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 3.59%/yr vs 7.16%/yr for BRW. Their 0.09 correlation means their historical movements had little consistent relationship. 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 1.36% return, which is significantly lower than BRW's 3.37% return.
DBSCX
- 1D
- -0.67%
- 1M
- -0.81%
- 6M
- 0.87%
- YTD
- 1.36%
- 1Y
- 4.46%
- 3Y*
- 7.33%
- 5Y*
- 3.59%
- 10Y*
- 4.28%
- ALL TIME*
- 4.31%
BRW
- 1D
- 0.30%
- 1M
- 0.97%
- 6M
- 5.88%
- YTD
- 3.37%
- 1Y
- -8.31%
- 3Y*
- 8.50%
- 5Y*
- 7.16%
- 10Y*
- —
- ALL TIME*
- 7.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.29M | $1.36M | $1.43M | |
| $0.00 | $0.00 | $0.00 |
DBSCX vs. BRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 1.36% | 8.46% | 7.78% | 8.55% | -8.10% | 2.10% |
BRW Saba Capital Income & Opportunities Fund | 3.37% | 5.89% | 12.16% | 18.49% | -4.64% | 3.19% |
Correlation
The correlation between DBSCX and BRW is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | +2.92 | ||
| Sortino ratioReturn per unit of downside risk | +4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.90 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | -0.47 | +4.21 |
| Martin ratioReturn relative to average drawdown | 14.55 | -0.78 | +15.34 |
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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 | -1.01% | -8.92% | +7.91% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -4.11% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 10.62% | -10.28% |
Volatility
DBSCX vs. BRW - Volatility Comparison
The current volatility for Doubleline Selective Credit Fund (DBSCX) is 0.88%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.91%. 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 | 0.88% | 3.91% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.76% | 8.85% | -7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.15% | 13.68% | -11.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.75% | 13.02% | -10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.91% | 12.89% | -9.98% |
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 6.10%, less than BRW's 15.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRW Saba Capital Income & Opportunities Fund | 15.36% | 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 | 6.10% | 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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRW has higher volatility (3.91%) compared to DBSCX (0.88%). In terms of maximum drawdown, DBSCX dropped -14.12% vs BRW's -17.74%.
DBSCX currently has the higher Sharpe Ratio (2.30 vs -0.61), 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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