PortfoliosLab logoPortfoliosLab logo
CFIHX vs. HFRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFIHX vs. HFRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital Income Builder Fund Class F-3 (CFIHX) and Highland Funds I - Highland Opportunities and Income Fund (HFRO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CFIHX vs. HFRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFIHX
American Funds Capital Income Builder Fund Class F-3
1.72%20.76%9.78%9.31%-6.86%15.39%3.52%17.60%-6.77%1.83%
HFRO
Highland Funds I - Highland Opportunities and Income Fund
-3.03%25.08%-27.17%-16.97%1.71%16.33%-8.42%4.22%-12.30%1.01%

Returns By Period

In the year-to-date period, CFIHX achieves a 1.72% return, which is significantly higher than HFRO's -3.03% return.


CFIHX

1D
1.49%
1M
-4.12%
YTD
1.72%
6M
4.41%
1Y
16.56%
3Y*
13.01%
5Y*
8.41%
10Y*

HFRO

1D
-0.35%
1M
-8.34%
YTD
-3.03%
6M
-6.64%
1Y
19.01%
3Y*
-5.65%
5Y*
-4.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CFIHX vs. HFRO - Expense Ratio Comparison

CFIHX has a 0.26% expense ratio, which is higher than HFRO's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

CFIHX vs. HFRO — Risk / Return Rank

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

CFIHX
CFIHX Risk / Return Rank: 8080
Overall Rank
CFIHX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CFIHX Sortino Ratio Rank: 8181
Sortino Ratio Rank
CFIHX Omega Ratio Rank: 8181
Omega Ratio Rank
CFIHX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CFIHX Martin Ratio Rank: 8383
Martin Ratio Rank

HFRO
HFRO Risk / Return Rank: 2828
Overall Rank
HFRO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HFRO Sortino Ratio Rank: 2828
Sortino Ratio Rank
HFRO Omega Ratio Rank: 3030
Omega Ratio Rank
HFRO Calmar Ratio Rank: 3131
Calmar Ratio Rank
HFRO Martin Ratio Rank: 2121
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.

CFIHX vs. HFRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Fund Class F-3 (CFIHX) and Highland Funds I - Highland Opportunities and Income Fund (HFRO). 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.


CFIHXHFRODifference

Sharpe ratio

Return per unit of total volatility

1.65

0.80

+0.85

Sortino ratio

Return per unit of downside risk

2.24

1.20

+1.04

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

2.05

1.18

+0.87

Martin ratio

Return relative to average drawdown

9.40

3.03

+6.37

CFIHX vs. HFRO - Sharpe Ratio Comparison

The current CFIHX Sharpe Ratio is 1.65, which is higher than the HFRO Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CFIHX and HFRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CFIHXHFRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.80

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

-0.20

+1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

-0.16

+0.90

Correlation

The correlation between CFIHX and HFRO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CFIHX vs. HFRO - Dividend Comparison

CFIHX's dividend yield for the trailing twelve months is around 7.98%, less than HFRO's 8.12% yield.


TTM202520242023202220212020201920182017
CFIHX
American Funds Capital Income Builder Fund Class F-3
7.98%8.03%5.35%3.79%3.77%3.46%3.70%4.41%4.11%4.74%
HFRO
Highland Funds I - Highland Opportunities and Income Fund
8.12%7.73%8.90%12.02%8.97%8.41%8.99%7.43%7.22%0.99%

Drawdowns

CFIHX vs. HFRO - Drawdown Comparison

The maximum CFIHX drawdown since its inception was -25.26%, smaller than the maximum HFRO drawdown of -52.79%. Use the drawdown chart below to compare losses from any high point for CFIHX and HFRO.


Loading graphics...

Drawdown Indicators


CFIHXHFRODifference

Max Drawdown

Largest peak-to-trough decline

-25.26%

-52.79%

+27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-15.74%

+7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-52.79%

+35.34%

Current Drawdown

Current decline from peak

-4.83%

-34.89%

+30.06%

Average Drawdown

Average peak-to-trough decline

-3.48%

-20.50%

+17.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

6.13%

-4.31%

Volatility

CFIHX vs. HFRO - Volatility Comparison

The current volatility for American Funds Capital Income Builder Fund Class F-3 (CFIHX) is 3.72%, while Highland Funds I - Highland Opportunities and Income Fund (HFRO) has a volatility of 7.74%. This indicates that CFIHX experiences smaller price fluctuations and is considered to be less risky than HFRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CFIHXHFRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

7.74%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

15.13%

-9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

23.78%

-13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.96%

23.58%

-13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.00%

22.53%

-11.53%