JNBSX vs. CAPAX
Compare and contrast key facts about JPMorgan Income Builder Fund (JNBSX) and Federated Hermes Capital Income Fund (CAPAX).
JNBSX is managed by JPMorgan. It was launched on May 30, 2007. CAPAX is managed by Federated. It was launched on May 26, 1988.
Performance
JNBSX vs. CAPAX - Performance Comparison
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JNBSX vs. CAPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNBSX JPMorgan Income Builder Fund | -1.70% | 12.87% | 7.36% | 9.34% | -12.81% | 9.19% | 6.24% | 14.95% | -4.22% | 11.89% |
CAPAX Federated Hermes Capital Income Fund | -2.93% | 11.88% | 10.21% | 10.51% | -12.43% | 9.72% | 9.48% | 15.70% | -7.13% | 10.05% |
Returns By Period
In the year-to-date period, JNBSX achieves a -1.70% return, which is significantly higher than CAPAX's -2.93% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: JNBSX at 5.67% and CAPAX at 5.67%.
JNBSX
- 1D
- 0.00%
- 1M
- -5.63%
- YTD
- -1.70%
- 6M
- 0.65%
- 1Y
- 9.88%
- 3Y*
- 8.16%
- 5Y*
- 3.86%
- 10Y*
- 5.67%
CAPAX
- 1D
- 0.00%
- 1M
- -4.40%
- YTD
- -2.93%
- 6M
- -0.10%
- 1Y
- 9.31%
- 3Y*
- 9.04%
- 5Y*
- 4.23%
- 10Y*
- 5.67%
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JNBSX vs. CAPAX - Expense Ratio Comparison
JNBSX has a 0.60% expense ratio, which is lower than CAPAX's 0.88% expense ratio.
Return for Risk
JNBSX vs. CAPAX — Risk / Return Rank
JNBSX
CAPAX
JNBSX vs. CAPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund (JNBSX) and Federated Hermes Capital Income Fund (CAPAX). 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.
| JNBSX | CAPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.23 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.64 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.41 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.89 | 6.58 | +0.31 |
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
| JNBSX | CAPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.23 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.55 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.66 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.63 | -0.06 |
Correlation
The correlation between JNBSX and CAPAX is 0.86, 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
JNBSX vs. CAPAX - Dividend Comparison
JNBSX's dividend yield for the trailing twelve months is around 5.38%, more than CAPAX's 3.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNBSX JPMorgan Income Builder Fund | 5.38% | 5.16% | 5.90% | 5.07% | 4.61% | 8.53% | 3.47% | 4.17% | 4.56% | 3.89% | 4.40% | 4.20% |
CAPAX Federated Hermes Capital Income Fund | 3.81% | 3.33% | 3.24% | 3.36% | 3.70% | 3.31% | 3.43% | 3.62% | 4.42% | 3.91% | 4.23% | 5.54% |
Drawdowns
JNBSX vs. CAPAX - Drawdown Comparison
The maximum JNBSX drawdown since its inception was -37.33%, smaller than the maximum CAPAX drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for JNBSX and CAPAX.
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Drawdown Indicators
| JNBSX | CAPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.33% | -46.13% | +8.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -6.16% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -17.75% | -1.47% |
Max Drawdown (10Y)Largest decline over 10 years | -23.60% | -23.36% | -0.24% |
Current DrawdownCurrent decline from peak | -5.72% | -4.44% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -5.82% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 1.32% | +0.05% |
Volatility
JNBSX vs. CAPAX - Volatility Comparison
JPMorgan Income Builder Fund (JNBSX) has a higher volatility of 3.12% compared to Federated Hermes Capital Income Fund (CAPAX) at 2.25%. This indicates that JNBSX's price experiences larger fluctuations and is considered to be riskier than CAPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNBSX | CAPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 2.25% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 4.82% | 4.27% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.75% | 7.43% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.73% | 7.78% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.83% | 8.61% | -0.78% |