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CAIBX vs. LBNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAIBX vs. LBNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital Income Builder Class A (CAIBX) and Lord Abbett Bond Debenture Fund (LBNDX). The values are adjusted to include any dividend payments, if applicable.

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CAIBX vs. LBNDX - 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%
LBNDX
Lord Abbett Bond Debenture Fund
-1.34%8.42%6.29%6.38%-13.67%3.25%7.65%13.40%-3.76%9.23%

Returns By Period

In the year-to-date period, CAIBX achieves a 1.65% return, which is significantly higher than LBNDX's -1.34% return. Over the past 10 years, CAIBX has outperformed LBNDX with an annualized return of 7.54%, while LBNDX has yielded a comparatively lower 4.33% 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%

LBNDX

1D
0.57%
1M
-2.74%
YTD
-1.34%
6M
-0.02%
1Y
5.80%
3Y*
5.92%
5Y*
1.30%
10Y*
4.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAIBX vs. LBNDX - Expense Ratio Comparison

CAIBX has a 0.59% expense ratio, which is lower than LBNDX's 0.77% expense ratio.


Return for Risk

CAIBX vs. LBNDX — 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

LBNDX
LBNDX Risk / Return Rank: 6868
Overall Rank
LBNDX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LBNDX Sortino Ratio Rank: 7474
Sortino Ratio Rank
LBNDX Omega Ratio Rank: 7070
Omega Ratio Rank
LBNDX Calmar Ratio Rank: 6464
Calmar Ratio Rank
LBNDX Martin Ratio Rank: 5858
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. LBNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Class A (CAIBX) and Lord Abbett Bond Debenture Fund (LBNDX). 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.


CAIBXLBNDXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.39

+0.23

Sortino ratio

Return per unit of downside risk

2.20

1.92

+0.28

Omega ratio

Gain probability vs. loss probability

1.33

1.28

+0.06

Calmar ratio

Return relative to maximum drawdown

2.01

1.59

+0.42

Martin ratio

Return relative to average drawdown

9.18

5.89

+3.30

CAIBX vs. LBNDX - Sharpe Ratio Comparison

The current CAIBX Sharpe Ratio is 1.62, which is comparable to the LBNDX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CAIBX and LBNDX, 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


CAIBXLBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.39

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.28

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.86

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.09

-0.18

Correlation

The correlation between CAIBX and LBNDX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CAIBX vs. LBNDX - Dividend Comparison

CAIBX's dividend yield for the trailing twelve months is around 7.65%, more than LBNDX's 5.57% 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%
LBNDX
Lord Abbett Bond Debenture Fund
5.57%5.92%5.38%4.66%3.67%3.71%3.72%4.02%6.43%4.82%4.58%5.50%

Drawdowns

CAIBX vs. LBNDX - Drawdown Comparison

The maximum CAIBX drawdown since its inception was -43.68%, which is greater than LBNDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for CAIBX and LBNDX.


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Drawdown Indicators


CAIBXLBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-43.68%

-26.67%

-17.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-4.08%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-17.33%

-0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-19.77%

-5.51%

Current Drawdown

Current decline from peak

-4.85%

-3.27%

-1.58%

Average Drawdown

Average peak-to-trough decline

-3.82%

-3.53%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.10%

+0.73%

Volatility

CAIBX vs. LBNDX - Volatility Comparison

American Funds Capital Income Builder Class A (CAIBX) has a higher volatility of 3.72% compared to Lord Abbett Bond Debenture Fund (LBNDX) at 1.88%. This indicates that CAIBX's price experiences larger fluctuations and is considered to be riskier than LBNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAIBXLBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

1.88%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

2.86%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

4.42%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

4.63%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

5.02%

+5.85%