Reflective GI caustics are different that "Caustics" ))
Corona do it (Reflective GI caustics) by default. Also VRay now.
I assume you know that reflective caustics in vray only works with BF+LC and works a lot better in BF+BF.
IT does not work with IM+LC. When you press render in IM +LC look at the log, it will say reflective caustics will be turned off or will not work something like that. Basically you have to use BF for it to work.
Just to let you know :) And Vray BF+LC is slower than corona. Tested