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BWDTX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWDTX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) 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, BWDTX achieves a 2.09% return, which is significantly lower than BRW's 4.15% return.


BWDTX

1D
0.10%
1M
0.20%
6M
1.89%
YTD
2.09%
1Y
5.66%
3Y*
6.28%
5Y*
4.22%
10Y*

BRW

1D
-0.60%
1M
2.04%
6M
3.76%
YTD
4.15%
1Y
-3.85%
3Y*
9.83%
5Y*
7.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWDTX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
2.09%7.14%4.92%9.80%-3.16%1.50%
BRW
Saba Capital Income & Opportunities Fund
4.15%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between BWDTX 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

0.16

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

0.21

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

0.21

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Return for Risk

BWDTX vs. BRW — Risk / Return Rank

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

BWDTX
BWDTX Risk / Return Rank: 9898
Overall Rank
BWDTX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BWDTX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BWDTX Omega Ratio Rank: 9898
Omega Ratio Rank
BWDTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BWDTX Martin Ratio Rank: 9898
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.

BWDTX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) 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.


BWDTXBRWDifference
Sharpe ratioReturn per unit of total volatility

+4.64

Sortino ratioReturn per unit of downside risk

+7.57

Omega ratioGain probability vs. loss probability

2.22

0.96

+1.26

Calmar ratioReturn relative to maximum drawdown

5.70

-0.22

+5.92

Martin ratioReturn relative to average drawdown

28.79

-0.37

+29.16

BWDTX vs. BRW - Sharpe Ratio Comparison

The current BWDTX Sharpe Ratio is 4.35, which is higher than the BRW Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of BWDTX 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

BWDTX vs. BRW - Drawdown Comparison

The maximum BWDTX drawdown since its inception was -10.06%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for BWDTX and BRW.


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Drawdown Indicators


BWDTXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-10.06%

-17.74%

+7.68%

Max Drawdown (1Y)

Largest decline over 1 year

-1.00%

-17.74%

+16.74%

Max Drawdown (3Y)

Largest decline over 3 years

-2.21%

-17.74%

+15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-6.35%

-17.74%

+11.39%

Current Drawdown

Current decline from peak

0.00%

-8.23%

+8.23%

Average Drawdown

Average peak-to-trough decline

-0.67%

-4.06%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

10.44%

-10.24%

Volatility

BWDTX vs. BRW - Volatility Comparison

The current volatility for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) is 0.38%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.37%. This indicates that BWDTX 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


BWDTXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

3.37%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

8.42%

-7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.31%

13.46%

-12.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.21%

12.95%

-10.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.20%

12.87%

-10.67%

BWDTX vs. BRW - Expense Ratio Comparison

BWDTX has a 0.40% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

BWDTX vs. BRW - Dividend Comparison

BWDTX's dividend yield for the trailing twelve months is around 5.64%, less than BRW's 15.25% yield.


PositionTTM2025202420232022202120202019201820172016
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%
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
5.64%5.70%4.13%5.51%3.80%3.20%3.18%3.47%4.18%2.90%1.35%

Frequently Asked Questions


BWDTX 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 (3.37%) compared to BWDTX (0.38%). In terms of maximum drawdown, BWDTX dropped -10.06% vs BRW's -17.74%.

BWDTX currently has the higher Sharpe Ratio (4.35 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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