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FEX vs. CAIBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEX and CAIBX is 0.81, 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.


-0.50.00.51.00.8

Performance

FEX vs. CAIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Large Cap Core AlphaDEX Fund (FEX) and American Funds Capital Income Builder Class A (CAIBX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.12%
2.77%
FEX
CAIBX

Key characteristics

Sharpe Ratio

FEX:

1.48

CAIBX:

1.65

Sortino Ratio

FEX:

2.10

CAIBX:

2.16

Omega Ratio

FEX:

1.27

CAIBX:

1.31

Calmar Ratio

FEX:

2.26

CAIBX:

2.05

Martin Ratio

FEX:

6.24

CAIBX:

6.66

Ulcer Index

FEX:

2.88%

CAIBX:

2.08%

Daily Std Dev

FEX:

12.12%

CAIBX:

8.40%

Max Drawdown

FEX:

-58.81%

CAIBX:

-42.73%

Current Drawdown

FEX:

-3.25%

CAIBX:

-0.40%

Returns By Period

In the year-to-date period, FEX achieves a 4.31% return, which is significantly lower than CAIBX's 5.47% return. Over the past 10 years, FEX has outperformed CAIBX with an annualized return of 10.13%, while CAIBX has yielded a comparatively lower 5.31% annualized return.


FEX

YTD

4.31%

1M

-0.79%

6M

9.12%

1Y

18.65%

5Y*

11.87%

10Y*

10.13%

CAIBX

YTD

5.47%

1M

2.77%

6M

2.77%

1Y

13.35%

5Y*

6.23%

10Y*

5.31%

*Annualized

Compare stocks, funds, or ETFs

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


FEX vs. CAIBX - Expense Ratio Comparison

Both FEX and CAIBX have an expense ratio of 0.59%.


FEX
First Trust Large Cap Core AlphaDEX Fund
Expense ratio chart for FEX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for CAIBX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

FEX vs. CAIBX — Risk-Adjusted Performance Rank

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

FEX
The Risk-Adjusted Performance Rank of FEX is 6262
Overall Rank
The Sharpe Ratio Rank of FEX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FEX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FEX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FEX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FEX is 5757
Martin Ratio Rank

CAIBX
The Risk-Adjusted Performance Rank of CAIBX is 7979
Overall Rank
The Sharpe Ratio Rank of CAIBX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CAIBX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of CAIBX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of CAIBX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CAIBX is 7474
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.

FEX vs. CAIBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Large Cap Core AlphaDEX Fund (FEX) 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.


Sharpe ratio
The chart of Sharpe ratio for FEX, currently valued at 1.48, compared to the broader market0.002.004.001.481.65
The chart of Sortino ratio for FEX, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.0012.002.102.16
The chart of Omega ratio for FEX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.31
The chart of Calmar ratio for FEX, currently valued at 2.26, compared to the broader market0.005.0010.0015.002.262.05
The chart of Martin ratio for FEX, currently valued at 6.24, compared to the broader market0.0020.0040.0060.0080.00100.006.246.66
FEX
CAIBX

The current FEX Sharpe Ratio is 1.48, which is comparable to the CAIBX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FEX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.48
1.65
FEX
CAIBX

Dividends

FEX vs. CAIBX - Dividend Comparison

FEX's dividend yield for the trailing twelve months is around 1.14%, less than CAIBX's 3.18% yield.


TTM20242023202220212020201920182017201620152014
FEX
First Trust Large Cap Core AlphaDEX Fund
1.14%1.18%1.38%1.61%0.80%1.20%1.32%1.34%1.07%1.29%1.33%1.30%
CAIBX
American Funds Capital Income Builder Class A
3.18%3.35%3.36%3.43%3.14%3.38%3.29%3.80%3.41%3.52%3.60%4.63%

Drawdowns

FEX vs. CAIBX - Drawdown Comparison

The maximum FEX drawdown since its inception was -58.81%, which is greater than CAIBX's maximum drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for FEX and CAIBX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.25%
-0.40%
FEX
CAIBX

Volatility

FEX vs. CAIBX - Volatility Comparison

First Trust Large Cap Core AlphaDEX Fund (FEX) has a higher volatility of 2.42% compared to American Funds Capital Income Builder Class A (CAIBX) at 1.95%. This indicates that FEX'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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.42%
1.95%
FEX
CAIBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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