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OAKCX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OAKCX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Bond Fund Investor Class (OAKCX) 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, OAKCX achieves a 1.13% return, which is significantly higher than BRW's 0.83% return.


OAKCX

1D
0.45%
1M
0.80%
YTD
1.13%
6M
1.07%
1Y
4.89%
3Y*
5.02%
5Y*
10Y*

BRW

1D
-0.30%
1M
-2.31%
YTD
0.83%
6M
1.70%
1Y
-3.55%
3Y*
9.33%
5Y*
6.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OAKCX vs. BRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
OAKCX
Oakmark Bond Fund Investor Class
1.13%6.85%2.90%5.91%-9.75%
BRW
Saba Capital Income & Opportunities Fund
0.83%5.89%12.16%18.49%-6.04%

Correlation

The correlation between OAKCX and BRW is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2022

0.17

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Return for Risk

OAKCX vs. BRW — Risk / Return Rank

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

OAKCX
OAKCX Risk / Return Rank: 3636
Overall Rank
OAKCX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
OAKCX Sortino Ratio Rank: 4040
Sortino Ratio Rank
OAKCX Omega Ratio Rank: 3737
Omega Ratio Rank
OAKCX Calmar Ratio Rank: 3636
Calmar Ratio Rank
OAKCX Martin Ratio Rank: 2929
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: 33
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.

OAKCX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Bond Fund Investor Class (OAKCX) 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.


OAKCXBRWDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.26

0.96

+0.30

Calmar ratioReturn relative to maximum drawdown

1.91

-0.20

+2.11

Martin ratioReturn relative to average drawdown

5.67

-0.35

+6.02

OAKCX vs. BRW - Sharpe Ratio Comparison

The current OAKCX Sharpe Ratio is 1.44, which is higher than the BRW Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of OAKCX 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

OAKCX vs. BRW - Drawdown Comparison

The maximum OAKCX drawdown since its inception was -13.38%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for OAKCX and BRW.


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Drawdown Indicators


OAKCXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-17.74%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-17.74%

+15.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-17.74%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

Current Drawdown

Current decline from peak

-0.66%

-11.15%

+10.49%

Average Drawdown

Average peak-to-trough decline

-4.76%

-4.00%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

10.21%

-9.32%

Volatility

OAKCX vs. BRW - Volatility Comparison

The current volatility for Oakmark Bond Fund Investor Class (OAKCX) is 1.18%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.39%. This indicates that OAKCX 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


OAKCXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

4.39%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

8.23%

-5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

13.38%

-9.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.35%

12.94%

-7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

12.90%

-7.55%

OAKCX vs. BRW - Expense Ratio Comparison

OAKCX has a 0.74% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

OAKCX vs. BRW - Dividend Comparison

OAKCX's dividend yield for the trailing twelve months is around 4.57%, less than BRW's 15.54% yield.


PositionTTM20252024202320222021
BRW
Saba Capital Income & Opportunities Fund
15.54%14.46%12.27%16.02%13.82%4.53%
OAKCX
Oakmark Bond Fund Investor Class
4.57%3.57%4.37%3.62%2.77%0.00%

Frequently Asked Questions


OAKCX and BRW have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (4.39%) compared to OAKCX (1.18%). In terms of maximum drawdown, OAKCX dropped -13.38% vs BRW's -17.74%.

OAKCX currently has the higher Sharpe Ratio (1.44 vs -0.27), 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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