Capital Group Fixed Income ETF Trust

10-Year Study

CGIB.US · · US · ETF

Executive Summary: Capital Group Fixed Income ETF Trust has compounded at -30.9% annually over the last 10 years, with a maximum drawdown of 66.4% and an annualized volatility of 4.9%.

1Y CAGR
+2.7%
3Y CAGR
-30.9%
5Y CAGR
-30.9%
10Y CAGR
-30.9%

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 →
66.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +4.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -65.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.60.9-1.90.4————————-0.0%
20250.70.8-0.81.7-0.31.1-0.10.11.01.0-0.2-0.34.7%
2024——-14.3—14.9-65.91.70.81.0-1.11.2-0.6-65.4%

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 4.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 7.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2024-03-018574.413701544841
2024-05-019854.727974997271
2024-06-013356.1642021465227
2024-07-013412.2443053902384
2024-08-013439.9272498849714
2024-09-013475.7522368781547
2024-10-013435.8990814910007
2024-11-013475.85222687375
2024-12-013455.9256491801725
2025-01-013480.59460952197
2025-02-013510.0630896523285
2025-03-013483.3943293986304
2025-04-013541.7456339708615
2025-05-013531.475232994746
2025-06-013570.3856255662895
2025-07-013566.1860457512994
2025-08-013568.35725708422
2025-09-013603.125206981113
2025-10-013637.8503040227515
2025-11-013631.293817168736
2025-12-013618.952194855295
2026-01-013639.635839658377
2026-02-013673.91812386238
2026-03-013604.639341200123
2026-04-013618.2094120308743
Annual Return Matrix
YearAnnual Return
2024-0.6544074350819827
20250.047173047751706054
2026-0.00020524803435539862
Total Factor Risk
0.04859342151257573
VTI.US Exposure
0.04335475288837364
VEA.US Exposure
0.024835013746964486
VWO.US Exposure
0.007881781893615698
QQQ.US Exposure
0.00419687376930858
VTV.US Exposure
0.1331287498859182
IJR.US Exposure
0.016755525514943095
QUAL.US Exposure
0.03456007419089658
SHV.US Exposure
0.5082530291181165
TLT.US Exposure
-0.002239301902939464
LQD.US Exposure
0.06646471265954661
HYG.US Exposure
-0.0008864506650737864
GLD.US Exposure
0.05475211703961325
USO.US Exposure
0.011311085626296133
VNQ.US Exposure
-0.0028862003897341705
BTC-USD.CC Exposure
-0.000022821990279243414
CPER.US Exposure
-0.0031615032143691092
VIX.INDX Exposure
0.001173310139716559
UUP.US Exposure
0.0054304660685056075
TIP.US Exposure
0.021152660780612387
Idiosyncratic Exposure
0.07594612483996849
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
4.9%

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 →0.00%
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.140.07%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 →
-0.2%
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 →
-2.9%
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 →
77.5% 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 (CGIB.US) has an annualized volatility of 4.9% and experienced a maximum drawdown of 66.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGIB.US has generated a Compound Annual Growth Rate (CAGR) of -30.9%. It has had a positive return in 33% 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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