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PTCRX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTCRX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Trust Credit Fund (PTCRX) 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, PTCRX achieves a 1.46% return, which is significantly higher than BRW's 1.14% return.


PTCRX

1D
0.00%
1M
0.96%
YTD
1.46%
6M
1.57%
1Y
5.48%
3Y*
7.82%
5Y*
3.75%
10Y*

BRW

1D
1.39%
1M
-1.43%
YTD
1.14%
6M
2.01%
1Y
-3.62%
3Y*
9.44%
5Y*
6.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTCRX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTCRX
Performance Trust Credit Fund
1.46%6.58%8.01%10.10%-10.71%6.37%
BRW
Saba Capital Income & Opportunities Fund
1.14%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between PTCRX and BRW is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.13

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

0.16

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

0.15

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Return for Risk

PTCRX vs. BRW — Risk / Return Rank

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

PTCRX
PTCRX Risk / Return Rank: 6464
Overall Rank
PTCRX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PTCRX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PTCRX Omega Ratio Rank: 6969
Omega Ratio Rank
PTCRX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PTCRX Martin Ratio Rank: 5353
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.

PTCRX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Trust Credit Fund (PTCRX) 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.


PTCRXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.47

Omega ratioGain probability vs. loss probability

1.40

0.96

+0.43

Calmar ratioReturn relative to maximum drawdown

2.51

-0.21

+2.72

Martin ratioReturn relative to average drawdown

9.66

-0.36

+10.02

PTCRX vs. BRW - Sharpe Ratio Comparison

The current PTCRX Sharpe Ratio is 2.08, which is higher than the BRW Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PTCRX 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

PTCRX vs. BRW - Drawdown Comparison

The maximum PTCRX drawdown since its inception was -14.09%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for PTCRX and BRW.


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Drawdown Indicators


PTCRXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-17.74%

+3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.28%

-17.74%

+15.46%

Max Drawdown (3Y)

Largest decline over 3 years

-2.98%

-17.74%

+14.76%

Max Drawdown (5Y)

Largest decline over 5 years

-14.09%

-17.74%

+3.65%

Current Drawdown

Current decline from peak

-0.11%

-10.88%

+10.77%

Average Drawdown

Average peak-to-trough decline

-3.38%

-4.00%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

10.19%

-9.60%

Volatility

PTCRX vs. BRW - Volatility Comparison

The current volatility for Performance Trust Credit Fund (PTCRX) is 0.72%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.44%. This indicates that PTCRX 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


PTCRXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

4.44%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

8.23%

-6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

13.40%

-10.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

12.94%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.87%

12.90%

-9.03%

PTCRX vs. BRW - Expense Ratio Comparison

PTCRX has a 0.99% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

PTCRX vs. BRW - Dividend Comparison

PTCRX's dividend yield for the trailing twelve months is around 5.37%, less than BRW's 15.49% yield.


PositionTTM20252024202320222021
BRW
Saba Capital Income & Opportunities Fund
15.49%14.46%12.27%16.02%13.82%4.53%
PTCRX
Performance Trust Credit Fund
5.37%4.34%5.67%5.95%4.69%8.11%

Frequently Asked Questions


PTCRX and BRW have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (4.44%) compared to PTCRX (0.72%). In terms of maximum drawdown, PTCRX dropped -14.09% vs BRW's -17.74%.

PTCRX currently has the higher Sharpe Ratio (2.08 vs -0.27), 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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