DBSCX vs. BRW
DBSCX (Doubleline Selective Credit Fund) and BRW (Saba Capital Income & Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, DBSCX returned 3.78%/yr vs 6.64%/yr for BRW. At a 0.09 correlation, their price movements are largely independent. DBSCX charges 0.05%/yr vs 1.71%/yr for BRW.
Performance
DBSCX vs. BRW - Performance Comparison
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Returns By Period
In the year-to-date period, DBSCX achieves a 2.05% return, which is significantly lower than BRW's 3.52% return.
DBSCX
- 1D
- 0.00%
- 1M
- 0.19%
- 6M
- 1.78%
- YTD
- 2.05%
- 1Y
- 6.19%
- 3Y*
- 7.78%
- 5Y*
- 3.78%
- 10Y*
- 4.48%
BRW
- 1D
- 0.76%
- 1M
- 2.67%
- 6M
- 3.59%
- YTD
- 3.52%
- 1Y
- -4.66%
- 3Y*
- 9.80%
- 5Y*
- 6.64%
- 10Y*
- —
DBSCX vs. BRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 2.05% | 8.46% | 7.78% | 8.55% | -8.10% | 2.10% |
BRW Saba Capital Income & Opportunities Fund | 3.52% | 5.89% | 12.16% | 18.49% | -4.64% | 3.19% |
Correlation
The correlation between DBSCX and BRW is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
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
DBSCX vs. BRW — Risk / Return Rank
DBSCX
BRW
DBSCX vs. BRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) 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.
| DBSCX | BRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.35 | ||
| Sortino ratioReturn per unit of downside risk | +4.95 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 0.95 | +0.73 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | -0.26 | +4.90 |
| Martin ratioReturn relative to average drawdown | 19.01 | -0.45 | +19.45 |
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Drawdowns
DBSCX vs. BRW - Drawdown Comparison
The maximum DBSCX drawdown since its inception was -14.12%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for DBSCX and BRW.
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Drawdown Indicators
| DBSCX | BRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.12% | -17.74% | +3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -17.74% | +16.42% |
Max Drawdown (3Y)Largest decline over 3 years | -1.91% | -17.74% | +15.83% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -17.74% | +8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -14.12% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | -8.78% | +8.44% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -4.05% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 10.41% | -10.09% |
Volatility
DBSCX vs. BRW - Volatility Comparison
The current volatility for Doubleline Selective Credit Fund (DBSCX) is 0.66%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.36%. This indicates that DBSCX 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
| DBSCX | BRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 3.36% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 8.38% | -6.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.04% | 13.45% | -11.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 12.97% | -10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.91% | 12.87% | -9.96% |
DBSCX vs. BRW - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than BRW's 1.71% expense ratio.
Dividends
DBSCX vs. BRW - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 6.63%, less than BRW's 15.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DBSCX Doubleline Selective Credit Fund | 6.63% | 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
DBSCX and BRW have a correlation of 0.11, 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 DBSCX (0.66%). In terms of maximum drawdown, DBSCX dropped -14.12% vs BRW's -17.74%.
DBSCX currently has the higher Sharpe Ratio (3.01 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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