Is interest income, dividend income, or capital gain from stock sales reported on my tax return if they are from my 401(k) or IRA account?

No. All investment income within an IRA or 401(k) retirement account is not taxable income on your tax return and does not get reported anywhere on your tax return.

A 401(k), 403(b), or IRA retirement account is only taxed when you take a distribution and get a Form 1099-R. Until you take a distribution, the interest and investment income in your retirement account is tax-deferred and does not get reported anywhere on your tax return.