Caps (not to be confused with "clinker screens" redirected the flow of funnel gases). Caps were not always necessary, and in some cases, not effective enough.
Have a look at the British Revenge
class (or "R" class, as often described) battleships. Not all were capped throughout their service careers, and differences existed between the five ships' bridge structures. Note also, that various ships with two or more funnels would frequently have only their forward funnels capped, while their aft ones were not.
Caps were a "cheap" fix, as opposed to raising the entire funnel; caps could also be more easily "adjusted" than having to raise or lower a complete funnel, but it depended mainly upon the extent of the problem. An example of this can be found in photographs of Gneisenau
, during the ship's early years (its first cap looked hideous
). In other ships, perhaps most notably the British "County class" heavy cruisers, original heights were almost immediately raised for all three funnels, with those of the RAN higher, still. Capping would not have been as effective.