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LCRDX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCRDX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Credit Opportunities Fund (LCRDX) 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, LCRDX achieves a 1.79% return, which is significantly lower than BRW's 2.74% return.


LCRDX

1D
0.00%
1M
0.14%
6M
1.20%
YTD
1.79%
1Y
4.53%
3Y*
7.74%
5Y*
3.09%
10Y*

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)

LCRDX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LCRDX
Lord Abbett Credit Opportunities Fund
1.79%5.03%10.16%11.25%-13.00%5.32%
BRW
Saba Capital Income & Opportunities Fund
2.74%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between LCRDX and BRW is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.22

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

LCRDX vs. BRW — Risk / Return Rank

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

LCRDX
LCRDX Risk / Return Rank: 2525
Overall Rank
LCRDX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LCRDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
LCRDX Omega Ratio Rank: 3030
Omega Ratio Rank
LCRDX Calmar Ratio Rank: 2121
Calmar Ratio Rank
LCRDX Martin Ratio Rank: 1414
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.

LCRDX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Credit Opportunities Fund (LCRDX) 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.


LCRDXBRWDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.22

0.94

+0.28

Calmar ratioReturn relative to maximum drawdown

1.25

-0.30

+1.56

Martin ratioReturn relative to average drawdown

2.81

-0.52

+3.33

LCRDX vs. BRW - Sharpe Ratio Comparison

The current LCRDX Sharpe Ratio is 1.06, which is higher than the BRW Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of LCRDX 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

LCRDX vs. BRW - Drawdown Comparison

The maximum LCRDX drawdown since its inception was -22.75%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for LCRDX and BRW.


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Drawdown Indicators


LCRDXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.75%

-17.74%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-17.74%

+14.10%

Max Drawdown (3Y)

Largest decline over 3 years

-6.95%

-17.74%

+10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.62%

-17.74%

+4.12%

Current Drawdown

Current decline from peak

-0.61%

-9.47%

+8.86%

Average Drawdown

Average peak-to-trough decline

-4.23%

-4.05%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

10.39%

-8.77%

Volatility

LCRDX vs. BRW - Volatility Comparison

The current volatility for Lord Abbett Credit Opportunities Fund (LCRDX) is 1.00%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.92%. This indicates that LCRDX 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


LCRDXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

3.92%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.24%

8.38%

-5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

13.40%

-9.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

12.96%

-8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

12.88%

-7.09%

LCRDX vs. BRW - Expense Ratio Comparison

LCRDX has a 1.39% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

LCRDX vs. BRW - Dividend Comparison

LCRDX's dividend yield for the trailing twelve months is around 10.72%, less than BRW's 15.46% yield.


PositionTTM202520242023202220212020
BRW
Saba Capital Income & Opportunities Fund
15.46%14.46%12.27%16.02%13.82%4.53%0.00%
LCRDX
Lord Abbett Credit Opportunities Fund
10.72%9.81%9.09%9.54%5.10%9.71%4.24%

Frequently Asked Questions


LCRDX and BRW have a correlation of 0.21, 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 LCRDX (1.00%). In terms of maximum drawdown, LCRDX dropped -22.75% vs BRW's -17.74%.

LCRDX currently has the higher Sharpe Ratio (1.06 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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