LSFIX vs. BRW
LSFIX (Loomis Sayles Fixed Income Fund) and BRW (Saba Capital Income & Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, LSFIX returned 2.15%/yr vs 6.18%/yr for BRW. At a 0.20 correlation, their price movements are largely independent. LSFIX charges 0.58%/yr vs 1.71%/yr for BRW.
Performance
LSFIX vs. BRW - Performance Comparison
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Returns By Period
In the year-to-date period, LSFIX achieves a 0.17% return, which is significantly higher than BRW's -0.25% return.
LSFIX
- 1D
- 0.00%
- 1M
- 0.50%
- YTD
- 0.17%
- 6M
- 0.42%
- 1Y
- 4.80%
- 3Y*
- 6.69%
- 5Y*
- 2.15%
- 10Y*
- 3.97%
BRW
- 1D
- 0.15%
- 1M
- -2.78%
- YTD
- -0.25%
- 6M
- 0.62%
- 1Y
- -4.10%
- 3Y*
- 8.94%
- 5Y*
- 6.18%
- 10Y*
- —
LSFIX vs. BRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LSFIX Loomis Sayles Fixed Income Fund | 0.17% | 9.10% | 5.39% | 8.21% | -11.74% | 2.42% |
BRW Saba Capital Income & Opportunities Fund | -0.25% | 5.89% | 12.16% | 18.49% | -4.64% | 3.19% |
Correlation
The correlation between LSFIX and BRW is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 5, 2021 | 0.20 |
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Return for Risk
LSFIX vs. BRW — Risk / Return Rank
LSFIX
BRW
LSFIX vs. BRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Fixed Income Fund (LSFIX) 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.
| LSFIX | BRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.96 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | -0.23 | +2.46 |
| Martin ratioReturn relative to average drawdown | 7.23 | -0.40 | +7.63 |
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Drawdowns
LSFIX vs. BRW - Drawdown Comparison
The maximum LSFIX drawdown since its inception was -26.33%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for LSFIX and BRW.
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Drawdown Indicators
| LSFIX | BRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.33% | -17.74% | -8.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -17.74% | +14.94% |
Max Drawdown (3Y)Largest decline over 3 years | -5.45% | -17.74% | +12.29% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | -17.74% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -19.60% | — | — |
Current DrawdownCurrent decline from peak | -1.24% | -12.10% | +10.86% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -3.99% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 10.16% | -9.36% |
Volatility
LSFIX vs. BRW - Volatility Comparison
The current volatility for Loomis Sayles Fixed Income Fund (LSFIX) is 1.08%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.17%. This indicates that LSFIX 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
| LSFIX | BRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 4.17% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 8.18% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 13.33% | -9.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.94% | 12.93% | -7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 12.89% | -7.95% |
LSFIX vs. BRW - Expense Ratio Comparison
LSFIX has a 0.58% expense ratio, which is lower than BRW's 1.71% expense ratio.
Dividends
LSFIX vs. BRW - Dividend Comparison
LSFIX's dividend yield for the trailing twelve months is around 4.69%, less than BRW's 15.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSFIX Loomis Sayles Fixed Income Fund | 4.69% | 4.70% | 5.79% | 4.41% | 1.53% | 6.23% | 6.23% | 4.24% | 5.62% | 5.62% | 3.57% | 6.77% |
Frequently Asked Questions
LSFIX and BRW have a correlation of 0.17, 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 LSFIX (1.08%). In terms of maximum drawdown, LSFIX dropped -26.33% vs BRW's -17.74%.
LSFIX currently has the higher Sharpe Ratio (1.80 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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