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JGIAX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGIAX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Fund Class A (JGIAX) 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, JGIAX achieves a 1.36% return, which is significantly lower than BRW's 2.74% return.


JGIAX

1D
0.00%
1M
0.23%
6M
1.48%
YTD
1.36%
1Y
4.91%
3Y*
7.12%
5Y*
2.55%
10Y*
3.76%

BRW

1D
-0.60%
1M
1.90%
6M
3.48%
YTD
2.74%
1Y
-5.38%
3Y*
10.23%
5Y*
6.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGIAX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JGIAX
JPMorgan Income Fund Class A
1.36%7.41%7.48%5.88%-8.48%0.64%
BRW
Saba Capital Income & Opportunities Fund
2.74%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between JGIAX and BRW is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.14

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

0.18

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

0.18

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Return for Risk

JGIAX vs. BRW — Risk / Return Rank

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

JGIAX
JGIAX Risk / Return Rank: 8585
Overall Rank
JGIAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JGIAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
JGIAX Omega Ratio Rank: 8989
Omega Ratio Rank
JGIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
JGIAX Martin Ratio Rank: 8686
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.

JGIAX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund Class A (JGIAX) 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.


JGIAXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+4.27

Omega ratioGain probability vs. loss probability

1.52

0.94

+0.59

Calmar ratioReturn relative to maximum drawdown

2.97

-0.30

+3.27

Martin ratioReturn relative to average drawdown

12.44

-0.52

+12.96

JGIAX vs. BRW - Sharpe Ratio Comparison

The current JGIAX Sharpe Ratio is 2.01, which is higher than the BRW Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of JGIAX 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

JGIAX vs. BRW - Drawdown Comparison

The maximum JGIAX drawdown since its inception was -18.39%, roughly equal to the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for JGIAX and BRW.


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Drawdown Indicators


JGIAXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-18.39%

-17.74%

-0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-17.74%

+16.12%

Max Drawdown (3Y)

Largest decline over 3 years

-2.26%

-17.74%

+15.48%

Max Drawdown (5Y)

Largest decline over 5 years

-11.63%

-17.74%

+6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-18.39%

Current Drawdown

Current decline from peak

-0.24%

-9.47%

+9.23%

Average Drawdown

Average peak-to-trough decline

-2.09%

-4.05%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

10.39%

-10.00%

Volatility

JGIAX vs. BRW - Volatility Comparison

The current volatility for JPMorgan Income Fund Class A (JGIAX) is 0.65%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.92%. This indicates that JGIAX 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


JGIAXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

3.92%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

8.38%

-6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.40%

13.40%

-11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

12.96%

-9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.84%

12.88%

-9.04%

JGIAX vs. BRW - Expense Ratio Comparison

JGIAX has a 0.65% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

JGIAX vs. BRW - Dividend Comparison

JGIAX's dividend yield for the trailing twelve months is around 5.78%, less than BRW's 15.46% yield.


PositionTTM20252024202320222021202020192018201720162015
BRW
Saba Capital Income & Opportunities Fund
15.46%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%0.00%0.00%
JGIAX
JPMorgan Income Fund Class A
5.78%5.71%5.51%4.19%4.49%3.75%4.69%4.84%5.15%5.16%5.21%5.44%

Frequently Asked Questions


JGIAX and BRW have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (3.92%) compared to JGIAX (0.65%). In terms of maximum drawdown, JGIAX dropped -18.39% vs BRW's -17.74%.

JGIAX currently has the higher Sharpe Ratio (2.01 vs -0.40), 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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