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IOBZX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOBZX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICON FlexibleBondFund (IOBZX) 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, IOBZX achieves a 1.36% return, which is significantly higher than BRW's -0.25% return.


IOBZX

1D
-0.12%
1M
0.48%
YTD
1.36%
6M
1.55%
1Y
4.76%
3Y*
6.37%
5Y*
3.70%
10Y*
4.14%

BRW

1D
0.15%
1M
-2.78%
YTD
-0.25%
6M
0.62%
1Y
-4.10%
3Y*
8.94%
5Y*
6.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOBZX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IOBZX
ICON FlexibleBondFund
1.36%5.67%8.33%8.28%-5.63%1.81%
BRW
Saba Capital Income & Opportunities Fund
-0.25%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between IOBZX and BRW is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.18

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

0.23

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

0.23

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Return for Risk

IOBZX vs. BRW — Risk / Return Rank

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

IOBZX
IOBZX Risk / Return Rank: 6969
Overall Rank
IOBZX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IOBZX Sortino Ratio Rank: 7878
Sortino Ratio Rank
IOBZX Omega Ratio Rank: 8888
Omega Ratio Rank
IOBZX Calmar Ratio Rank: 4343
Calmar Ratio Rank
IOBZX Martin Ratio Rank: 5656
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.

IOBZX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON FlexibleBondFund (IOBZX) 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.


IOBZXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.74

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.58

0.96

+0.62

Calmar ratioReturn relative to maximum drawdown

2.37

-0.23

+2.60

Martin ratioReturn relative to average drawdown

10.72

-0.40

+11.12

IOBZX vs. BRW - Sharpe Ratio Comparison

The current IOBZX Sharpe Ratio is 2.43, which is higher than the BRW Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of IOBZX 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

IOBZX vs. BRW - Drawdown Comparison

The maximum IOBZX drawdown since its inception was -15.53%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for IOBZX and BRW.


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Drawdown Indicators


IOBZXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-15.53%

-17.74%

+2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.08%

-17.74%

+15.66%

Max Drawdown (3Y)

Largest decline over 3 years

-2.97%

-17.74%

+14.77%

Max Drawdown (5Y)

Largest decline over 5 years

-8.48%

-17.74%

+9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-15.53%

Current Drawdown

Current decline from peak

-0.12%

-12.10%

+11.98%

Average Drawdown

Average peak-to-trough decline

-1.28%

-3.99%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

10.16%

-9.70%

Volatility

IOBZX vs. BRW - Volatility Comparison

The current volatility for ICON FlexibleBondFund (IOBZX) is 0.54%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.17%. This indicates that IOBZX 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


IOBZXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

4.17%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

8.18%

-6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.03%

13.33%

-11.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.82%

12.93%

-10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.70%

12.89%

-9.19%

IOBZX vs. BRW - Expense Ratio Comparison

IOBZX has a 0.76% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

IOBZX vs. BRW - Dividend Comparison

IOBZX's dividend yield for the trailing twelve months is around 6.11%, less than BRW's 15.71% yield.


PositionTTM20252024202320222021202020192018201720162015
BRW
Saba Capital Income & Opportunities Fund
15.71%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%0.00%0.00%
IOBZX
ICON FlexibleBondFund
6.11%6.74%6.71%5.65%5.22%4.90%4.03%4.67%4.18%4.07%3.58%4.00%

Frequently Asked Questions


IOBZX and BRW have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (4.17%) compared to IOBZX (0.54%). In terms of maximum drawdown, IOBZX dropped -15.53% vs BRW's -17.74%.

IOBZX currently has the higher Sharpe Ratio (2.43 vs -0.31), 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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