See what your fund actually adds
Capital Group U.S. Multi-Sector Income ETF CGMS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CGMS | Replication |
|---|---|---|
| Annualized growth | 7.1% | 6.5% |
| Annualized volatility | 4.5% | 4.4% |
| Sharpe ratio | 1.56 | 1.47 |
| Maximum drawdown | 3.7% | 3.2% |
| Replication fit (R²) | 0.98 · Tracking error 0.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model CGMS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 50.4% |
| VCSH | FI · Short Corp | 20.2% |
| VCIT | FI · IG Credit | 18.8% |
| VCLT | FI · Long Corp | 7.1% |
| STIP | FI · Short TIPS | 3.5% |