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JMM vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMM vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Multi-Market Income Fund (JMM) 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, JMM achieves a -0.95% return, which is significantly lower than BRW's 1.14% return.


JMM

1D
0.00%
1M
1.16%
YTD
-0.95%
6M
-0.78%
1Y
-0.14%
3Y*
6.05%
5Y*
0.70%
10Y*
3.00%

BRW

1D
1.39%
1M
-1.43%
YTD
1.14%
6M
2.01%
1Y
-3.62%
3Y*
9.44%
5Y*
6.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMM vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JMM
Nuveen Multi-Market Income Fund
-0.95%5.61%8.15%6.57%-17.95%6.26%
BRW
Saba Capital Income & Opportunities Fund
1.14%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between JMM 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

0.14

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

0.16

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

0.16

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Return for Risk

JMM vs. BRW — Risk / Return Rank

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

JMM
JMM Risk / Return Rank: 33
Overall Rank
JMM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
JMM Sortino Ratio Rank: 33
Sortino Ratio Rank
JMM Omega Ratio Rank: 33
Omega Ratio Rank
JMM Calmar Ratio Rank: 33
Calmar Ratio Rank
JMM Martin Ratio Rank: 33
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.

JMM vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Multi-Market Income Fund (JMM) 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.


JMMBRWDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.01

0.96

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.21

+0.19

Martin ratioReturn relative to average drawdown

-0.03

-0.36

+0.32

JMM vs. BRW - Sharpe Ratio Comparison

The current JMM Sharpe Ratio is -0.01, which is higher than the BRW Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of JMM 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

JMM vs. BRW - Drawdown Comparison

The maximum JMM drawdown since its inception was -48.15%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for JMM and BRW.


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Drawdown Indicators


JMMBRWDifference

Max Drawdown

Largest peak-to-trough decline

-48.15%

-17.74%

-30.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-17.74%

+9.46%

Max Drawdown (3Y)

Largest decline over 3 years

-9.92%

-17.74%

+7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.19%

-17.74%

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-26.48%

Current Drawdown

Current decline from peak

-5.93%

-10.88%

+4.95%

Average Drawdown

Average peak-to-trough decline

-14.09%

-4.00%

-10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

10.19%

-6.03%

Volatility

JMM vs. BRW - Volatility Comparison

The current volatility for Nuveen Multi-Market Income Fund (JMM) is 2.93%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.44%. This indicates that JMM 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


JMMBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

4.44%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

8.23%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

13.40%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

12.94%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

12.90%

+1.02%

JMM vs. BRW - Expense Ratio Comparison

JMM has a 0.04% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

JMM vs. BRW - Dividend Comparison

JMM's dividend yield for the trailing twelve months is around 5.99%, less than BRW's 15.49% yield.


PositionTTM20252024202320222021202020192018201720162015
BRW
Saba Capital Income & Opportunities Fund
15.49%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%0.00%0.00%
JMM
Nuveen Multi-Market Income Fund
5.99%5.76%5.48%5.58%6.13%4.60%4.49%4.86%5.34%5.63%6.19%6.76%

Frequently Asked Questions


JMM 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 (4.44%) compared to JMM (2.93%). In terms of maximum drawdown, JMM dropped -48.15% vs BRW's -17.74%.

JMM currently has the higher Sharpe Ratio (-0.01 vs -0.27), 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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