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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 1.56% return, which is significantly lower than BRW's 3.52% return.


AAINX

1D
-0.11%
1M
-0.03%
6M
1.34%
YTD
1.56%
1Y
5.80%
3Y*
6.27%
5Y*
2.12%
10Y*
2.84%

BRW

1D
0.76%
1M
2.67%
6M
3.59%
YTD
3.52%
1Y
-4.66%
3Y*
9.80%
5Y*
6.64%
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
1.56%7.82%4.90%7.77%-10.57%1.36%
BRW
Saba Capital Income & Opportunities Fund
3.52%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between AAINX and BRW is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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: 7878
Sharpe Ratio Rank
AAINX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AAINX Omega Ratio Rank: 8282
Omega Ratio Rank
AAINX Calmar Ratio Rank: 5454
Calmar Ratio Rank
AAINX Martin Ratio Rank: 6969
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

+2.37

Sortino ratioReturn per unit of downside risk

+3.49

Omega ratioGain probability vs. loss probability

1.42

0.95

+0.47

Calmar ratioReturn relative to maximum drawdown

2.27

-0.26

+2.53

Martin ratioReturn relative to average drawdown

10.12

-0.45

+10.56

AAINX vs. BRW - Sharpe Ratio Comparison

The current AAINX Sharpe Ratio is 2.02, which is higher than the BRW Sharpe Ratio of -0.35. 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

-0.43%

-8.78%

+8.35%

Average Drawdown

Average peak-to-trough decline

-1.86%

-4.05%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

10.41%

-9.86%

Volatility

AAINX vs. BRW - Volatility Comparison

The current volatility for Thrivent Opportunity Income Plus Fund (AAINX) is 0.80%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.36%. 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

0.80%

3.36%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

8.38%

-6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

13.45%

-10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.02%

12.97%

-8.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.89%

12.87%

-8.98%

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 4.67%, less than BRW's 15.34% yield.


PositionTTM20252024202320222021202020192018201720162015
AAINX
Thrivent Opportunity Income Plus Fund
4.67%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
15.34%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 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (3.36%) compared to AAINX (0.80%). In terms of maximum drawdown, AAINX dropped -15.72% vs BRW's -17.74%.

AAINX currently has the higher Sharpe Ratio (2.02 vs -0.35), 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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