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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.


-0.50.00.51.0
Correlation: 0.8

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%NovemberDecember2025FebruaryMarchApril
376.35%
617.83%
CAIBX
VTI

Key characteristics

Sharpe Ratio

CAIBX:

1.36

VTI:

0.50

Sortino Ratio

CAIBX:

1.84

VTI:

0.84

Omega Ratio

CAIBX:

1.28

VTI:

1.12

Calmar Ratio

CAIBX:

1.62

VTI:

0.52

Martin Ratio

CAIBX:

7.85

VTI:

2.14

Ulcer Index

CAIBX:

1.83%

VTI:

4.72%

Daily Std Dev

CAIBX:

10.60%

VTI:

20.04%

Max Drawdown

CAIBX:

-42.62%

VTI:

-55.45%

Current Drawdown

CAIBX:

-1.71%

VTI:

-10.95%

Returns By Period

In the year-to-date period, CAIBX achieves a 4.27% return, which is significantly higher than VTI's -6.86% return. Over the past 10 years, CAIBX has underperformed VTI with an annualized return of 5.54%, while VTI has yielded a comparatively higher 11.34% annualized return.


CAIBX

YTD

4.27%

1M

-1.20%

6M

1.89%

1Y

13.38%

5Y*

9.55%

10Y*

5.54%

VTI

YTD

-6.86%

1M

-5.12%

6M

-5.25%

1Y

8.76%

5Y*

15.45%

10Y*

11.34%

*Annualized

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CAIBX vs. VTI - Expense Ratio Comparison

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


Expense ratio chart for CAIBX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CAIBX: 0.59%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

CAIBX vs. VTI — Risk-Adjusted Performance Rank

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

CAIBX
The Risk-Adjusted Performance Rank of CAIBX is 8888
Overall Rank
The Sharpe Ratio Rank of CAIBX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CAIBX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CAIBX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of CAIBX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CAIBX is 9191
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6262
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for CAIBX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.00
CAIBX: 1.36
VTI: 0.50
The chart of Sortino ratio for CAIBX, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.00
CAIBX: 1.84
VTI: 0.84
The chart of Omega ratio for CAIBX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.00
CAIBX: 1.28
VTI: 1.12
The chart of Calmar ratio for CAIBX, currently valued at 1.62, compared to the broader market0.002.004.006.008.0010.00
CAIBX: 1.62
VTI: 0.52
The chart of Martin ratio for CAIBX, currently valued at 7.85, compared to the broader market0.0010.0020.0030.0040.00
CAIBX: 7.85
VTI: 2.14

The current CAIBX Sharpe Ratio is 1.36, which is higher than the VTI Sharpe Ratio of 0.50. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.36
0.50
CAIBX
VTI

Dividends

CAIBX vs. VTI - Dividend Comparison

CAIBX's dividend yield for the trailing twelve months is around 3.25%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
CAIBX
American Funds Capital Income Builder Class A
3.25%3.35%3.36%3.43%3.14%3.38%3.29%3.80%3.41%3.52%3.62%4.67%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

CAIBX vs. VTI - Drawdown Comparison

The maximum CAIBX drawdown since its inception was -42.62%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.71%
-10.95%
CAIBX
VTI

Volatility

CAIBX vs. VTI - Volatility Comparison

The current volatility for American Funds Capital Income Builder Class A (CAIBX) is 7.30%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.84%. This indicates that CAIBX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.30%
14.84%
CAIBX
VTI