When comparing Caja vs Dolphin, the Slant community recommends Dolphin for most people. In the question“What are the best file managers for UNIX-like systems?” Dolphin is ranked 3rd while Caja is ranked 16th. The most important reason people chose Dolphin is:
As with any KDE app, Dolphin, allows adding or modifying toolbar buttons and keyboard shortcuts.
Ranked in these QuestionsQuestion Ranking
Pros
Pro Easy to configure
Pro It has a reasonable set of features, out of the box
Not too much cluttered, but enough customizable.
Pro Caja script extension makes it more useful
Caja script extension adds your script in script menu, then passes the file name as a parameter. This allows you to run operation which is not included in Caja.
Pro Allows you to access remote or local locations
You can click the Files entry in the panel to access a specific location (remote or local), connect to a certain server (FTP, SFTP, SAMBA, etc.), access your bookmarks, open a new window, as well as to change its default functionality.
Pro Open or run as administrator in the right-click-menu of the mouse
Pro It just works
Customizable and clean, this is crushing that garbage nautilus, the overrated p.o.s. gnome destroyed.
Pro Immenseley configurable
As with any KDE app, Dolphin, allows adding or modifying toolbar buttons and keyboard shortcuts.
Pro Can split views
Dolphin supports splitting the view in two navigational areas, this way you can navigate two different directories at the same time.
Pro Integrated terminal
Pressing F4 with any opened folder on a mounted path opens a console within dolphin.
Pro Also has a refresh option
Dolphin is without a doubt the best fully functional and easy to use and multitask with.
Dolphin also has a refresh button which no other File manager has. It's great for tracking a large files transfer; that's what file managers are for - good common sense.
Pro Easy to extend with plugins
Dolphin follows KDE's philosophy of being extendable and configurable. It can easily be configured and customized through plugins.
Pro Auto mounts flash drives
Dolphin automatically identifies and mounts external flash drives.
Pro Fast at opening graphics folders
Pictures with or without previews is optional and selectable at the touch of a button.
Pro Does not use third party libraries
Unlike all those GTK-based file managers it does not have to rely on external written software for its functionality because KF5 is KDE SOftware and developed alongside.
Pro Keeps its state
It starts with last opened folders.

Pro Fully supports HiDPI
Supports HiDPI displays.
Pro Automatically centers items
In icons view mode, the space between files gets stretched so that there is never and annoying empty space at the right side of the window.
Cons
Con Frequently very slow to transfer multiple small files
Folders move fine, but it chokes on files, where other browsers take seconds.
Con Mostly unconfigurable
There are not many ways to configure Caja to fit your needs. Besides what can be seen in the settings button you can't configure it further.
Con Sort Order / Limited Configuration Options
It ignores special characters when sorting files and folders. Underscore, tilde, bracket, ASCII characters, .... everthing not recognized in numeric/alpha sorting. Also, I found no way to remove the triangle to reveal contents of sub-folders rather than opening... but I did quit looking after several seemly unalterable functionality issues.
Con Very slow to list thousands of files
Unusably so.
Con May be a little slow on startup
Dolphin can be a little slow on startup (depending on distro, hardware etc...). Startup time can vary from a couple of seconds to up to a minute.
Con Can hang on remote file systems
It doesn't cope well with remote file system nicely like sshfs or any samba, like when network is not responding/very slow. It just hangs.
Con "Type" column too verbose
Despite having a large enough monitor, if you keep the size of the browser window small, the "Type" column (in "Details" view mode) insists on including the complete multipart MIME string, making the column so wide that trying to limit its width makes the column useless. Sorting by "Type" renders the list into an incomprehensible mess.
Con Poor optimization on later versions
Con Too simple
Feels weird on KDE because it has less customizing options Konqueror and any other KDE app have.
Con Can't perform ROOT actions
Developers set a constraint in Dolphin that deny Dolphin to run with root permissions. Hence, if you want to perform an action that require root permissions, such as rename a file in /etc/ folder, you are forced to use terminal or switch to another file manager.
