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FISPX vs. CAIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISPX vs. CAIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Max Cap Index Fund (FISPX) and American Funds Capital Income Builder Class A (CAIBX). The values are adjusted to include any dividend payments, if applicable.

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FISPX vs. CAIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FISPX
Federated Hermes Max Cap Index Fund
-4.25%17.57%24.47%26.27%-18.87%28.57%18.27%30.73%-4.68%21.61%
CAIBX
American Funds Capital Income Builder Class A
1.65%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, FISPX achieves a -4.25% return, which is significantly lower than CAIBX's 1.65% return. Over the past 10 years, FISPX has outperformed CAIBX with an annualized return of 13.76%, while CAIBX has yielded a comparatively lower 7.54% annualized return.


FISPX

1D
2.90%
1M
-4.92%
YTD
-4.25%
6M
-2.06%
1Y
17.21%
3Y*
18.14%
5Y*
11.43%
10Y*
13.76%

CAIBX

1D
1.50%
1M
-4.13%
YTD
1.65%
6M
4.25%
1Y
16.20%
3Y*
12.93%
5Y*
8.22%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISPX vs. CAIBX - Expense Ratio Comparison

FISPX has a 0.37% expense ratio, which is lower than CAIBX's 0.59% expense ratio.


Return for Risk

FISPX vs. CAIBX — Risk / Return Rank

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

FISPX
FISPX Risk / Return Rank: 4444
Overall Rank
FISPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FISPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FISPX Omega Ratio Rank: 5959
Omega Ratio Rank
FISPX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FISPX Martin Ratio Rank: 2929
Martin Ratio Rank

CAIBX
CAIBX Risk / Return Rank: 8383
Overall Rank
CAIBX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CAIBX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CAIBX Omega Ratio Rank: 8282
Omega Ratio Rank
CAIBX Calmar Ratio Rank: 8181
Calmar Ratio Rank
CAIBX Martin Ratio Rank: 8686
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.

FISPX vs. CAIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Max Cap Index Fund (FISPX) 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.


FISPXCAIBXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.62

-0.57

Sortino ratio

Return per unit of downside risk

1.63

2.20

-0.57

Omega ratio

Gain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

0.75

2.01

-1.26

Martin ratio

Return relative to average drawdown

3.41

9.18

-5.77

FISPX vs. CAIBX - Sharpe Ratio Comparison

The current FISPX Sharpe Ratio is 1.05, which is lower than the CAIBX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FISPX 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


FISPXCAIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.62

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.83

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.91

-0.36

Correlation

The correlation between FISPX and CAIBX is 0.79, 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

FISPX vs. CAIBX - Dividend Comparison

FISPX's dividend yield for the trailing twelve months is around 8.39%, more than CAIBX's 7.65% yield.


TTM20252024202320222021202020192018201720162015
FISPX
Federated Hermes Max Cap Index Fund
8.39%8.03%12.57%22.88%16.35%16.48%23.53%15.79%47.85%25.80%18.45%14.91%
CAIBX
American Funds Capital Income Builder Class A
7.65%7.71%5.76%3.47%3.43%3.14%3.38%4.10%3.55%4.44%3.52%3.62%

Drawdowns

FISPX vs. CAIBX - Drawdown Comparison

The maximum FISPX drawdown since its inception was -54.64%, which is greater than CAIBX's maximum drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for FISPX and CAIBX.


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Drawdown Indicators


FISPXCAIBXDifference

Max Drawdown

Largest peak-to-trough decline

-54.64%

-43.68%

-10.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-8.37%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.02%

-17.65%

-7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-25.28%

-8.52%

Current Drawdown

Current decline from peak

-6.12%

-4.85%

-1.27%

Average Drawdown

Average peak-to-trough decline

-9.02%

-3.82%

-5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.83%

+1.40%

Volatility

FISPX vs. CAIBX - Volatility Comparison

Federated Hermes Max Cap Index Fund (FISPX) has a higher volatility of 5.09% compared to American Funds Capital Income Builder Class A (CAIBX) at 3.72%. This indicates that FISPX'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


FISPXCAIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

3.72%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

6.12%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

10.19%

+8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.19%

9.95%

+11.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

10.87%

+9.30%