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GSBFX vs. CAIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSBFX vs. CAIBX - Performance Comparison

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

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GSBFX vs. CAIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSBFX
Goldman Sachs Income Builder Fund
0.58%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%
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, GSBFX achieves a 0.58% return, which is significantly lower than CAIBX's 1.65% return. Over the past 10 years, GSBFX has underperformed CAIBX with an annualized return of 6.81%, while CAIBX has yielded a comparatively higher 7.54% annualized return.


GSBFX

1D
1.15%
1M
-2.77%
YTD
0.58%
6M
2.08%
1Y
10.14%
3Y*
9.25%
5Y*
5.29%
10Y*
6.81%

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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GSBFX vs. CAIBX - Expense Ratio Comparison

GSBFX has a 0.79% expense ratio, which is higher than CAIBX's 0.59% expense ratio.


Return for Risk

GSBFX vs. CAIBX — Risk / Return Rank

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

GSBFX
GSBFX Risk / Return Rank: 7171
Overall Rank
GSBFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7474
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 6363
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 7272
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.

GSBFX vs. CAIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Builder Fund (GSBFX) 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.


GSBFXCAIBXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.62

-0.23

Sortino ratio

Return per unit of downside risk

1.90

2.20

-0.31

Omega ratio

Gain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratio

Return relative to maximum drawdown

1.55

2.01

-0.46

Martin ratio

Return relative to average drawdown

7.17

9.18

-2.02

GSBFX vs. CAIBX - Sharpe Ratio Comparison

The current GSBFX Sharpe Ratio is 1.39, which is comparable to the CAIBX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GSBFX 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


GSBFXCAIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.62

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.83

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.70

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.91

-0.22

Correlation

The correlation between GSBFX and CAIBX is 0.82, 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

GSBFX vs. CAIBX - Dividend Comparison

GSBFX's dividend yield for the trailing twelve months is around 5.33%, less than CAIBX's 7.65% yield.


TTM20252024202320222021202020192018201720162015
GSBFX
Goldman Sachs Income Builder Fund
5.33%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%
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

GSBFX vs. CAIBX - Drawdown Comparison

The maximum GSBFX drawdown since its inception was -37.04%, smaller than the maximum CAIBX drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for GSBFX and CAIBX.


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Drawdown Indicators


GSBFXCAIBXDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-43.68%

+6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

-8.37%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-17.65%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-23.42%

-25.28%

+1.86%

Current Drawdown

Current decline from peak

-3.16%

-4.85%

+1.69%

Average Drawdown

Average peak-to-trough decline

-4.20%

-3.82%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.83%

-0.45%

Volatility

GSBFX vs. CAIBX - Volatility Comparison

The current volatility for Goldman Sachs Income Builder Fund (GSBFX) is 2.71%, while American Funds Capital Income Builder Class A (CAIBX) has a volatility of 3.72%. This indicates that GSBFX experiences smaller price fluctuations and is considered to be less risky 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


GSBFXCAIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

3.72%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

6.12%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

7.54%

10.19%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

9.95%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.97%

10.87%

-2.90%