GBMFX vs. CIBFX
Compare and contrast key facts about GMO Benchmark-Free Allocation Fund (GBMFX) and American Funds Capital Income Builder Fund Class F-1 (CIBFX).
GBMFX is managed by GMO. It was launched on Jul 22, 2003. CIBFX is an actively managed fund by American Funds. It was launched on Jul 30, 1987.
Performance
GBMFX vs. CIBFX - Performance Comparison
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GBMFX vs. CIBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBMFX GMO Benchmark-Free Allocation Fund | 4.49% | 22.89% | 4.33% | 13.46% | -2.24% | 2.97% | -2.50% | 11.62% | -5.36% | 13.05% |
CIBFX American Funds Capital Income Builder Fund Class F-1 | 0.14% | 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, GBMFX achieves a 4.49% return, which is significantly higher than CIBFX's 0.14% return. Over the past 10 years, GBMFX has underperformed CIBFX with an annualized return of 6.30%, while CIBFX has yielded a comparatively higher 7.34% annualized return.
GBMFX
- 1D
- 0.25%
- 1M
- -4.66%
- YTD
- 4.49%
- 6M
- 10.97%
- 1Y
- 22.63%
- 3Y*
- 13.99%
- 5Y*
- 7.82%
- 10Y*
- 6.30%
CIBFX
- 1D
- 0.25%
- 1M
- -6.26%
- YTD
- 0.14%
- 6M
- 3.21%
- 1Y
- 14.64%
- 3Y*
- 12.30%
- 5Y*
- 7.99%
- 10Y*
- 7.34%
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GBMFX vs. CIBFX - Expense Ratio Comparison
GBMFX has a 0.74% expense ratio, which is higher than CIBFX's 0.64% expense ratio.
Return for Risk
GBMFX vs. CIBFX — Risk / Return Rank
GBMFX
CIBFX
GBMFX vs. CIBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Benchmark-Free Allocation Fund (GBMFX) 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.
| GBMFX | CIBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.84 | 1.49 | +1.35 |
Sortino ratioReturn per unit of downside risk | 3.76 | 2.02 | +1.73 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.30 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.73 | +1.78 |
Martin ratioReturn relative to average drawdown | 13.88 | 8.02 | +5.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBMFX | CIBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.84 | 1.49 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 0.81 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.68 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.63 | +0.32 |
Correlation
The correlation between GBMFX and CIBFX 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.
Dividends
GBMFX vs. CIBFX - Dividend Comparison
GBMFX's dividend yield for the trailing twelve months is around 3.98%, less than CIBFX's 7.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBMFX GMO Benchmark-Free Allocation Fund | 3.98% | 4.16% | 5.14% | 5.64% | 3.20% | 2.46% | 3.73% | 3.35% | 3.67% | 2.39% | 1.60% | 2.10% |
CIBFX American Funds Capital Income Builder Fund Class F-1 | 7.70% | 7.65% | 5.69% | 3.41% | 3.37% | 3.08% | 3.34% | 4.04% | 3.72% | 4.37% | 3.46% | 3.56% |
Drawdowns
GBMFX vs. CIBFX - Drawdown Comparison
The maximum GBMFX drawdown since its inception was -23.40%, smaller than the maximum CIBFX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for GBMFX and CIBFX.
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Drawdown Indicators
| GBMFX | CIBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -43.26% | +19.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -8.37% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -14.42% | -17.68% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -23.40% | -25.28% | +1.88% |
Current DrawdownCurrent decline from peak | -4.66% | -6.26% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -4.74% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.81% | -0.24% |
Volatility
GBMFX vs. CIBFX - Volatility Comparison
GMO Benchmark-Free Allocation Fund (GBMFX) and American Funds Capital Income Builder Fund Class F-1 (CIBFX) have volatilities of 3.22% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GBMFX | CIBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.31% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 5.21% | 5.95% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 10.12% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.21% | 9.93% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.96% | 10.86% | -2.90% |