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HDIVX vs. CAIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDIVX vs. CAIBX - Performance Comparison

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

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HDIVX vs. CAIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDIVX
Janus Henderson Dividend & Income Builder Fund
-0.71%29.24%8.84%18.06%-8.70%11.73%5.20%18.85%-9.07%17.78%
CAIBX
American Funds Capital Income Builder Class A
0.14%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, HDIVX achieves a -0.71% return, which is significantly lower than CAIBX's 0.14% return. Over the past 10 years, HDIVX has outperformed CAIBX with an annualized return of 8.84%, while CAIBX has yielded a comparatively lower 7.38% annualized return.


HDIVX

1D
0.33%
1M
-11.00%
YTD
-0.71%
6M
2.87%
1Y
19.41%
3Y*
14.93%
5Y*
10.16%
10Y*
8.84%

CAIBX

1D
0.24%
1M
-6.25%
YTD
0.14%
6M
3.24%
1Y
14.72%
3Y*
12.37%
5Y*
8.06%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDIVX vs. CAIBX - Expense Ratio Comparison

HDIVX has a 0.95% expense ratio, which is higher than CAIBX's 0.59% expense ratio.


Return for Risk

HDIVX vs. CAIBX — Risk / Return Rank

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

HDIVX
HDIVX Risk / Return Rank: 6666
Overall Rank
HDIVX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HDIVX Sortino Ratio Rank: 6565
Sortino Ratio Rank
HDIVX Omega Ratio Rank: 6767
Omega Ratio Rank
HDIVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
HDIVX Martin Ratio Rank: 6060
Martin Ratio Rank

CAIBX
CAIBX Risk / Return Rank: 8080
Overall Rank
CAIBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CAIBX Sortino Ratio Rank: 8181
Sortino Ratio Rank
CAIBX Omega Ratio Rank: 8080
Omega Ratio Rank
CAIBX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CAIBX Martin Ratio Rank: 8282
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.

HDIVX vs. CAIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Dividend & Income Builder Fund (HDIVX) 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.


HDIVXCAIBXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.50

-0.23

Sortino ratio

Return per unit of downside risk

1.64

2.04

-0.40

Omega ratio

Gain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

1.53

1.74

-0.21

Martin ratio

Return relative to average drawdown

5.75

8.07

-2.32

HDIVX vs. CAIBX - Sharpe Ratio Comparison

The current HDIVX Sharpe Ratio is 1.28, which is comparable to the CAIBX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of HDIVX 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


HDIVXCAIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.50

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.82

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.68

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.91

-0.21

Correlation

The correlation between HDIVX and CAIBX is 0.89, 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

HDIVX vs. CAIBX - Dividend Comparison

HDIVX's dividend yield for the trailing twelve months is around 7.28%, less than CAIBX's 7.77% yield.


TTM20252024202320222021202020192018201720162015
HDIVX
Janus Henderson Dividend & Income Builder Fund
7.28%7.60%6.54%3.11%4.14%4.59%3.26%3.20%4.19%2.76%3.12%3.02%
CAIBX
American Funds Capital Income Builder Class A
7.77%7.71%5.76%3.47%3.43%3.14%3.38%4.10%3.55%4.44%3.52%3.62%

Drawdowns

HDIVX vs. CAIBX - Drawdown Comparison

The maximum HDIVX drawdown since its inception was -28.56%, smaller than the maximum CAIBX drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for HDIVX and CAIBX.


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Drawdown Indicators


HDIVXCAIBXDifference

Max Drawdown

Largest peak-to-trough decline

-28.56%

-43.68%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-8.37%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-17.65%

-5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

-25.28%

-3.28%

Current Drawdown

Current decline from peak

-11.00%

-6.25%

-4.75%

Average Drawdown

Average peak-to-trough decline

-3.80%

-3.82%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

1.80%

+1.21%

Volatility

HDIVX vs. CAIBX - Volatility Comparison

Janus Henderson Dividend & Income Builder Fund (HDIVX) has a higher volatility of 6.45% compared to American Funds Capital Income Builder Class A (CAIBX) at 3.30%. This indicates that HDIVX'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


HDIVXCAIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

3.30%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

5.94%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

10.10%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

9.93%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

10.86%

+2.52%