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PAXS vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAXS vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Access Income Fund (PAXS) 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, PAXS achieves a 1.95% return, which is significantly lower than BRW's 4.15% return.


PAXS

1D
-0.14%
1M
3.15%
6M
-2.01%
YTD
1.95%
1Y
9.20%
3Y*
12.96%
5Y*
10Y*

BRW

1D
-0.60%
1M
2.04%
6M
3.76%
YTD
4.15%
1Y
-3.85%
3Y*
9.83%
5Y*
7.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAXS vs. BRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
PAXS
PIMCO Access Income Fund
1.95%12.58%19.51%9.30%-16.66%
BRW
Saba Capital Income & Opportunities Fund
4.15%5.89%12.16%18.49%-5.42%

Correlation

The correlation between PAXS and BRW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2022

0.27

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Return for Risk

PAXS vs. BRW — Risk / Return Rank

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

PAXS
PAXS Risk / Return Rank: 1212
Overall Rank
PAXS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PAXS Sortino Ratio Rank: 1212
Sortino Ratio Rank
PAXS Omega Ratio Rank: 1414
Omega Ratio Rank
PAXS Calmar Ratio Rank: 1111
Calmar Ratio Rank
PAXS Martin Ratio Rank: 1010
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.

PAXS vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Access Income Fund (PAXS) 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.


PAXSBRWDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.15

0.96

+0.19

Calmar ratioReturn relative to maximum drawdown

0.76

-0.22

+0.98

Martin ratioReturn relative to average drawdown

1.96

-0.37

+2.33

PAXS vs. BRW - Sharpe Ratio Comparison

The current PAXS Sharpe Ratio is 0.75, which is higher than the BRW Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of PAXS 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

PAXS vs. BRW - Drawdown Comparison

The maximum PAXS drawdown since its inception was -22.28%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for PAXS and BRW.


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Drawdown Indicators


PAXSBRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.28%

-17.74%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-17.74%

+5.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.40%

-17.74%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

Current Drawdown

Current decline from peak

-3.54%

-8.23%

+4.69%

Average Drawdown

Average peak-to-trough decline

-7.50%

-4.06%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

10.44%

-5.73%

Volatility

PAXS vs. BRW - Volatility Comparison

The current volatility for PIMCO Access Income Fund (PAXS) is 2.52%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.37%. This indicates that PAXS 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


PAXSBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

3.37%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

8.42%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

13.46%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

12.95%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

12.87%

+4.42%

Dividends

PAXS vs. BRW - Dividend Comparison

PAXS's dividend yield for the trailing twelve months is around 12.33%, less than BRW's 15.25% yield.


PositionTTM20252024202320222021
BRW
Saba Capital Income & Opportunities Fund
15.25%14.46%12.27%16.02%13.82%4.53%
PAXS
PIMCO Access Income Fund
12.33%11.72%11.76%12.54%13.30%0.00%

Frequently Asked Questions


PAXS and BRW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (3.37%) compared to PAXS (2.52%). In terms of maximum drawdown, PAXS dropped -22.28% vs BRW's -17.74%.

PAXS currently has the higher Sharpe Ratio (0.75 vs -0.29), 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

Find the right allocation for PAXS and BRW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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