Data as of Oct 28, 2026.
BSCV vs CGMS: Differences, Returns & Fees
BSCV's duration was 4.4 years on May 31, 2026 and CGMS's 4.7 on Jun 30, 2026; BSCV charges 0.10% to CGMS's 0.39%.
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Net assets on Oct 27, 2026: $1.9bn for Invesco BulletShares 2031 Corporate Bond ETF and $5.6bn for Capital Group U.S. Multi-Sector Income ETF.
Pair scorecard
BSCV costs 0.29 points a year less; their one-year returns differ by 1.4 points; CGMS is 2.9 times larger.
| Measure | BSCV | CGMS |
|---|---|---|
| Return | ||
| Total return, 1 year | −0.6% | +0.8% |
| Benchmark | ||
| What it tracks | Invesco BulletShares USD Corporate Bond 2031 Index | No index, actively managed |
| Cost and size | ||
| Expense ratio | 0.10% | 0.39% |
| Net assets, as of Oct 27, 2026 | $1.9bn | $5.6bn |
| Holdings | ||
| Holdings in common | 1% | |
Holdings in common uses holdings dated May 31, 2026 and Jun 30, 2026. Method
Risk and return
Nov 4, 2022 to Oct 23, 2026 · 207 weekly returns · each against AGGCGMS returned more: +32.5% to +26.0%. CGMS swung less: 4.8% to 6.1%. CGMS fell less at its worst: −3.9% to −7.3%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | BSCV | CGMS | AGG | Edge | How it is measured |
|---|---|---|---|---|---|
| Return | |||||
| Total return | +26.0% | +32.5% | CGMS | Price change plus distributions, reinvested. | |
| Annualized | +6.0% | +7.3% | CGMS | Total return as a yearly rate. | |
| Price return | +4.4% | +4.9% | CGMS | Price change alone, distributions left out. | |
| Risk | |||||
| Volatility | 6.1% | 4.8% | CGMS | Spread of weekly returns, annualized. Lower is steadier. | |
| Downside deviation | 4.1% | 3.0% | CGMS | Like volatility, counting only weeks below the Treasury bill rate. | |
| Max drawdown | −7.3% | −3.9% | CGMS | Deepest fall from a high to the low after it. | |
| Upside capture | 108.5% | 78.7% | 100.0% | BSCV | Share of its benchmark's rise caught in the weeks it rose. |
| Downside capture | 96.8% | 57.1% | 100.0% | CGMS | Share of its benchmark's fall taken in the weeks it fell. Lower is better. |
| Beta | 1.06 | 0.71 | 1.00 | CGMS lower | How far it moves for each 1% its benchmark moves. |
| R squared | 0.92 | 0.67 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | |||||
| Sharpe | 0.23 | 0.54 | CGMS | Return above Treasury bills per unit of volatility. | |
| Sortino | 0.35 | 0.85 | CGMS | Return above Treasury bills per unit of downside deviation. | |
| Treynor | 0.013 | 0.036 | −0.004 | CGMS | Return above Treasury bills per unit of beta. |
| Calmar | 0.82 | 1.90 | CGMS | Annualized return divided by the max drawdown. | |
| Against the benchmark | |||||
| Benchmark | AGG | AGG | AGG | The ETF each fund is measured against. | |
| Alpha | +1.9% a year | +2.9% a year | 0.0% | Both significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 2.14 | 2.06 | Not an edge | How sure the alpha is. Below 2, it could be chance. | |
| Alpha range | +0.1% to +3.6% | +0.1% to +5.7% | The 95% range for the yearly alpha. | ||
| Information ratio | 1.04 | 0.93 | BSCV | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.8% | 3.2% | 0.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 207 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, BSCV and CGMS hold 1% of their money in the same securities at the same weight. Holdings dated May 31, 2026 and Jun 30, 2026.
half
1% in common
Only in one fund ↓
Side by side
BSCV and CGMS on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
BSCV and CGMS are built for the same job. How do they differ in cost, holdings and results?
- What each follows. BSCV follows Invesco BulletShares USD Corporate Bond 2031 Index and CGMS follows No index, actively managed.
- Holdings in common. 1% of the weight is in the same securities (holdings dated May 31, 2026 and Jun 30, 2026).
- Cost. BSCV charges 0.10% of assets a year and CGMS 0.39%, a gap of 0.29 points.
Data as of Oct 28, 2026.
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BSCV
BSCV tracks an index. Over the year to Oct 28, 2026 it returned −0.6% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Bond Index. The prospectus expense ratio is 0.10% a year.
CGMS
CGMS is actively managed and tracks no index. Over the year to Oct 28, 2026 it returned +0.8% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Index. The prospectus expense ratio is 0.39% a year.
Questions people ask
- Which returned more over the last year, BSCV or CGMS?
- In the year to Oct 28, 2026, with distributions reinvested, BSCV returned −0.6% and CGMS +0.8%.
- Which is cheaper, BSCV or CGMS?
- BSCV is cheaper, by 0.29 percentage points a year. That is about $29 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, BSCV against CGMS, data as of Oct 28, 2026. https://etfiq.com/compare/any/bscv-vs-cgms
ETFIQ. (Oct 28, 2026). BSCV against CGMS. Retrieved from https://etfiq.com/compare/any/bscv-vs-cgms
[BSCV against CGMS (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/bscv-vs-cgms)
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