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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 1.72% return, which is significantly lower than SABA's 2.89% return. Over the past 10 years, PRSNX has outperformed SABA with an annualized return of 3.87%, while SABA has yielded a comparatively lower 2.80% annualized return.


PRSNX

1D
-0.20%
1M
0.69%
YTD
1.72%
6M
3.14%
1Y
7.41%
3Y*
8.03%
5Y*
2.13%
10Y*
3.87%

SABA

1D
-0.37%
1M
-2.54%
YTD
2.89%
6M
1.91%
1Y
-1.67%
3Y*
9.11%
5Y*
2.97%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRSNX vs. SABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSNX
T. Rowe Price Global Multi-Sector Bond Fund
1.72%9.31%5.60%12.77%-16.27%0.40%8.16%11.94%0.45%6.47%
SABA
Saba Capital Income & Opportunities Fund II
2.89%-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 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

0.20

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

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

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

0.21

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Return for Risk

PRSNX vs. SABA — Risk / Return Rank

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

PRSNX
PRSNX Risk / Return Rank: 8989
Overall Rank
PRSNX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PRSNX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PRSNX Omega Ratio Rank: 9292
Omega Ratio Rank
PRSNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PRSNX Martin Ratio Rank: 8888
Martin Ratio Rank

SABA
SABA Risk / Return Rank: 22
Overall Rank
SABA Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SABA Sortino Ratio Rank: 22
Sortino Ratio Rank
SABA Omega Ratio Rank: 22
Omega Ratio Rank
SABA Calmar Ratio Rank: 22
Calmar Ratio Rank
SABA 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.

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

+2.82

Sortino ratioReturn per unit of downside risk

+4.94

Omega ratioGain probability vs. loss probability

1.65

0.99

+0.66

Calmar ratioReturn relative to maximum drawdown

3.50

-0.16

+3.66

Martin ratioReturn relative to average drawdown

15.65

-0.31

+15.95

PRSNX vs. SABA - Sharpe Ratio Comparison

The current PRSNX Sharpe Ratio is 2.67, which is higher than the SABA Sharpe Ratio of -0.14. 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

-2.87%

-14.96%

+12.09%

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

-0.20%

-6.00%

+5.80%

Average Drawdown

Average peak-to-trough decline

-2.35%

-7.56%

+5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

5.42%

-4.94%

Volatility

PRSNX vs. SABA - Volatility Comparison

The current volatility for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) is 0.72%, while Saba Capital Income & Opportunities Fund II (SABA) has a volatility of 2.98%. 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

0.72%

2.98%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

8.25%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

11.69%

-8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.30%

14.58%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

16.65%

-12.52%

Dividends

PRSNX vs. SABA - Dividend Comparison

PRSNX's dividend yield for the trailing twelve months is around 6.64%, less than SABA's 9.78% yield.


PositionTTM20252024202320222021202020192018201720162015
PRSNX
T. Rowe Price Global Multi-Sector Bond Fund
6.64%7.87%6.36%5.08%3.30%3.95%3.68%6.33%4.89%3.59%3.44%3.60%
SABA
Saba Capital Income & Opportunities Fund II
9.78%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 (2.98%) compared to PRSNX (0.72%). In terms of maximum drawdown, PRSNX dropped -19.70% vs SABA's -32.37%.

PRSNX currently has the higher Sharpe Ratio (2.67 vs -0.14), 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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