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MSTMX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTMX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morningstar Multisector Bond Fund (MSTMX) 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, MSTMX achieves a 1.94% return, which is significantly lower than BRW's 3.52% return.


MSTMX

1D
0.11%
1M
0.14%
6M
1.40%
YTD
1.94%
1Y
5.80%
3Y*
7.64%
5Y*
2.05%
10Y*

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)

MSTMX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MSTMX
Morningstar Multisector Bond Fund
1.94%10.03%4.60%10.77%-13.11%-1.16%
BRW
Saba Capital Income & Opportunities Fund
3.52%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between MSTMX 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

0.18

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

0.22

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

0.22

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Return for Risk

MSTMX vs. BRW — Risk / Return Rank

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

MSTMX
MSTMX Risk / Return Rank: 4545
Overall Rank
MSTMX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MSTMX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MSTMX Omega Ratio Rank: 5555
Omega Ratio Rank
MSTMX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MSTMX Martin Ratio Rank: 3737
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.

MSTMX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morningstar Multisector Bond Fund (MSTMX) 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.


MSTMXBRWDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.31

0.95

+0.36

Calmar ratioReturn relative to maximum drawdown

1.76

-0.26

+2.02

Martin ratioReturn relative to average drawdown

6.43

-0.45

+6.88

MSTMX vs. BRW - Sharpe Ratio Comparison

The current MSTMX Sharpe Ratio is 1.59, which is higher than the BRW Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of MSTMX 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

MSTMX vs. BRW - Drawdown Comparison

The maximum MSTMX drawdown since its inception was -21.37%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for MSTMX and BRW.


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Drawdown Indicators


MSTMXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-17.74%

-3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-17.74%

+13.65%

Max Drawdown (3Y)

Largest decline over 3 years

-5.79%

-17.74%

+11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-17.74%

-3.46%

Current Drawdown

Current decline from peak

-0.39%

-8.78%

+8.39%

Average Drawdown

Average peak-to-trough decline

-4.95%

-4.05%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

10.41%

-9.40%

Volatility

MSTMX vs. BRW - Volatility Comparison

The current volatility for Morningstar Multisector Bond Fund (MSTMX) is 1.05%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.36%. This indicates that MSTMX 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


MSTMXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

3.36%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

8.38%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

13.45%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

12.97%

-7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.75%

12.87%

-7.12%

MSTMX vs. BRW - Expense Ratio Comparison

MSTMX has a 0.58% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

MSTMX vs. BRW - Dividend Comparison

MSTMX's dividend yield for the trailing twelve months is around 4.90%, less than BRW's 15.34% yield.


PositionTTM20252024202320222021202020192018
BRW
Saba Capital Income & Opportunities Fund
15.34%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%
MSTMX
Morningstar Multisector Bond Fund
4.90%4.00%6.01%5.26%1.42%4.17%2.68%6.18%0.37%

Frequently Asked Questions


MSTMX 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 (3.36%) compared to MSTMX (1.05%). In terms of maximum drawdown, MSTMX dropped -21.37% vs BRW's -17.74%.

MSTMX currently has the higher Sharpe Ratio (1.59 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.

Portfolio Optimizer

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