DEGGX vs. BRW
DEGGX (Delaware Strategic Income Fund) and BRW (Saba Capital Income & Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, DEGGX returned 2.49%/yr vs 7.20%/yr for BRW. At a 0.22 correlation, their price movements are largely independent. DEGGX charges 0.90%/yr vs 1.71%/yr for BRW.
Performance
DEGGX vs. BRW - Performance Comparison
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Returns By Period
In the year-to-date period, DEGGX achieves a 1.15% return, which is significantly lower than BRW's 4.15% return.
DEGGX
- 1D
- 0.00%
- 1M
- 0.09%
- 6M
- 1.28%
- YTD
- 1.15%
- 1Y
- 5.55%
- 3Y*
- 6.73%
- 5Y*
- 2.49%
- 10Y*
- 3.67%
BRW
- 1D
- -0.60%
- 1M
- 2.04%
- 6M
- 3.76%
- YTD
- 4.15%
- 1Y
- -3.85%
- 3Y*
- 9.83%
- 5Y*
- 7.20%
- 10Y*
- —
DEGGX vs. BRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DEGGX Delaware Strategic Income Fund | 1.15% | 7.92% | 6.56% | 8.76% | -10.49% | 0.93% |
BRW Saba Capital Income & Opportunities Fund | 4.15% | 5.89% | 12.16% | 18.49% | -4.64% | 3.19% |
Correlation
The correlation between DEGGX and BRW is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 5, 2021 | 0.22 |
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Return for Risk
DEGGX vs. BRW — Risk / Return Rank
DEGGX
BRW
DEGGX vs. BRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Strategic Income Fund (DEGGX) 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.
| DEGGX | BRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.31 | ||
| Sortino ratioReturn per unit of downside risk | +3.72 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.96 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | -0.22 | +2.52 |
| Martin ratioReturn relative to average drawdown | 10.41 | -0.37 | +10.78 |
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Drawdowns
DEGGX vs. BRW - Drawdown Comparison
The maximum DEGGX drawdown since its inception was -16.81%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for DEGGX and BRW.
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Drawdown Indicators
| DEGGX | BRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.81% | -17.74% | +0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -17.74% | +15.31% |
Max Drawdown (3Y)Largest decline over 3 years | -3.86% | -17.74% | +13.88% |
Max Drawdown (5Y)Largest decline over 5 years | -16.07% | -17.74% | +1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -16.81% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -8.23% | +7.96% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -4.06% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 10.44% | -9.90% |
Volatility
DEGGX vs. BRW - Volatility Comparison
The current volatility for Delaware Strategic Income Fund (DEGGX) is 0.74%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.37%. This indicates that DEGGX 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
| DEGGX | BRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.37% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.25% | 8.42% | -6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 13.46% | -10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.12% | 12.95% | -8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.15% | 12.87% | -8.72% |
DEGGX vs. BRW - Expense Ratio Comparison
DEGGX has a 0.90% expense ratio, which is lower than BRW's 1.71% expense ratio.
Dividends
DEGGX vs. BRW - Dividend Comparison
DEGGX's dividend yield for the trailing twelve months is around 6.11%, less than BRW's 15.25% 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% |
DEGGX Delaware Strategic Income Fund | 6.11% | 6.09% | 5.91% | 4.46% | 4.60% | 3.78% | 4.14% | 5.41% | 5.32% | 4.91% | 2.54% | 2.77% |
Frequently Asked Questions
DEGGX and BRW have a correlation of 0.23, 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 DEGGX (0.74%). In terms of maximum drawdown, DEGGX dropped -16.81% vs BRW's -17.74%.
DEGGX currently has the higher Sharpe Ratio (2.02 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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