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CIBFX vs. LFMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIBFX vs. LFMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital Income Builder Fund Class F-1 (CIBFX) and LoCorr Macro Strategies Fund Class I (LFMIX). The values are adjusted to include any dividend payments, if applicable.

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CIBFX vs. LFMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIBFX
American Funds Capital Income Builder Fund Class F-1
1.63%20.29%10.16%8.90%-7.21%14.95%3.14%17.16%-7.10%13.88%
LFMIX
LoCorr Macro Strategies Fund Class I
8.74%2.89%6.77%-6.55%15.43%0.07%4.55%12.71%-5.11%2.99%

Returns By Period

In the year-to-date period, CIBFX achieves a 1.63% return, which is significantly lower than LFMIX's 8.74% return. Over the past 10 years, CIBFX has outperformed LFMIX with an annualized return of 7.50%, while LFMIX has yielded a comparatively lower 4.01% annualized return.


CIBFX

1D
1.49%
1M
-4.15%
YTD
1.63%
6M
4.21%
1Y
16.11%
3Y*
12.85%
5Y*
8.15%
10Y*
7.50%

LFMIX

1D
0.24%
1M
2.79%
YTD
8.74%
6M
9.91%
1Y
11.89%
3Y*
5.23%
5Y*
4.55%
10Y*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIBFX vs. LFMIX - Expense Ratio Comparison

CIBFX has a 0.64% expense ratio, which is lower than LFMIX's 1.88% expense ratio.


Return for Risk

CIBFX vs. LFMIX — Risk / Return Rank

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

CIBFX
CIBFX Risk / Return Rank: 8080
Overall Rank
CIBFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CIBFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
CIBFX Omega Ratio Rank: 7979
Omega Ratio Rank
CIBFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CIBFX Martin Ratio Rank: 8282
Martin Ratio Rank

LFMIX
LFMIX Risk / Return Rank: 9191
Overall Rank
LFMIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LFMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LFMIX Omega Ratio Rank: 8787
Omega Ratio Rank
LFMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LFMIX Martin Ratio Rank: 8888
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.

CIBFX vs. LFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital Income Builder Fund Class F-1 (CIBFX) and LoCorr Macro Strategies Fund Class I (LFMIX). 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.


CIBFXLFMIXDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.07

-0.46

Sortino ratio

Return per unit of downside risk

2.19

3.00

-0.82

Omega ratio

Gain probability vs. loss probability

1.33

1.39

-0.06

Calmar ratio

Return relative to maximum drawdown

2.00

3.91

-1.91

Martin ratio

Return relative to average drawdown

9.12

10.38

-1.26

CIBFX vs. LFMIX - Sharpe Ratio Comparison

The current CIBFX Sharpe Ratio is 1.61, which is comparable to the LFMIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CIBFX and LFMIX, 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


CIBFXLFMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.07

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.63

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.53

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.36

+0.28

Correlation

The correlation between CIBFX and LFMIX is 0.12, 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

CIBFX vs. LFMIX - Dividend Comparison

CIBFX's dividend yield for the trailing twelve months is around 7.59%, more than LFMIX's 2.89% yield.


TTM20252024202320222021202020192018201720162015
CIBFX
American Funds Capital Income Builder Fund Class F-1
7.59%7.65%5.69%3.41%3.37%3.08%3.34%4.04%3.72%4.37%3.46%3.56%
LFMIX
LoCorr Macro Strategies Fund Class I
2.89%3.14%3.21%3.17%14.35%4.95%4.73%4.66%3.12%5.89%1.95%3.08%

Drawdowns

CIBFX vs. LFMIX - Drawdown Comparison

The maximum CIBFX drawdown since its inception was -43.26%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for CIBFX and LFMIX.


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Drawdown Indicators


CIBFXLFMIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.26%

-22.68%

-20.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-2.95%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.68%

-12.26%

-5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-12.26%

-13.02%

Current Drawdown

Current decline from peak

-4.86%

0.00%

-4.86%

Average Drawdown

Average peak-to-trough decline

-4.74%

-6.84%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.16%

+0.67%

Volatility

CIBFX vs. LFMIX - Volatility Comparison

American Funds Capital Income Builder Fund Class F-1 (CIBFX) has a higher volatility of 3.72% compared to LoCorr Macro Strategies Fund Class I (LFMIX) at 1.87%. This indicates that CIBFX's price experiences larger fluctuations and is considered to be riskier than LFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIBFXLFMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

1.87%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

4.50%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

5.77%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

7.25%

+2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

7.64%

+3.22%