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DLY vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLY vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Yield Opportunities Fund (DLY) 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, DLY achieves a 1.68% return, which is significantly lower than BRW's 3.52% return.


DLY

1D
-0.35%
1M
2.22%
6M
-0.44%
YTD
1.68%
1Y
0.92%
3Y*
8.68%
5Y*
2.27%
10Y*

BRW

1D
0.76%
1M
2.67%
6M
3.59%
YTD
3.52%
1Y
-4.66%
3Y*
9.80%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLY vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DLY
DoubleLine Yield Opportunities Fund
1.68%0.63%16.29%25.48%-23.08%-1.68%
BRW
Saba Capital Income & Opportunities Fund
3.52%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between DLY and BRW is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

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

0.27

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

0.27

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Return for Risk

DLY vs. BRW — Risk / Return Rank

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

DLY
DLY Risk / Return Rank: 44
Overall Rank
DLY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DLY Sortino Ratio Rank: 44
Sortino Ratio Rank
DLY Omega Ratio Rank: 44
Omega Ratio Rank
DLY Calmar Ratio Rank: 44
Calmar Ratio Rank
DLY Martin Ratio Rank: 44
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.

DLY vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Yield Opportunities Fund (DLY) 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.


DLYBRWDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.03

0.95

+0.08

Calmar ratioReturn relative to maximum drawdown

0.11

-0.26

+0.37

Martin ratioReturn relative to average drawdown

0.25

-0.45

+0.70

DLY vs. BRW - Sharpe Ratio Comparison

The current DLY Sharpe Ratio is 0.11, which is higher than the BRW Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of DLY 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

DLY vs. BRW - Drawdown Comparison

The maximum DLY drawdown since its inception was -28.61%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for DLY and BRW.


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Drawdown Indicators


DLYBRWDifference

Max Drawdown

Largest peak-to-trough decline

-28.61%

-17.74%

-10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-17.74%

+9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.81%

-17.74%

+6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-17.74%

-10.87%

Current Drawdown

Current decline from peak

-2.50%

-8.78%

+6.28%

Average Drawdown

Average peak-to-trough decline

-7.75%

-4.05%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

10.41%

-6.80%

Volatility

DLY vs. BRW - Volatility Comparison

The current volatility for DoubleLine Yield Opportunities Fund (DLY) is 1.84%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.36%. This indicates that DLY 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


DLYBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

3.36%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

8.38%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

8.24%

13.45%

-5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

12.97%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

12.87%

+2.08%

DLY vs. BRW - Expense Ratio Comparison

DLY has a 2.91% expense ratio, which is higher than BRW's 1.71% expense ratio.


Dividends

DLY vs. BRW - Dividend Comparison

DLY's dividend yield for the trailing twelve months is around 9.95%, less than BRW's 15.34% yield.


PositionTTM202520242023202220212020
BRW
Saba Capital Income & Opportunities Fund
15.34%14.46%12.27%16.02%13.82%4.53%0.00%
DLY
DoubleLine Yield Opportunities Fund
9.95%9.63%8.85%9.84%10.67%7.49%5.67%

Frequently Asked Questions


DLY and BRW have a correlation of 0.19, 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 DLY (1.84%). In terms of maximum drawdown, DLY dropped -28.61% vs BRW's -17.74%.

DLY currently has the higher Sharpe Ratio (0.11 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.

Portfolio Optimizer

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