BRW vs. DBSCX
BRW (Saba Capital Income & Opportunities Fund) and DBSCX (Doubleline Selective Credit Fund) are both Multisector Bonds funds. Over the past 5 years, BRW returned 7.20%/yr vs 3.78%/yr for DBSCX. At a 0.09 correlation, their price movements are largely independent. BRW charges 1.71%/yr vs 0.05%/yr for DBSCX.
Performance
BRW vs. DBSCX - Performance Comparison
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Returns By Period
In the year-to-date period, BRW achieves a 4.15% return, which is significantly higher than DBSCX's 2.18% return.
BRW
- 1D
- -0.60%
- 1M
- 2.04%
- 6M
- 3.76%
- YTD
- 4.15%
- 1Y
- -3.85%
- 3Y*
- 9.83%
- 5Y*
- 7.20%
- 10Y*
- —
DBSCX
- 1D
- 0.13%
- 1M
- 0.06%
- 6M
- 1.91%
- YTD
- 2.18%
- 1Y
- 6.33%
- 3Y*
- 7.63%
- 5Y*
- 3.78%
- 10Y*
- 4.48%
BRW vs. DBSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BRW Saba Capital Income & Opportunities Fund | 4.15% | 5.89% | 12.16% | 18.49% | -4.64% | 3.19% |
DBSCX Doubleline Selective Credit Fund | 2.18% | 8.46% | 7.78% | 8.55% | -8.10% | 2.10% |
Correlation
The correlation between BRW and DBSCX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 5, 2021 | 0.09 |
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Return for Risk
BRW vs. DBSCX — Risk / Return Rank
BRW
DBSCX
BRW vs. DBSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saba Capital Income & Opportunities Fund (BRW) and Doubleline Selective Credit Fund (DBSCX). 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.
| BRW | DBSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.51 | ||
| Sortino ratioReturn per unit of downside risk | -5.21 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.73 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 4.96 | -5.18 |
| Martin ratioReturn relative to average drawdown | -0.37 | 20.21 | -20.58 |
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Drawdowns
BRW vs. DBSCX - Drawdown Comparison
The maximum BRW drawdown since its inception was -17.74%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for BRW and DBSCX.
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Drawdown Indicators
| BRW | DBSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.74% | -14.12% | -3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.74% | -1.32% | -16.42% |
Max Drawdown (3Y)Largest decline over 3 years | -17.74% | -1.91% | -15.83% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -9.52% | -8.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.12% | — |
Current DrawdownCurrent decline from peak | -8.23% | -0.21% | -8.02% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -1.23% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.44% | 0.32% | +10.12% |
Volatility
BRW vs. DBSCX - Volatility Comparison
Saba Capital Income & Opportunities Fund (BRW) has a higher volatility of 3.37% compared to Doubleline Selective Credit Fund (DBSCX) at 0.69%. This indicates that BRW's price experiences larger fluctuations and is considered to be riskier than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRW | DBSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.69% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 1.62% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 2.04% | +11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.95% | 2.73% | +10.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.87% | 2.91% | +9.96% |
BRW vs. DBSCX - Expense Ratio Comparison
BRW has a 1.71% expense ratio, which is higher than DBSCX's 0.05% expense ratio.
Dividends
BRW vs. DBSCX - Dividend Comparison
BRW's dividend yield for the trailing twelve months is around 15.25%, more than DBSCX's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRW Saba Capital Income & Opportunities Fund | 15.25% | 14.46% | 12.27% | 16.02% | 13.82% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBSCX Doubleline Selective Credit Fund | 6.62% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
Frequently Asked Questions
BRW and DBSCX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRW has higher volatility (3.37%) compared to DBSCX (0.69%). In terms of maximum drawdown, BRW dropped -17.74% vs DBSCX's -14.12%.
DBSCX currently has the higher Sharpe Ratio (3.22 vs -0.29), 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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