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LFLIX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFLIX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - Flexible Bond Fund (LFLIX) 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, LFLIX achieves a 3.18% return, which is significantly higher than BRW's 2.74% return.


LFLIX

1D
0.21%
1M
0.25%
6M
2.53%
YTD
3.18%
1Y
7.89%
3Y*
6.82%
5Y*
2.27%
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)

LFLIX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LFLIX
BrandywineGLOBAL - Flexible Bond Fund
3.18%8.82%2.95%9.57%-10.87%-0.04%
BRW
Saba Capital Income & Opportunities Fund
2.74%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between LFLIX 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

0.18

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

0.19

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

0.19

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Return for Risk

LFLIX vs. BRW — Risk / Return Rank

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

LFLIX
LFLIX Risk / Return Rank: 7474
Overall Rank
LFLIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LFLIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
LFLIX Omega Ratio Rank: 7676
Omega Ratio Rank
LFLIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
LFLIX Martin Ratio Rank: 6767
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.

LFLIX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Flexible Bond Fund (LFLIX) 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.


LFLIXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.30

Sortino ratioReturn per unit of downside risk

+3.32

Omega ratioGain probability vs. loss probability

1.37

0.94

+0.44

Calmar ratioReturn relative to maximum drawdown

2.83

-0.30

+3.13

Martin ratioReturn relative to average drawdown

9.96

-0.52

+10.48

LFLIX vs. BRW - Sharpe Ratio Comparison

The current LFLIX Sharpe Ratio is 1.90, which is higher than the BRW Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of LFLIX 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

LFLIX vs. BRW - Drawdown Comparison

The maximum LFLIX drawdown since its inception was -16.73%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for LFLIX and BRW.


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Drawdown Indicators


LFLIXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-16.73%

-17.74%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-17.74%

+15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-17.74%

+10.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

-17.74%

+1.01%

Current Drawdown

Current decline from peak

-0.38%

-9.47%

+9.09%

Average Drawdown

Average peak-to-trough decline

-2.83%

-4.05%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

10.39%

-9.62%

Volatility

LFLIX vs. BRW - Volatility Comparison

The current volatility for BrandywineGLOBAL - Flexible Bond Fund (LFLIX) is 1.00%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.92%. This indicates that LFLIX 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


LFLIXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

3.92%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

8.38%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

13.40%

-9.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

12.96%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

12.88%

-7.80%

LFLIX vs. BRW - Expense Ratio Comparison

LFLIX has a 0.75% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

LFLIX vs. BRW - Dividend Comparison

LFLIX's dividend yield for the trailing twelve months is around 6.63%, less than BRW's 15.46% yield.


PositionTTM202520242023202220212020201920182017
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%
LFLIX
BrandywineGLOBAL - Flexible Bond Fund
6.63%6.67%8.94%5.36%3.28%2.90%3.62%6.04%3.67%3.06%

Frequently Asked Questions


LFLIX 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 (3.92%) compared to LFLIX (1.00%). In terms of maximum drawdown, LFLIX dropped -16.73% vs BRW's -17.74%.

LFLIX currently has the higher Sharpe Ratio (1.90 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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