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LSFIX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSFIX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Fixed Income Fund (LSFIX) 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


LSFIX

1D
-0.17%
1M
-0.25%
6M
-0.17%
YTD
-0.00%
1Y
4.02%
3Y*
6.79%
5Y*
1.97%
10Y*
3.68%

BRW

1D
0.76%
1M
2.67%
6M
3.59%
YTD
3.52%
1Y
-4.66%
3Y*
9.80%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSFIX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LSFIX
Loomis Sayles Fixed Income Fund
-0.00%9.10%5.39%8.21%-11.74%2.42%
BRW
Saba Capital Income & Opportunities Fund
3.52%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between LSFIX and BRW is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.15

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

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

LSFIX
LSFIX Risk / Return Rank: 3636
Overall Rank
LSFIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LSFIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
LSFIX Omega Ratio Rank: 4141
Omega Ratio Rank
LSFIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
LSFIX Martin Ratio Rank: 3030
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.

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.


LSFIXBRWDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.26

0.95

+0.31

Calmar ratioReturn relative to maximum drawdown

1.70

-0.26

+1.96

Martin ratioReturn relative to average drawdown

5.26

-0.45

+5.71

LSFIX vs. BRW - Sharpe Ratio Comparison

The current LSFIX Sharpe Ratio is 1.38, which is higher than the BRW Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of LSFIX 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

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


LSFIXBRWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.40%

-8.78%

+7.38%

Average Drawdown

Average peak-to-trough decline

-3.24%

-4.05%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

10.41%

-9.57%

Volatility

LSFIX vs. BRW - Volatility Comparison

The current volatility for Loomis Sayles Fixed Income Fund (LSFIX) is 0.99%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.36%. 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


LSFIXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

3.36%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

8.38%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

13.45%

-10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.94%

12.97%

-8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

12.87%

-7.96%

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 4.70%, less than BRW's 15.34% yield.


PositionTTM20252024202320222021202020192018201720162015
BRW
Saba Capital Income & Opportunities Fund
15.34%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
4.70%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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (3.36%) compared to LSFIX (0.99%). In terms of maximum drawdown, LSFIX dropped -26.33% vs BRW's -17.74%.

LSFIX currently has the higher Sharpe Ratio (1.38 vs -0.35), 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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