HFQAX vs. CAIBX
Compare and contrast key facts about Janus Henderson Global Equity Income Fund (HFQAX) and American Funds Capital Income Builder Class A (CAIBX).
HFQAX is managed by Janus Henderson. It was launched on Nov 29, 2006. CAIBX is managed by American Funds. It was launched on Jul 30, 1987.
Performance
HFQAX vs. CAIBX - Performance Comparison
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HFQAX vs. CAIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 4.53% | 29.61% | 6.86% | 10.17% | -6.59% | 12.45% | 1.66% | 20.87% | -15.86% | 19.14% |
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, HFQAX achieves a 4.53% return, which is significantly higher than CAIBX's 1.65% return. Over the past 10 years, HFQAX has outperformed CAIBX with an annualized return of 7.94%, while CAIBX has yielded a comparatively lower 7.54% annualized return.
HFQAX
- 1D
- 0.79%
- 1M
- -6.85%
- YTD
- 4.53%
- 6M
- 10.33%
- 1Y
- 25.21%
- 3Y*
- 15.35%
- 5Y*
- 9.75%
- 10Y*
- 7.94%
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%
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HFQAX vs. CAIBX - Expense Ratio Comparison
HFQAX has a 1.24% expense ratio, which is higher than CAIBX's 0.59% expense ratio.
Return for Risk
HFQAX vs. CAIBX — Risk / Return Rank
HFQAX
CAIBX
HFQAX vs. CAIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Equity Income Fund (HFQAX) 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.
| HFQAX | CAIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.62 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.48 | 2.20 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.33 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.01 | +0.46 |
Martin ratioReturn relative to average drawdown | 9.39 | 9.18 | +0.21 |
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
| HFQAX | CAIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.62 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.83 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.70 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.91 | -0.61 |
Correlation
The correlation between HFQAX 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
HFQAX vs. CAIBX - Dividend Comparison
HFQAX's dividend yield for the trailing twelve months is around 5.06%, less than CAIBX's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 5.06% | 6.59% | 7.96% | 7.89% | 8.02% | 6.92% | 7.25% | 6.80% | 7.66% | 6.03% | 6.77% | 6.60% |
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
HFQAX vs. CAIBX - Drawdown Comparison
The maximum HFQAX drawdown since its inception was -52.77%, which is greater than CAIBX's maximum drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for HFQAX and CAIBX.
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Drawdown Indicators
| HFQAX | CAIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.77% | -43.68% | -9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -8.37% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -17.65% | -4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -25.28% | -9.51% |
Current DrawdownCurrent decline from peak | -8.30% | -4.85% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -3.82% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.83% | +0.82% |
Volatility
HFQAX vs. CAIBX - Volatility Comparison
Janus Henderson Global Equity Income Fund (HFQAX) has a higher volatility of 5.26% compared to American Funds Capital Income Builder Class A (CAIBX) at 3.72%. This indicates that HFQAX'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
| HFQAX | CAIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.72% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 6.12% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 10.19% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 9.95% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 10.87% | +3.81% |