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CAIBX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAIBX and VTI 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.


-0.50.00.51.00.8

Performance

CAIBX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital Income Builder Class A (CAIBX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
332.37%
677.31%
CAIBX
VTI

Key characteristics

Sharpe Ratio

CAIBX:

0.86

VTI:

2.10

Sortino Ratio

CAIBX:

1.12

VTI:

2.80

Omega Ratio

CAIBX:

1.17

VTI:

1.39

Calmar Ratio

CAIBX:

0.97

VTI:

3.14

Martin Ratio

CAIBX:

5.24

VTI:

13.44

Ulcer Index

CAIBX:

1.45%

VTI:

2.00%

Daily Std Dev

CAIBX:

8.82%

VTI:

12.79%

Max Drawdown

CAIBX:

-42.73%

VTI:

-55.45%

Current Drawdown

CAIBX:

-7.16%

VTI:

-3.03%

Returns By Period

In the year-to-date period, CAIBX achieves a 5.81% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, CAIBX has underperformed VTI with an annualized return of 5.18%, while VTI has yielded a comparatively higher 12.52% annualized return.


CAIBX

YTD

5.81%

1M

-4.60%

6M

1.10%

1Y

6.81%

5Y*

4.98%

10Y*

5.18%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CAIBX vs. VTI - Expense Ratio Comparison

CAIBX has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.


CAIBX
American Funds Capital Income Builder Class A
Expense ratio chart for CAIBX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CAIBX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Class A (CAIBX) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for CAIBX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.000.862.10
The chart of Sortino ratio for CAIBX, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.0010.001.122.80
The chart of Omega ratio for CAIBX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.39
The chart of Calmar ratio for CAIBX, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.0014.000.973.14
The chart of Martin ratio for CAIBX, currently valued at 5.24, compared to the broader market0.0020.0040.0060.005.2413.44
CAIBX
VTI

The current CAIBX Sharpe Ratio is 0.86, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of CAIBX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.86
2.10
CAIBX
VTI

Dividends

CAIBX vs. VTI - Dividend Comparison

CAIBX's dividend yield for the trailing twelve months is around 1.96%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
CAIBX
American Funds Capital Income Builder Class A
1.96%3.36%3.43%3.14%3.38%3.29%3.80%3.41%3.52%3.60%4.63%3.30%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

CAIBX vs. VTI - Drawdown Comparison

The maximum CAIBX drawdown since its inception was -42.73%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CAIBX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.16%
-3.03%
CAIBX
VTI

Volatility

CAIBX vs. VTI - Volatility Comparison

American Funds Capital Income Builder Class A (CAIBX) has a higher volatility of 5.07% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that CAIBX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
4.00%
CAIBX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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