Hi Matt,
Yahoo Finance provides Capital Gains distributions data separately from Dividends for Index and Mutual Funds.
Here's a sample:
https://finance.yahoo.com/quote/FSPTX/history?period1=363916800&period2=1629158400&interval=capitalGain%7Cdiv%7Csplit&filter=capital&frequency=1d&includeAdjustedClose=true
It appears Capital Gains distributions are not factored in Adjusted Close prices. Therefore, returns calculated from Adjusted Close differ widely from Historical NAV data for these funds.
Would it be possible to include 'capital' as an option in tq_get_options for downloading Capital Gains distributions?
Thanks much for creating tidyquant.