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CAIFX vs. GFFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAIFX vs. GFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital Income Builder Fund Class F-2 (CAIFX) and American Funds The Growth Fund of America (GFFFX). The values are adjusted to include any dividend payments, if applicable.

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CAIFX vs. GFFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAIFX
American Funds Capital Income Builder Fund Class F-2
0.19%20.63%10.47%9.21%-6.95%15.26%3.41%17.49%-7.10%14.19%
GFFFX
American Funds The Growth Fund of America
-11.18%19.96%28.28%37.51%-30.61%19.55%38.16%28.43%-2.96%26.38%

Returns By Period

In the year-to-date period, CAIFX achieves a 0.19% return, which is significantly higher than GFFFX's -11.18% return. Over the past 10 years, CAIFX has underperformed GFFFX with an annualized return of 7.60%, while GFFFX has yielded a comparatively higher 14.16% annualized return.


CAIFX

1D
0.25%
1M
-6.24%
YTD
0.19%
6M
3.35%
1Y
14.94%
3Y*
12.61%
5Y*
8.29%
10Y*
7.60%

GFFFX

1D
-0.48%
1M
-9.64%
YTD
-11.18%
6M
-9.80%
1Y
13.80%
3Y*
19.10%
5Y*
8.75%
10Y*
14.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAIFX vs. GFFFX - Expense Ratio Comparison

CAIFX has a 0.37% expense ratio, which is lower than GFFFX's 0.40% expense ratio.


Return for Risk

CAIFX vs. GFFFX — Risk / Return Rank

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

CAIFX
CAIFX Risk / Return Rank: 7979
Overall Rank
CAIFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CAIFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
CAIFX Omega Ratio Rank: 7979
Omega Ratio Rank
CAIFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
CAIFX Martin Ratio Rank: 8282
Martin Ratio Rank

GFFFX
GFFFX Risk / Return Rank: 2929
Overall Rank
GFFFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 3131
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 2828
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.

CAIFX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Fund Class F-2 (CAIFX) and American Funds The Growth Fund of America (GFFFX). 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.


CAIFXGFFFXDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.66

+0.87

Sortino ratio

Return per unit of downside risk

2.07

1.08

+0.98

Omega ratio

Gain probability vs. loss probability

1.31

1.15

+0.16

Calmar ratio

Return relative to maximum drawdown

1.77

0.78

+0.99

Martin ratio

Return relative to average drawdown

8.22

2.99

+5.23

CAIFX vs. GFFFX - Sharpe Ratio Comparison

The current CAIFX Sharpe Ratio is 1.52, which is higher than the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CAIFX and GFFFX, 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


CAIFXGFFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.66

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.44

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.72

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.74

-0.22

Correlation

The correlation between CAIFX and GFFFX is 0.80, 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

CAIFX vs. GFFFX - Dividend Comparison

CAIFX's dividend yield for the trailing twelve months is around 7.99%, less than GFFFX's 12.33% yield.


TTM20252024202320222021202020192018201720162015
CAIFX
American Funds Capital Income Builder Fund Class F-2
7.99%7.93%5.98%3.69%3.66%3.36%3.60%4.31%3.76%4.63%3.73%3.82%
GFFFX
American Funds The Growth Fund of America
12.33%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%

Drawdowns

CAIFX vs. GFFFX - Drawdown Comparison

The maximum CAIFX drawdown since its inception was -36.83%, roughly equal to the maximum GFFFX drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for CAIFX and GFFFX.


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Drawdown Indicators


CAIFXGFFFXDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-36.26%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-13.74%

+5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-36.26%

+18.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.27%

-36.26%

+10.99%

Current Drawdown

Current decline from peak

-6.24%

-13.74%

+7.50%

Average Drawdown

Average peak-to-trough decline

-4.74%

-5.60%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

3.56%

-1.76%

Volatility

CAIFX vs. GFFFX - Volatility Comparison

The current volatility for American Funds Capital Income Builder Fund Class F-2 (CAIFX) is 3.31%, while American Funds The Growth Fund of America (GFFFX) has a volatility of 5.47%. This indicates that CAIFX experiences smaller price fluctuations and is considered to be less risky than GFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAIFXGFFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

5.47%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

11.61%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

20.77%

-10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.92%

20.17%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

19.61%

-8.75%