Text Box vs Shape vs Caption

Hi,

Let's say I want to create a rectangular box with some text in it and a background color. 

• I can insert a text box, give it a background color
• I can insert a rectangular shape and type in some text
• I can insert a rectangular caption and type in some text

My question is what is the difference between these 3 types in terms of things I can do with them (triggers etc.). Are there benefit or drawbacks of using one over the other?

Thx!