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 | 3.70% | 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 | 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, HFQAX achieves a 3.70% return, which is significantly higher than CAIBX's 0.14% return. Over the past 10 years, HFQAX has outperformed CAIBX with an annualized return of 7.86%, while CAIBX has yielded a comparatively lower 7.38% annualized return.
HFQAX
- 1D
- 0.27%
- 1M
- -9.03%
- YTD
- 3.70%
- 6M
- 9.77%
- 1Y
- 24.42%
- 3Y*
- 15.04%
- 5Y*
- 9.71%
- 10Y*
- 7.86%
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%
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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 | 1.88 | 1.50 | +0.38 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.04 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.74 | +0.51 |
Martin ratioReturn relative to average drawdown | 8.84 | 8.07 | +0.77 |
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 | 1.88 | 1.50 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.82 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.68 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.91 | -0.60 |
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 5.10%, less than CAIBX's 7.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 5.10% | 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 | 7.77% | 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 | -10.11% | -8.37% | -1.74% |
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 | -9.03% | -6.25% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -3.82% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.80% | +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 3.30%. 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% | 3.30% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 5.94% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 10.10% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 9.93% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 10.86% | +3.82% |