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CAIBX vs. FEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAIBX vs. FEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital Income Builder Class A (CAIBX) and First Trust Large Cap Core AlphaDEX Fund (FEX). The values are adjusted to include any dividend payments, if applicable.

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CAIBX vs. FEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAIBX
American Funds Capital Income Builder Class A
1.65%20.39%10.24%8.95%-7.14%14.99%3.20%17.23%-7.28%13.99%
FEX
First Trust Large Cap Core AlphaDEX Fund
3.64%15.05%17.07%14.31%-11.86%26.83%14.28%26.93%-9.89%21.41%

Returns By Period

In the year-to-date period, CAIBX achieves a 1.65% return, which is significantly lower than FEX's 3.64% return. Over the past 10 years, CAIBX has underperformed FEX with an annualized return of 7.54%, while FEX has yielded a comparatively higher 12.04% annualized return.


CAIBX

1D
1.50%
1M
-4.13%
YTD
1.65%
6M
4.25%
1Y
16.20%
3Y*
12.93%
5Y*
8.22%
10Y*
7.54%

FEX

1D
0.58%
1M
-3.65%
YTD
3.64%
6M
5.38%
1Y
20.79%
3Y*
16.50%
5Y*
10.06%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAIBX vs. FEX - Expense Ratio Comparison

Both CAIBX and FEX have an expense ratio of 0.59%.


Return for Risk

CAIBX vs. FEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAIBX
CAIBX Risk / Return Rank: 8383
Overall Rank
CAIBX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CAIBX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CAIBX Omega Ratio Rank: 8282
Omega Ratio Rank
CAIBX Calmar Ratio Rank: 8181
Calmar Ratio Rank
CAIBX Martin Ratio Rank: 8686
Martin Ratio Rank

FEX
FEX Risk / Return Rank: 6464
Overall Rank
FEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FEX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FEX Omega Ratio Rank: 6565
Omega Ratio Rank
FEX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FEX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAIBX vs. FEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Class A (CAIBX) and First Trust Large Cap Core AlphaDEX Fund (FEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CAIBXFEXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.18

+0.44

Sortino ratio

Return per unit of downside risk

2.20

1.69

+0.51

Omega ratio

Gain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratio

Return relative to maximum drawdown

2.01

1.61

+0.40

Martin ratio

Return relative to average drawdown

9.18

7.88

+1.30

CAIBX vs. FEX - Sharpe Ratio Comparison

The current CAIBX Sharpe Ratio is 1.62, which is higher than the FEX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of CAIBX and FEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CAIBXFEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.18

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.61

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.65

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.45

+0.46

Correlation

The correlation between CAIBX and FEX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CAIBX vs. FEX - Dividend Comparison

CAIBX's dividend yield for the trailing twelve months is around 7.65%, more than FEX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
CAIBX
American Funds Capital Income Builder Class A
7.65%7.71%5.76%3.47%3.43%3.14%3.38%4.10%3.55%4.44%3.52%3.62%
FEX
First Trust Large Cap Core AlphaDEX Fund
1.06%1.10%1.18%1.38%1.61%0.80%1.21%1.32%1.34%1.07%1.29%1.33%

Drawdowns

CAIBX vs. FEX - Drawdown Comparison

The maximum CAIBX drawdown since its inception was -43.68%, smaller than the maximum FEX drawdown of -58.81%. Use the drawdown chart below to compare losses from any high point for CAIBX and FEX.


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Drawdown Indicators


CAIBXFEXDifference

Max Drawdown

Largest peak-to-trough decline

-43.68%

-58.81%

+15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-13.08%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-21.27%

+3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-39.51%

+14.23%

Current Drawdown

Current decline from peak

-4.85%

-3.71%

-1.14%

Average Drawdown

Average peak-to-trough decline

-3.82%

-7.95%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.67%

-0.84%

Volatility

CAIBX vs. FEX - Volatility Comparison

The current volatility for American Funds Capital Income Builder Class A (CAIBX) is 3.72%, while First Trust Large Cap Core AlphaDEX Fund (FEX) has a volatility of 4.67%. This indicates that CAIBX experiences smaller price fluctuations and is considered to be less risky than FEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAIBXFEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

4.67%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

9.74%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

17.71%

-7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

16.44%

-6.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

18.56%

-7.69%