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PRSNX vs. SABA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRSNX vs. SABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and Saba Capital Income & Opportunities Fund II (SABA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRSNX achieves a 2.16% return, which is significantly lower than SABA's 5.27% return. Over the past 10 years, PRSNX has outperformed SABA with an annualized return of 4.18%, while SABA has yielded a comparatively lower 2.88% annualized return.


PRSNX

1D
0.20%
1M
-0.70%
6M
1.45%
YTD
2.16%
1Y
4.79%
3Y*
8.80%
5Y*
2.93%
10Y*
4.18%
ALL TIME*
5.51%

SABA

1D
0.36%
1M
0.34%
6M
6.48%
YTD
5.27%
1Y
-1.00%
3Y*
9.69%
5Y*
3.38%
10Y*
2.88%
ALL TIME*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$254.81K$405.29K$415.02K

PRSNX vs. SABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSNX
T. Rowe Price Global Multi-Sector Bond Fund
2.16%7.28%8.77%16.74%-16.27%0.40%8.16%11.94%0.45%6.47%
SABA
Saba Capital Income & Opportunities Fund II
5.27%-0.31%31.32%-2.77%-9.02%1.05%-6.63%8.55%-1.25%4.13%

Correlation

The correlation between PRSNX and SABA is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.18

Correlation (3Y)
Balances recent behavior with more history.

0.21

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.22

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2008

0.22

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Return for Risk

PRSNX vs. SABA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRSNX
PRSNX Risk / Return Rank: 7272
Overall Rank
PRSNX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PRSNX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PRSNX Omega Ratio Rank: 8282
Omega Ratio Rank
PRSNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
PRSNX Martin Ratio Rank: 6666
Martin Ratio Rank

SABA
SABA Risk / Return Rank: 33
Overall Rank
SABA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SABA Sortino Ratio Rank: 33
Sortino Ratio Rank
SABA Omega Ratio Rank: 33
Omega Ratio Rank
SABA Calmar Ratio Rank: 33
Calmar Ratio Rank
SABA Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRSNX vs. SABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and Saba Capital Income & Opportunities Fund II (SABA). 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.


PRSNXSABADifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.39

0.99

+0.40

Calmar ratioReturn relative to maximum drawdown

2.16

-0.10

+2.26

Martin ratioReturn relative to average drawdown

8.88

-0.18

+9.06

PRSNX vs. SABA - Sharpe Ratio Comparison

The current PRSNX Sharpe Ratio is 1.74, which is higher than the SABA Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of PRSNX and SABA, 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

PRSNX vs. SABA - Drawdown Comparison

The maximum PRSNX drawdown since its inception was -19.70%, smaller than the maximum SABA drawdown of -32.37%. Use the drawdown chart below to compare losses from any high point for PRSNX and SABA.


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Drawdown Indicators


PRSNXSABADifference

Max Drawdown

Largest peak-to-trough decline

-19.70%

-32.37%

+12.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-10.45%

+8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-2.40%

-14.96%

+12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-19.70%

-19.76%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-19.70%

-31.39%

+11.69%

Current Drawdown

Current decline from peak

-0.90%

-3.82%

+2.92%

Average Drawdown

Average peak-to-trough decline

-2.10%

-7.55%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

5.58%

-5.06%

Volatility

PRSNX vs. SABA - Volatility Comparison

The current volatility for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) is 0.44%, while Saba Capital Income & Opportunities Fund II (SABA) has a volatility of 3.29%. This indicates that PRSNX experiences smaller price fluctuations and is considered to be less risky than SABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSNXSABADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

3.29%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

8.62%

-6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

11.56%

-8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

14.60%

-10.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.16%

16.64%

-12.48%

Dividends

PRSNX vs. SABA - Dividend Comparison

PRSNX's dividend yield for the trailing twelve months is around 5.21%, less than SABA's 9.63% yield.


PositionTTM20252024202320222021202020192018201720162015
PRSNX
T. Rowe Price Global Multi-Sector Bond Fund
5.21%6.00%9.32%8.39%3.30%3.95%3.68%6.33%4.89%3.59%3.44%3.60%
SABA
Saba Capital Income & Opportunities Fund II
9.63%9.65%8.32%11.43%9.14%7.19%4.00%6.68%5.81%4.44%4.63%4.72%

Frequently Asked Questions


PRSNX and SABA 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.

SABA has higher volatility (3.29%) compared to PRSNX (0.44%). In terms of maximum drawdown, PRSNX dropped -19.70% vs SABA's -32.37%.

PRSNX currently has the higher Sharpe Ratio (1.74 vs -0.09), 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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