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CAIBX vs. ODMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAIBX vs. ODMAX - Performance Comparison

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

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CAIBX vs. ODMAX - 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%
ODMAX
Invesco Developing Markets Fund
2.97%28.34%-1.39%11.17%-25.16%-7.54%17.22%24.02%-12.14%34.77%

Returns By Period

In the year-to-date period, CAIBX achieves a 1.65% return, which is significantly lower than ODMAX's 2.97% return. Over the past 10 years, CAIBX has outperformed ODMAX with an annualized return of 7.54%, while ODMAX has yielded a comparatively lower 6.05% 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%

ODMAX

1D
3.00%
1M
-8.13%
YTD
2.97%
6M
7.26%
1Y
28.57%
3Y*
9.19%
5Y*
-0.46%
10Y*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAIBX vs. ODMAX - Expense Ratio Comparison

CAIBX has a 0.59% expense ratio, which is lower than ODMAX's 1.24% expense ratio.


Return for Risk

CAIBX vs. ODMAX — 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

ODMAX
ODMAX Risk / Return Rank: 8282
Overall Rank
ODMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ODMAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
ODMAX Omega Ratio Rank: 8080
Omega Ratio Rank
ODMAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
ODMAX Martin Ratio Rank: 8181
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. ODMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Class A (CAIBX) and Invesco Developing Markets Fund (ODMAX). 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.


CAIBXODMAXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.68

-0.05

Sortino ratio

Return per unit of downside risk

2.20

2.22

-0.01

Omega ratio

Gain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratio

Return relative to maximum drawdown

2.01

2.18

-0.17

Martin ratio

Return relative to average drawdown

9.18

8.51

+0.67

CAIBX vs. ODMAX - Sharpe Ratio Comparison

The current CAIBX Sharpe Ratio is 1.62, which is comparable to the ODMAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of CAIBX and ODMAX, 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


CAIBXODMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.68

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

-0.03

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.34

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.51

+0.41

Correlation

The correlation between CAIBX and ODMAX is 0.68, 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. ODMAX - Dividend Comparison

CAIBX's dividend yield for the trailing twelve months is around 7.65%, less than ODMAX's 40.35% 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%
ODMAX
Invesco Developing Markets Fund
40.35%41.55%0.01%0.53%0.57%5.01%0.00%2.12%0.28%0.30%0.23%0.43%

Drawdowns

CAIBX vs. ODMAX - Drawdown Comparison

The maximum CAIBX drawdown since its inception was -43.68%, smaller than the maximum ODMAX drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for CAIBX and ODMAX.


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Drawdown Indicators


CAIBXODMAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.68%

-61.63%

+17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-12.08%

+3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-45.46%

+27.81%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-46.23%

+20.95%

Current Drawdown

Current decline from peak

-4.85%

-9.44%

+4.59%

Average Drawdown

Average peak-to-trough decline

-3.82%

-14.66%

+10.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

3.09%

-1.26%

Volatility

CAIBX vs. ODMAX - Volatility Comparison

The current volatility for American Funds Capital Income Builder Class A (CAIBX) is 3.72%, while Invesco Developing Markets Fund (ODMAX) has a volatility of 8.46%. This indicates that CAIBX experiences smaller price fluctuations and is considered to be less risky than ODMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAIBXODMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

8.46%

-4.74%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

12.92%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

17.52%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

17.60%

-7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

17.74%

-6.87%