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AAINX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAINX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Opportunity Income Plus Fund (AAINX) and Saba Capital Income & Opportunities Fund (BRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAINX achieves a 1.59% return, which is significantly higher than BRW's -0.25% return.


AAINX

1D
-0.11%
1M
0.70%
YTD
1.59%
6M
2.03%
1Y
6.48%
3Y*
6.34%
5Y*
2.24%
10Y*
3.05%

BRW

1D
0.15%
1M
-2.78%
YTD
-0.25%
6M
0.62%
1Y
-4.10%
3Y*
8.94%
5Y*
6.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAINX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AAINX
Thrivent Opportunity Income Plus Fund
1.59%7.82%4.90%7.77%-10.57%1.36%
BRW
Saba Capital Income & Opportunities Fund
-0.25%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between AAINX and BRW is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since May 5, 2021

0.24

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Return for Risk

AAINX vs. BRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAINX
AAINX Risk / Return Rank: 7373
Overall Rank
AAINX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AAINX Sortino Ratio Rank: 8585
Sortino Ratio Rank
AAINX Omega Ratio Rank: 8383
Omega Ratio Rank
AAINX Calmar Ratio Rank: 5454
Calmar Ratio Rank
AAINX Martin Ratio Rank: 6565
Martin Ratio Rank

BRW
BRW Risk / Return Rank: 22
Overall Rank
BRW Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BRW Sortino Ratio Rank: 22
Sortino Ratio Rank
BRW Omega Ratio Rank: 22
Omega Ratio Rank
BRW Calmar Ratio Rank: 22
Calmar Ratio Rank
BRW Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAINX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Opportunity Income Plus Fund (AAINX) and Saba Capital Income & Opportunities Fund (BRW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAINXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.67

Sortino ratioReturn per unit of downside risk

+4.04

Omega ratioGain probability vs. loss probability

1.50

0.96

+0.55

Calmar ratioReturn relative to maximum drawdown

2.69

-0.23

+2.92

Martin ratioReturn relative to average drawdown

11.90

-0.40

+12.30

AAINX vs. BRW - Sharpe Ratio Comparison

The current AAINX Sharpe Ratio is 2.36, which is higher than the BRW Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of AAINX and BRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAINX vs. BRW - Drawdown Comparison

The maximum AAINX drawdown since its inception was -15.72%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for AAINX and BRW.


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Drawdown Indicators


AAINXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-15.72%

-17.74%

+2.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-17.74%

+15.28%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-17.74%

+13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.18%

-17.74%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-15.28%

Current Drawdown

Current decline from peak

-0.22%

-12.10%

+11.88%

Average Drawdown

Average peak-to-trough decline

-1.86%

-3.99%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

10.16%

-9.60%

Volatility

AAINX vs. BRW - Volatility Comparison

The current volatility for Thrivent Opportunity Income Plus Fund (AAINX) is 0.93%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.17%. This indicates that AAINX experiences smaller price fluctuations and is considered to be less risky than BRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAINXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

4.17%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

8.18%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

13.33%

-10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.02%

12.93%

-8.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.90%

12.89%

-8.99%

AAINX vs. BRW - Expense Ratio Comparison

AAINX has a 0.88% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

AAINX vs. BRW - Dividend Comparison

AAINX's dividend yield for the trailing twelve months is around 4.63%, less than BRW's 15.71% yield.


PositionTTM20252024202320222021202020192018201720162015
AAINX
Thrivent Opportunity Income Plus Fund
4.63%4.62%4.78%3.88%4.00%2.74%2.99%3.76%4.04%3.28%3.55%3.88%
BRW
Saba Capital Income & Opportunities Fund
15.71%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AAINX and BRW have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (4.17%) compared to AAINX (0.93%). In terms of maximum drawdown, AAINX dropped -15.72% vs BRW's -17.74%.

AAINX currently has the higher Sharpe Ratio (2.36 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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