PortfoliosLab logoPortfoliosLab logo
PFLEX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFLEX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Flexible Credit Income Fund (PFLEX) and Saba Capital Income & Opportunities Fund (BRW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PFLEX achieves a -0.23% return, which is significantly lower than BRW's 4.46% return.


PFLEX

1D
-0.29%
1M
0.53%
6M
-0.51%
YTD
-0.23%
1Y
2.47%
3Y*
9.19%
5Y*
3.38%
10Y*

BRW

1D
0.90%
1M
3.60%
6M
4.83%
YTD
4.46%
1Y
-3.21%
3Y*
10.13%
5Y*
6.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFLEX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFLEX
PIMCO Flexible Credit Income Fund
-0.23%7.28%14.00%10.05%-14.68%6.75%
BRW
Saba Capital Income & Opportunities Fund
4.46%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between PFLEX 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

0.16

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PFLEX vs. BRW — Risk / Return Rank

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

PFLEX
PFLEX Risk / Return Rank: 1212
Overall Rank
PFLEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PFLEX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PFLEX Omega Ratio Rank: 1616
Omega Ratio Rank
PFLEX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PFLEX Martin Ratio Rank: 99
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.

PFLEX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Flexible Credit Income Fund (PFLEX) 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.


PFLEXBRWDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.15

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

0.67

-0.18

+0.85

Martin ratioReturn relative to average drawdown

1.70

-0.31

+2.01

PFLEX vs. BRW - Sharpe Ratio Comparison

The current PFLEX Sharpe Ratio is 0.70, which is higher than the BRW Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of PFLEX 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.


Loading charts...

Drawdowns

PFLEX vs. BRW - Drawdown Comparison

The maximum PFLEX drawdown since its inception was -24.60%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for PFLEX and BRW.


Loading charts...

Drawdown Indicators


PFLEXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-24.60%

-17.74%

-6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-17.74%

+13.46%

Max Drawdown (3Y)

Largest decline over 3 years

-4.28%

-17.74%

+13.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-17.74%

-0.32%

Current Drawdown

Current decline from peak

-0.87%

-7.96%

+7.09%

Average Drawdown

Average peak-to-trough decline

-3.97%

-4.06%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

10.42%

-8.90%

Volatility

PFLEX vs. BRW - Volatility Comparison

The current volatility for PIMCO Flexible Credit Income Fund (PFLEX) is 1.50%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.31%. This indicates that PFLEX 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.


Loading charts...

Volatility by Period


PFLEXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

3.31%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

8.42%

-5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

13.46%

-9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

12.98%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

12.88%

-7.00%

PFLEX vs. BRW - Expense Ratio Comparison

PFLEX has a 2.10% expense ratio, which is higher than BRW's 1.71% expense ratio.


Dividends

PFLEX vs. BRW - Dividend Comparison

PFLEX's dividend yield for the trailing twelve months is around 5.96%, less than BRW's 15.20% yield.


PositionTTM20252024202320222021202020192018
BRW
Saba Capital Income & Opportunities Fund
15.20%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%
PFLEX
PIMCO Flexible Credit Income Fund
5.96%6.59%9.41%12.77%14.50%9.06%8.51%9.86%10.59%

Frequently Asked Questions


PFLEX 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 (3.31%) compared to PFLEX (1.50%). In terms of maximum drawdown, PFLEX dropped -24.60% vs BRW's -17.74%.

PFLEX currently has the higher Sharpe Ratio (0.70 vs -0.24), 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 PFLEX 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.

Open Portfolio Optimizer