That's a good question I had never thought of. As I look back over my notes for Short Circuit Analysis I don't see mention of cap's. However, I would think they would change the source impedance. You might want to take a look at IEEE 242, also know as the buff book. Lots of good info in there.
One question I have is, are the PF correction caps in question in your facility or supplied by the utility?
Impedance is impedance, and any addition or subtraction will modify the total impedance at the fault location, and therefore the fault current would change as well. Howe much will depend on the size and where they are located in relation to the fault.