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PLSRX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLSRX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Strategic Income (PLSRX) 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, PLSRX achieves a 1.00% return, which is significantly lower than BRW's 3.52% return.


PLSRX

1D
-0.10%
1M
-0.08%
6M
0.81%
YTD
1.00%
1Y
4.73%
3Y*
6.93%
5Y*
3.10%
10Y*
4.75%

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)

PLSRX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PLSRX
Pacific Funds Strategic Income
1.00%7.40%6.04%11.24%-9.67%2.27%
BRW
Saba Capital Income & Opportunities Fund
3.52%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between PLSRX and BRW is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.19

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

0.21

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

0.21

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Return for Risk

PLSRX vs. BRW — Risk / Return Rank

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

PLSRX
PLSRX Risk / Return Rank: 5959
Overall Rank
PLSRX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PLSRX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PLSRX Omega Ratio Rank: 6363
Omega Ratio Rank
PLSRX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PLSRX Martin Ratio Rank: 6262
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.

PLSRX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Strategic Income (PLSRX) 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.


PLSRXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.33

0.95

+0.38

Calmar ratioReturn relative to maximum drawdown

2.12

-0.26

+2.39

Martin ratioReturn relative to average drawdown

9.44

-0.45

+9.89

PLSRX vs. BRW - Sharpe Ratio Comparison

The current PLSRX Sharpe Ratio is 1.69, which is higher than the BRW Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of PLSRX 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

PLSRX vs. BRW - Drawdown Comparison

The maximum PLSRX drawdown since its inception was -19.88%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for PLSRX and BRW.


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Drawdown Indicators


PLSRXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-19.88%

-17.74%

-2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-17.74%

+15.60%

Max Drawdown (3Y)

Largest decline over 3 years

-3.29%

-17.74%

+14.45%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-17.74%

+4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-19.88%

Current Drawdown

Current decline from peak

-0.38%

-8.78%

+8.40%

Average Drawdown

Average peak-to-trough decline

-1.73%

-4.05%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

10.41%

-9.93%

Volatility

PLSRX vs. BRW - Volatility Comparison

The current volatility for Pacific Funds Strategic Income (PLSRX) is 0.81%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 3.36%. This indicates that PLSRX 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


PLSRXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

3.36%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

8.38%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

13.45%

-10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.02%

12.97%

-8.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

12.87%

-8.41%

PLSRX vs. BRW - Expense Ratio Comparison

PLSRX has a 0.64% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

PLSRX vs. BRW - Dividend Comparison

PLSRX's dividend yield for the trailing twelve months is around 5.67%, less than BRW's 15.34% yield.


PositionTTM20252024202320222021202020192018201720162015
BRW
Saba Capital Income & Opportunities Fund
15.34%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%0.00%0.00%
PLSRX
Pacific Funds Strategic Income
5.67%5.67%5.97%5.17%4.73%4.10%3.84%4.32%4.74%3.87%4.14%4.71%

Frequently Asked Questions


PLSRX and BRW have a correlation of 0.16, 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 PLSRX (0.81%). In terms of maximum drawdown, PLSRX dropped -19.88% vs BRW's -17.74%.

PLSRX currently has the higher Sharpe Ratio (1.69 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.

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