GBFFX vs. CIBFX
Compare and contrast key facts about GMO Benchmark-Free Fund (GBFFX) and American Funds Capital Income Builder Fund Class F-1 (CIBFX).
GBFFX is managed by GMO. It was launched on Jun 14, 2011. CIBFX is an actively managed fund by American Funds. It was launched on Jul 30, 1987.
Performance
GBFFX vs. CIBFX - Performance Comparison
Loading graphics...
GBFFX vs. CIBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBFFX GMO Benchmark-Free Fund | 5.76% | 24.07% | 0.40% | 15.24% | -3.36% | 4.38% | -3.35% | 13.79% | -7.12% | 17.06% |
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% |
Returns By Period
In the year-to-date period, GBFFX achieves a 5.76% return, which is significantly higher than CIBFX's 1.63% return. Over the past 10 years, GBFFX has underperformed CIBFX with an annualized return of 6.70%, while CIBFX has yielded a comparatively higher 7.50% annualized return.
GBFFX
- 1D
- 1.05%
- 1M
- -2.94%
- YTD
- 5.76%
- 6M
- 12.11%
- 1Y
- 24.44%
- 3Y*
- 13.80%
- 5Y*
- 7.51%
- 10Y*
- 6.70%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GBFFX vs. CIBFX - Expense Ratio Comparison
GBFFX has a 0.35% expense ratio, which is lower than CIBFX's 0.64% expense ratio.
Return for Risk
GBFFX vs. CIBFX — Risk / Return Rank
GBFFX
CIBFX
GBFFX vs. CIBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Benchmark-Free Fund (GBFFX) and American Funds Capital Income Builder Fund Class F-1 (CIBFX). 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.
| GBFFX | CIBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.08 | 1.61 | +1.47 |
Sortino ratioReturn per unit of downside risk | 4.08 | 2.19 | +1.89 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.33 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 3.94 | 2.00 | +1.95 |
Martin ratioReturn relative to average drawdown | 15.49 | 9.12 | +6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GBFFX | CIBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.08 | 1.61 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.82 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.69 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.64 | +0.01 |
Correlation
The correlation between GBFFX and CIBFX 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
GBFFX vs. CIBFX - Dividend Comparison
GBFFX's dividend yield for the trailing twelve months is around 4.84%, less than CIBFX's 7.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBFFX GMO Benchmark-Free Fund | 4.84% | 5.11% | 1.81% | 5.72% | 5.48% | 4.60% | 3.32% | 4.00% | 3.92% | 2.90% | 2.72% | 6.67% |
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% |
Drawdowns
GBFFX vs. CIBFX - Drawdown Comparison
The maximum GBFFX drawdown since its inception was -26.62%, smaller than the maximum CIBFX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for GBFFX and CIBFX.
Loading graphics...
Drawdown Indicators
| GBFFX | CIBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -43.26% | +16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | -8.37% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -15.91% | -17.68% | +1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | -25.28% | -1.34% |
Current DrawdownCurrent decline from peak | -3.58% | -4.86% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -4.74% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.83% | -0.27% |
Volatility
GBFFX vs. CIBFX - Volatility Comparison
The current volatility for GMO Benchmark-Free Fund (GBFFX) is 3.36%, while American Funds Capital Income Builder Fund Class F-1 (CIBFX) has a volatility of 3.72%. This indicates that GBFFX experiences smaller price fluctuations and is considered to be less risky than CIBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GBFFX | CIBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 3.72% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 5.27% | 6.12% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.98% | 10.20% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.02% | 9.95% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.07% | 10.86% | -1.79% |