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APIUX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APIUX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yorktown Multi-Sector Bond Fund (APIUX) 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, APIUX achieves a 0.75% return, which is significantly lower than BRW's 3.52% return.


APIUX

1D
0.00%
1M
-0.14%
6M
0.52%
YTD
0.75%
1Y
4.31%
3Y*
5.97%
5Y*
1.12%
10Y*
3.05%

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)

APIUX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
APIUX
Yorktown Multi-Sector Bond Fund
0.75%6.49%5.34%7.10%-12.71%1.85%
BRW
Saba Capital Income & Opportunities Fund
3.52%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between APIUX and BRW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.15

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

0.18

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

0.18

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Return for Risk

APIUX vs. BRW — Risk / Return Rank

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

APIUX
APIUX Risk / Return Rank: 5050
Overall Rank
APIUX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
APIUX Sortino Ratio Rank: 4949
Sortino Ratio Rank
APIUX Omega Ratio Rank: 5454
Omega Ratio Rank
APIUX Calmar Ratio Rank: 4747
Calmar Ratio Rank
APIUX Martin Ratio Rank: 5050
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.

APIUX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yorktown Multi-Sector Bond Fund (APIUX) 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.


APIUXBRWDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.30

0.95

+0.35

Calmar ratioReturn relative to maximum drawdown

2.09

-0.26

+2.36

Martin ratioReturn relative to average drawdown

8.17

-0.45

+8.61

APIUX vs. BRW - Sharpe Ratio Comparison

The current APIUX Sharpe Ratio is 1.54, which is higher than the BRW Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of APIUX 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

APIUX vs. BRW - Drawdown Comparison

The maximum APIUX drawdown since its inception was -34.31%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for APIUX and BRW.


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Drawdown Indicators


APIUXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-17.74%

-16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-17.74%

+15.79%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-17.74%

+14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.44%

-17.74%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-22.80%

Current Drawdown

Current decline from peak

-0.58%

-8.78%

+8.20%

Average Drawdown

Average peak-to-trough decline

-4.39%

-4.05%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

10.41%

-9.91%

Volatility

APIUX vs. BRW - Volatility Comparison

The current volatility for Yorktown Multi-Sector Bond Fund (APIUX) is 0.86%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.36%. This indicates that APIUX 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


APIUXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

3.36%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

8.38%

-6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.65%

13.45%

-10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.72%

12.97%

-9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

12.87%

-8.09%

APIUX vs. BRW - Expense Ratio Comparison

APIUX has a 1.17% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

APIUX vs. BRW - Dividend Comparison

APIUX's dividend yield for the trailing twelve months is around 4.14%, less than BRW's 15.34% yield.


PositionTTM20252024202320222021202020192018201720162015
APIUX
Yorktown Multi-Sector Bond Fund
4.14%4.16%4.14%4.11%4.35%3.42%4.02%4.46%4.60%5.86%6.90%8.50%
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


APIUX and BRW have a correlation of 0.20, 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 APIUX (0.86%). In terms of maximum drawdown, APIUX dropped -34.31% vs BRW's -17.74%.

APIUX currently has the higher Sharpe Ratio (1.54 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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