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CSMIX vs. CAIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSMIX vs. CAIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Small Cap Value Fund I (CSMIX) and American Funds Capital Income Builder Class A (CAIBX). The values are adjusted to include any dividend payments, if applicable.

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CSMIX vs. CAIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSMIX
Columbia Small Cap Value Fund I
-1.68%14.65%8.66%21.42%-8.87%28.95%7.82%21.01%-18.37%13.77%
CAIBX
American Funds Capital Income Builder Class A
0.14%20.39%10.24%8.95%-7.14%14.99%3.20%17.23%-7.28%13.99%

Returns By Period

In the year-to-date period, CSMIX achieves a -1.68% return, which is significantly lower than CAIBX's 0.14% return. Over the past 10 years, CSMIX has outperformed CAIBX with an annualized return of 10.52%, while CAIBX has yielded a comparatively lower 7.38% annualized return.


CSMIX

1D
-0.09%
1M
-7.18%
YTD
-1.68%
6M
2.47%
1Y
22.20%
3Y*
13.53%
5Y*
7.44%
10Y*
10.52%

CAIBX

1D
0.24%
1M
-6.25%
YTD
0.14%
6M
3.24%
1Y
14.72%
3Y*
12.37%
5Y*
8.06%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSMIX vs. CAIBX - Expense Ratio Comparison

CSMIX has a 1.26% expense ratio, which is higher than CAIBX's 0.59% expense ratio.


Return for Risk

CSMIX vs. CAIBX — Risk / Return Rank

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

CSMIX
CSMIX Risk / Return Rank: 5151
Overall Rank
CSMIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CSMIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
CSMIX Omega Ratio Rank: 4646
Omega Ratio Rank
CSMIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
CSMIX Martin Ratio Rank: 4646
Martin Ratio Rank

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

CSMIX vs. CAIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund I (CSMIX) and American Funds Capital Income Builder Class A (CAIBX). 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.


CSMIXCAIBXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.50

-0.53

Sortino ratio

Return per unit of downside risk

1.48

2.04

-0.55

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

1.28

1.74

-0.46

Martin ratio

Return relative to average drawdown

4.63

8.07

-3.44

CSMIX vs. CAIBX - Sharpe Ratio Comparison

The current CSMIX Sharpe Ratio is 0.97, which is lower than the CAIBX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CSMIX and CAIBX, 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


CSMIXCAIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.50

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.82

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.68

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.91

-0.43

Correlation

The correlation between CSMIX and CAIBX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSMIX vs. CAIBX - Dividend Comparison

CSMIX's dividend yield for the trailing twelve months is around 14.47%, more than CAIBX's 7.77% yield.


TTM20252024202320222021202020192018201720162015
CSMIX
Columbia Small Cap Value Fund I
14.47%14.23%6.67%7.57%6.02%13.34%0.50%3.58%9.79%11.56%11.58%12.73%
CAIBX
American Funds Capital Income Builder Class A
7.77%7.71%5.76%3.47%3.43%3.14%3.38%4.10%3.55%4.44%3.52%3.62%

Drawdowns

CSMIX vs. CAIBX - Drawdown Comparison

The maximum CSMIX drawdown since its inception was -53.37%, which is greater than CAIBX's maximum drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for CSMIX and CAIBX.


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Drawdown Indicators


CSMIXCAIBXDifference

Max Drawdown

Largest peak-to-trough decline

-53.37%

-43.68%

-9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-8.37%

-6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-17.65%

-8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-48.42%

-25.28%

-23.14%

Current Drawdown

Current decline from peak

-10.23%

-6.25%

-3.98%

Average Drawdown

Average peak-to-trough decline

-8.95%

-3.82%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

1.80%

+2.29%

Volatility

CSMIX vs. CAIBX - Volatility Comparison

Columbia Small Cap Value Fund I (CSMIX) has a higher volatility of 5.43% compared to American Funds Capital Income Builder Class A (CAIBX) at 3.30%. This indicates that CSMIX's price experiences larger fluctuations and is considered to be riskier than CAIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSMIXCAIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

3.30%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

5.94%

+6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

10.10%

+12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.57%

9.93%

+11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

10.86%

+13.06%