.11.30.40.24.6%
2024——————1.90.71.6-1.31.3-1.32.8%

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 6.5%. The dominant macroeconomic risk driver is TLT.US, accounting for 57.0% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110185.34731901316
2024-08-0110251.780292588566
2024-09-0110411.132030092696
2024-10-0110275.951297428814
2024-11-0110413.225899120018
2024-12-0110275.371593219865
2025-01-0110333.452472357825
2025-02-0110478.978385418159
2025-03-0110275.265166299723
2025-04-0110142.608847931007
2025-05-0110107.204965428587
2025-06-0110190.57352580373
2025-07-0110106.649449156032
2025-08-0110229.555610363628
2025-09-0110541.695285698634
2025-10-0110683.820374901727
2025-11-0110721.470510430767
2025-12-0110743.836288951345
2026-01-0110787.682567520422
2026-02-0110952.541156378475
2026-03-0110703.139408703319
2026-04-0110817.272411876695
Annual Return Matrix
YearAnnual Return
20250.045591022327659214
20260.006835186329195109
Total Factor Risk
0.0649302348818931
VTI.US Exposure
0.055502237559884864
VEA.US Exposure
-0.03352710217954152
VWO.US Exposure
0.09050393087091306
QQQ.US Exposure
0.11547692239513353
VTV.US Exposure
0.11938359937291361
IJR.US Exposure
-0.00007645310110463555
QUAL.US Exposure
-0.12324420754847425
SHV.US Exposure
0.013265053450829576
TLT.US Exposure
0.5695671102099467
LQD.US Exposure
0.03749550656099251
HYG.US Exposure
0.02591478078208596
GLD.US Exposure
-0.007052453214846906
USO.US Exposure
0.005799709882123317
VNQ.US Exposure
0.02190829746362955
BTC-USD.CC Exposure
-0.003755629100325644
CPER.US Exposure
0.014820107678037549
VIX.INDX Exposure
-0.03778690980394512
UUP.US Exposure
-0.01264681852927109
TIP.US Exposure
0.11336295008901641
Idiosyncratic Exposure
0.03508936716200243
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.5%

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 →3.64%
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
$79
Avg Yield on Cost
0.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$79.30.79%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 →
-0.1%
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 →
+2.1%
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 →
1.2% 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 (CGHM.US) has an annualized volatility of 6.5% and experienced a maximum drawdown of 3.6% over the last 10 years. Its primary macro risk driver is TLT.US.

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

Over the past 10 years, CGHM.US has generated a Compound Annual Growth Rate (CAGR) of 4.4%. 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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