Capital Group Fixed Income ETF Trust

10-Year Study

CGSM.US · · US · ETF

Executive Summary: Capital Group Fixed Income ETF Trust has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 1.2% and an annualized volatility of 10.6%.

1Y CAGR
+4.0%
3Y CAGR
+5.0%
5Y CAGR
+5.0%
10Y CAGR
+5.0%

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 →
1.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.3%
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 · 0.4%
% 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.
20260.80.4-1.20.4————————0.4%
20250.60.7-0.4-0.20.60.70.50.70.70.20.20.34.6%
2024-0.20.20.20.0-0.01.11.20.80.6-0.50.7-0.43.7%
2023—————————0.02.51.54.1%

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 10.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 96.1% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-0110004.79618389944
2023-11-0110258.256434326942
2023-12-0110409.994647416157
2024-01-0110394.354810425772
2024-02-0110416.559183417938
2024-03-0110439.179012626919
2024-04-0110439.585455000766
2024-05-0110436.342929852963
2024-06-0110547.51393294291
2024-07-0110671.251872011297
2024-08-0110759.024577635902
2024-09-0110821.978895807513
2024-10-0110767.575436851801
2024-11-0110840.351566097854
2024-12-0110796.491025654053
2025-01-0110859.275719689806
2025-02-0110933.875103536278
2025-03-0110891.349431292063
2025-04-0110868.346923477062
2025-05-0110930.910368639954
2025-06-0111005.876042287051
2025-07-0111055.707843977261
2025-08-0111128.491348185742
2025-09-0111209.973210858698
2025-10-0111229.140738210794
2025-11-0111254.739232800686
2025-12-0111291.53128147675
2026-01-0111385.001555297631
2026-02-0111427.963825317624
2026-03-0111290.484561253654
2026-04-0111333.44683127364
Annual Return Matrix
YearAnnual Return
20240.037127432945782246
20250.04585195825628974
20260.003712122718523947
Total Factor Risk
0.10649938123814372
VTI.US Exposure
-0.0022981441714798605
VEA.US Exposure
-0.0024199299700862725
VWO.US Exposure
0.008711469601134027
QQQ.US Exposure
0.003833449038085982
VTV.US Exposure
0.007188638318910819
IJR.US Exposure
0.001641737437548852
QUAL.US Exposure
-0.004460788964102215
SHV.US Exposure
0.9607361675532394
TLT.US Exposure
0.0026325553006908025
LQD.US Exposure
0.018636806281326745
HYG.US Exposure
-0.002547770918655614
GLD.US Exposure
-0.0008920496005982943
USO.US Exposure
0.000916101834034205
VNQ.US Exposure
0.004214700034402739
BTC-USD.CC Exposure
-0.00048137214561577935
CPER.US Exposure
-0.000375148353287438
VIX.INDX Exposure
-0.0009033173884549137
UUP.US Exposure
-0.0001331313314201493
TIP.US Exposure
0.0014967311031327977
Idiosyncratic Exposure
0.00450329634119422
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.6%

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 →3.04%
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
$57
Avg Yield on Cost
0.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$57.020.57%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 →
-0.3%
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 →
+0.8%
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 →
1.0% 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 (CGSM.US) has an annualized volatility of 10.6% and experienced a maximum drawdown of 1.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGSM.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. 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.

Run a Full Backtest on Capital Group Fixed Income ETF Trust

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest