Practitioners of industrial statistics are generally familiar with the common Cp and Cpk process capability indices. However, many additional indices have been proposed, and knowledge of these is less widespread. More importantly, information regarding the indices' comparative behavior is lacking. This paper compares the behavior of various indices under shifting process conditions. Both useful and misleading characteristics of the indices are identified. We begin with a short history of process capability measures. Several process capability indices are reviewed. Application areas for capability indices are also summarized. The indices are grouped according to the loss functions which are used in their interpretation. Characteristics of the various indices are discussed. Finally, recommendations are made for selection of indices at differing levels of process performance.