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BRW vs. PFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRW vs. PFL - Performance Comparison

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

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Returns By Period

In the year-to-date period, BRW achieves a -0.40% return, which is significantly higher than PFL's -4.64% return.


BRW

1D
-0.46%
1M
-2.93%
YTD
-0.40%
6M
-0.11%
1Y
-4.49%
3Y*
8.88%
5Y*
6.15%
10Y*

PFL

1D
-0.53%
1M
-0.76%
YTD
-4.64%
6M
-3.84%
1Y
2.98%
3Y*
9.83%
5Y*
0.79%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRW vs. PFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BRW
Saba Capital Income & Opportunities Fund
-0.40%5.89%12.16%18.49%-4.64%3.19%
PFL
PIMCO Income Strategy Fund
-4.64%13.03%11.51%17.29%-17.92%-6.38%

Correlation

The correlation between BRW and PFL 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

0.22

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

0.28

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

0.27

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Return for Risk

BRW vs. PFL — Risk / Return Rank

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

BRW
BRW Risk / Return Rank: 22
Overall Rank
BRW Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BRW Sortino Ratio Rank: 11
Sortino Ratio Rank
BRW Omega Ratio Rank: 11
Omega Ratio Rank
BRW Calmar Ratio Rank: 22
Calmar Ratio Rank
BRW Martin Ratio Rank: 22
Martin Ratio Rank

PFL
PFL Risk / Return Rank: 55
Overall Rank
PFL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PFL Sortino Ratio Rank: 55
Sortino Ratio Rank
PFL Omega Ratio Rank: 55
Omega Ratio Rank
PFL Calmar Ratio Rank: 55
Calmar Ratio Rank
PFL Martin Ratio Rank: 55
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.

BRW vs. PFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saba Capital Income & Opportunities Fund (BRW) and PIMCO Income Strategy Fund (PFL). 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.


BRWPFLDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

0.95

1.08

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.25

0.39

-0.65

Martin ratioReturn relative to average drawdown

-0.44

1.15

-1.59

BRW vs. PFL - Sharpe Ratio Comparison

The current BRW Sharpe Ratio is -0.34, which is lower than the PFL Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of BRW and PFL, 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

BRW vs. PFL - Drawdown Comparison

The maximum BRW drawdown since its inception was -17.74%, smaller than the maximum PFL drawdown of -77.97%. Use the drawdown chart below to compare losses from any high point for BRW and PFL.


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Drawdown Indicators


BRWPFLDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-77.97%

+60.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.74%

-7.64%

-10.10%

Max Drawdown (3Y)

Largest decline over 3 years

-17.74%

-13.21%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-33.30%

+15.56%

Max Drawdown (10Y)

Largest decline over 10 years

-48.40%

Current Drawdown

Current decline from peak

-12.24%

-6.46%

-5.78%

Average Drawdown

Average peak-to-trough decline

-3.99%

-10.99%

+7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.14%

2.60%

+7.54%

Volatility

BRW vs. PFL - Volatility Comparison

Saba Capital Income & Opportunities Fund (BRW) has a higher volatility of 4.17% compared to PIMCO Income Strategy Fund (PFL) at 2.81%. This indicates that BRW's price experiences larger fluctuations and is considered to be riskier than PFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRWPFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

2.81%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

8.04%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

9.21%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

13.67%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.90%

18.35%

-5.45%

Dividends

BRW vs. PFL - Dividend Comparison

BRW's dividend yield for the trailing twelve months is around 15.73%, more than PFL's 12.90% yield.


PositionTTM20252024202320222021202020192018201720162015
BRW
Saba Capital Income & Opportunities Fund
15.73%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%0.00%0.00%
PFL
PIMCO Income Strategy Fund
12.90%11.59%11.66%11.57%12.04%9.53%9.44%9.11%9.94%9.25%10.22%11.09%

Frequently Asked Questions


BRW and PFL 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 (4.17%) compared to PFL (2.81%). In terms of maximum drawdown, BRW dropped -17.74% vs PFL's -77.97%.

PFL currently has the higher Sharpe Ratio (0.33 vs -0.34), 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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