MEIAX vs. CAIBX
Compare and contrast key facts about MFS Value Fund (MEIAX) and American Funds Capital Income Builder Class A (CAIBX).
MEIAX is managed by MFS. It was launched on Jan 2, 1996. CAIBX is managed by American Funds. It was launched on Jul 30, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEIAX or CAIBX.
Performance
MEIAX vs. CAIBX - Performance Comparison
Returns By Period
In the year-to-date period, MEIAX achieves a 17.95% return, which is significantly higher than CAIBX's 11.94% return. Over the past 10 years, MEIAX has outperformed CAIBX with an annualized return of 9.38%, while CAIBX has yielded a comparatively lower 5.53% annualized return.
MEIAX
17.95%
1.89%
10.13%
24.32%
9.92%
9.38%
CAIBX
11.94%
-0.75%
7.64%
18.35%
6.72%
5.53%
Key characteristics
| MEIAX | CAIBX | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.39 |
| Sortino Ratio | 3.52 | 3.34 |
| Omega Ratio | 1.45 | 1.45 |
| Calmar Ratio | 4.55 | 3.47 |
| Martin Ratio | 14.48 | 15.07 |
| Ulcer Index | 1.68% | 1.22% |
| Daily Std Dev | 9.79% | 7.67% |
| Max Drawdown | -52.28% | -42.73% |
| Current Drawdown | -0.40% | -1.78% |
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MEIAX vs. CAIBX - Expense Ratio Comparison
MEIAX has a 0.80% expense ratio, which is higher than CAIBX's 0.59% expense ratio.
Correlation
The correlation between MEIAX and CAIBX is 0.83, 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.
Risk-Adjusted Performance
MEIAX vs. CAIBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund (MEIAX) 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.
Dividends
MEIAX vs. CAIBX - Dividend Comparison
MEIAX's dividend yield for the trailing twelve months is around 1.40%, less than CAIBX's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIAX MFS Value Fund | 1.40% | 1.54% | 1.69% | 1.15% | 1.39% | 1.72% | 1.84% | 1.32% | 1.78% | 6.23% | 5.09% | 3.66% |
CAIBX American Funds Capital Income Builder Class A | 3.12% | 3.36% | 3.43% | 3.14% | 3.38% | 3.29% | 3.80% | 3.41% | 3.52% | 3.60% | 4.63% | 3.30% |
Drawdowns
MEIAX vs. CAIBX - Drawdown Comparison
The maximum MEIAX drawdown since its inception was -52.28%, which is greater than CAIBX's maximum drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for MEIAX and CAIBX. For additional features, visit the drawdowns tool.
Volatility
MEIAX vs. CAIBX - Volatility Comparison
MFS Value Fund (MEIAX) has a higher volatility of 3.56% compared to American Funds Capital Income Builder Class A (CAIBX) at 2.01%. This indicates that MEIAX'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.