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CAIBX vs. MEIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAIBX vs. MEIAX - Performance Comparison

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

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CAIBX vs. MEIAX - 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%
MEIAX
MFS Value Fund
1.01%12.97%11.60%7.92%-6.25%25.11%3.71%29.73%-10.11%16.97%

Returns By Period

In the year-to-date period, CAIBX achieves a 1.65% return, which is significantly higher than MEIAX's 1.01% return. Over the past 10 years, CAIBX has underperformed MEIAX with an annualized return of 7.54%, while MEIAX has yielded a comparatively higher 9.65% 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%

MEIAX

1D
1.64%
1M
-5.04%
YTD
1.01%
6M
3.48%
1Y
10.10%
3Y*
11.75%
5Y*
8.09%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAIBX vs. MEIAX - Expense Ratio Comparison

CAIBX has a 0.59% expense ratio, which is lower than MEIAX's 0.80% expense ratio.


Return for Risk

CAIBX vs. MEIAX — 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

MEIAX
MEIAX Risk / Return Rank: 2929
Overall Rank
MEIAX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MEIAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MEIAX Omega Ratio Rank: 2424
Omega Ratio Rank
MEIAX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MEIAX Martin Ratio Rank: 4040
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. MEIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Class A (CAIBX) and MFS Value Fund (MEIAX). 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.


CAIBXMEIAXDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.67

+0.95

Sortino ratio

Return per unit of downside risk

2.20

1.01

+1.20

Omega ratio

Gain probability vs. loss probability

1.33

1.15

+0.19

Calmar ratio

Return relative to maximum drawdown

2.01

0.99

+1.01

Martin ratio

Return relative to average drawdown

9.18

4.36

+4.83

CAIBX vs. MEIAX - Sharpe Ratio Comparison

The current CAIBX Sharpe Ratio is 1.62, which is higher than the MEIAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CAIBX and MEIAX, 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


CAIBXMEIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.67

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.58

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.58

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.58

+0.33

Correlation

The correlation between CAIBX and MEIAX is 0.84, 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. MEIAX - Dividend Comparison

CAIBX's dividend yield for the trailing twelve months is around 7.65%, less than MEIAX's 9.44% 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%
MEIAX
MFS Value Fund
9.44%9.34%9.10%8.21%7.36%3.10%2.42%2.97%3.36%3.87%2.84%5.73%

Drawdowns

CAIBX vs. MEIAX - Drawdown Comparison

The maximum CAIBX drawdown since its inception was -43.68%, smaller than the maximum MEIAX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for CAIBX and MEIAX.


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Drawdown Indicators


CAIBXMEIAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.68%

-52.85%

+9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-11.10%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-17.72%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-36.71%

+11.43%

Current Drawdown

Current decline from peak

-4.85%

-5.04%

+0.19%

Average Drawdown

Average peak-to-trough decline

-3.82%

-6.57%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.53%

-0.70%

Volatility

CAIBX vs. MEIAX - Volatility Comparison

American Funds Capital Income Builder Class A (CAIBX) and MFS Value Fund (MEIAX) have volatilities of 3.72% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAIBXMEIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.64%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

7.85%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

14.83%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

13.91%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

16.55%

-5.68%