Capital Group U.S. Multi-Sector Income ETF

10-Year Study

CGMS.US · · US · ETF

Executive Summary: Capital Group U.S. Multi-Sector Income ETF has compounded at 8.4% annually over the last 10 years, with a maximum drawdown of 2.7% and an annualized volatility of 8.1%.

1Y CAGR
+6.3%
3Y CAGR
+7.9%
5Y CAGR
+8.4%
10Y CAGR
+8.4%

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 →
2.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +11.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.4%
% 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.
20260.50.1-1.61.4————————0.4%
20250.91.2-0.7-0.61.31.90.11.30.80.10.80.37.5%
20240.5-0.21.4-1.21.80.52.11.90.9-1.31.6-0.67.2%
20233.6-2.22.40.4-0.80.91.10.1-1.6-1.04.93.611.5%
2022——————————3.8-0.92.9%

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 8.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.9% of variance. Idiosyncratic stock-specific factors contribute 1.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-10-0110000
2022-11-0110377.457367173565
2022-12-0110286.446439131332
2023-01-0110652.605566426439
2023-02-0110417.650254570977
2023-03-0110672.317389193113
2023-04-0110712.89489752256
2023-05-0110629.047534339437
2023-06-0110720.443083313701
2023-07-0110836.069751006024
2023-08-0110843.041005399116
2023-09-0110665.971143814571
2023-10-0110555.584936321196
2023-11-0111070.496209079936
2023-12-0111470.213512694894
2024-01-0111523.627744630934
2024-02-0111501.36780818954
2024-03-0111659.158545555943
2024-04-0111520.021923393128
2024-05-0111722.909465040359
2024-06-0111777.621792622009
2024-07-0112020.509911200643
2024-08-0112247.195873017397
2024-09-0112352.34162031183
2024-10-0112189.262345129977
2024-11-0112379.938172185175
2024-12-0112300.946648268964
2025-01-0112413.159805189498
2025-02-0112561.190786405572
2025-03-0112473.833757217652
2025-04-0112393.399904806318
2025-05-0112553.786833463942
2025-06-0112797.540349139652
2025-07-0112809.607830882174
2025-08-0112971.38901041842
2025-09-0113070.236589950817
2025-10-0113082.111761227325
2025-11-0113189.469078880944
2025-12-0113225.767679341528
2026-01-0113293.460963379277
2026-02-0113303.076486680096
2026-03-0113091.534974062124
2026-04-0113274.229916777644
Annual Return Matrix
YearAnnual Return
20230.11508027388936948
20240.07242525473955985
20250.07518291538990685
20260.0036642286944004177
Total Factor Risk
0.08060212913814052
VTI.US Exposure
0.14419102945956475
VEA.US Exposure
0.049358870940470125
VWO.US Exposure
-0.0028658570755862632
QQQ.US Exposure
-0.06104614842450228
VTV.US Exposure
-0.03227370764565492
IJR.US Exposure
-0.007074769029394333
QUAL.US Exposure
-0.006891518954030273
SHV.US Exposure
0.5593829568253924
TLT.US Exposure
-0.017718230694262697
LQD.US Exposure
0.32073889547715395
HYG.US Exposure
0.03993441152894491
GLD.US Exposure
-0.008939278960212767
USO.US Exposure
-0.0003207086608123233
VNQ.US Exposure
-0.0003113079270260081
BTC-USD.CC Exposure
0.0017979841172156498
CPER.US Exposure
0.010130001835462981
VIX.INDX Exposure
-0.0031476060195640486
UUP.US Exposure
-0.012281456091955814
TIP.US Exposure
0.017130281600385693
Idiosyncratic Exposure
0.010206157698411307
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
71.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.1%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.99%
Market Cap$2.8B
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
$103
Avg Yield on Cost
1.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.061.03%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 →
+0.5%
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 →
+1.3%
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 →
0.4% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group U.S. Multi-Sector Income ETF a high-risk investment?

Capital Group U.S. Multi-Sector Income ETF (CGMS.US) has an annualized volatility of 8.1% and experienced a maximum drawdown of 2.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGMS.US has generated a Compound Annual Growth Rate (CAGR) of 8.4%. 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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