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MXLMX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXLMX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Multi-Sector Bond Fund (MXLMX) 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, MXLMX achieves a 0.81% return, which is significantly higher than BRW's -0.25% return.


MXLMX

1D
-0.15%
1M
0.52%
YTD
0.81%
6M
0.92%
1Y
5.37%
3Y*
6.35%
5Y*
1.90%
10Y*
3.44%

BRW

1D
0.15%
1M
-2.78%
YTD
-0.25%
6M
0.62%
1Y
-4.10%
3Y*
8.94%
5Y*
6.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXLMX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MXLMX
Great-West Multi-Sector Bond Fund
0.81%7.99%5.14%7.89%-11.42%1.44%
BRW
Saba Capital Income & Opportunities Fund
-0.25%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between MXLMX and BRW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.15

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

MXLMX vs. BRW — Risk / Return Rank

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

MXLMX
MXLMX Risk / Return Rank: 5555
Overall Rank
MXLMX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MXLMX Sortino Ratio Rank: 6565
Sortino Ratio Rank
MXLMX Omega Ratio Rank: 6969
Omega Ratio Rank
MXLMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
MXLMX Martin Ratio Rank: 4444
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.

MXLMX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Multi-Sector Bond Fund (MXLMX) 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.


MXLMXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+3.39

Omega ratioGain probability vs. loss probability

1.42

0.96

+0.46

Calmar ratioReturn relative to maximum drawdown

2.31

-0.23

+2.54

Martin ratioReturn relative to average drawdown

8.89

-0.40

+9.30

MXLMX vs. BRW - Sharpe Ratio Comparison

The current MXLMX Sharpe Ratio is 2.07, which is higher than the BRW Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of MXLMX 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

MXLMX vs. BRW - Drawdown Comparison

The maximum MXLMX drawdown since its inception was -36.94%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for MXLMX and BRW.


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Drawdown Indicators


MXLMXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-17.74%

-19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-17.74%

+15.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-17.74%

+13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-17.74%

+2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-15.52%

Current Drawdown

Current decline from peak

-0.66%

-12.10%

+11.44%

Average Drawdown

Average peak-to-trough decline

-8.21%

-3.99%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

10.16%

-9.51%

Volatility

MXLMX vs. BRW - Volatility Comparison

The current volatility for Great-West Multi-Sector Bond Fund (MXLMX) is 0.96%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.17%. This indicates that MXLMX 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


MXLMXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

4.17%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

8.18%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

13.33%

-10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

12.93%

-8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.19%

12.89%

-8.70%

MXLMX vs. BRW - Expense Ratio Comparison

MXLMX has a 0.90% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

MXLMX vs. BRW - Dividend Comparison

MXLMX's dividend yield for the trailing twelve months is around 3.25%, less than BRW's 15.71% yield.


PositionTTM202520242023202220212020201920182017
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%
MXLMX
Great-West Multi-Sector Bond Fund
3.25%3.28%3.68%3.16%2.59%3.88%3.59%1.76%3.07%0.45%

Frequently Asked Questions


MXLMX and BRW have a correlation of 0.20, 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 MXLMX (0.96%). In terms of maximum drawdown, MXLMX dropped -36.94% vs BRW's -17.74%.

MXLMX currently has the higher Sharpe Ratio (2.07 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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