SABA vs. PGTQX
Compare and contrast key facts about Saba Capital Income & Opportunities Fund II (SABA) and PGIM Global Total Return Fund - Class R6 (PGTQX).
SABA is managed by Saba Capital. PGTQX is managed by PGIM. It was launched on Feb 3, 2012.
Performance
SABA vs. PGTQX - Performance Comparison
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SABA vs. PGTQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABA Saba Capital Income & Opportunities Fund II | 3.03% | -0.31% | 31.32% | -2.77% | -9.02% | 1.05% | -6.63% | 8.55% | -1.25% | 4.13% |
PGTQX PGIM Global Total Return Fund - Class R6 | -1.60% | 11.14% | 0.31% | 8.46% | -22.33% | -5.95% | 10.07% | 15.22% | -1.59% | 13.59% |
Returns By Period
In the year-to-date period, SABA achieves a 3.03% return, which is significantly higher than PGTQX's -1.60% return. Over the past 10 years, SABA has outperformed PGTQX with an annualized return of 2.59%, while PGTQX has yielded a comparatively lower 1.82% annualized return.
SABA
- 1D
- 0.00%
- 1M
- 4.75%
- YTD
- 3.03%
- 6M
- -3.37%
- 1Y
- 5.02%
- 3Y*
- 8.09%
- 5Y*
- 4.25%
- 10Y*
- 2.59%
PGTQX
- 1D
- 0.76%
- 1M
- -3.11%
- YTD
- -1.60%
- 6M
- -1.16%
- 1Y
- 5.28%
- 3Y*
- 4.91%
- 5Y*
- -1.40%
- 10Y*
- 1.82%
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SABA vs. PGTQX - Expense Ratio Comparison
Return for Risk
SABA vs. PGTQX — Risk / Return Rank
SABA
PGTQX
SABA vs. PGTQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saba Capital Income & Opportunities Fund II (SABA) and PGIM Global Total Return Fund - Class R6 (PGTQX). 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.
| SABA | PGTQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 1.09 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.60 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.33 | -0.86 |
Martin ratioReturn relative to average drawdown | 0.92 | 5.40 | -4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SABA | PGTQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.09 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.22 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.08 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.11 | +0.31 |
Correlation
The correlation between SABA and PGTQX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SABA vs. PGTQX - Dividend Comparison
SABA's dividend yield for the trailing twelve months is around 9.57%, more than PGTQX's 3.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABA Saba Capital Income & Opportunities Fund II | 9.57% | 9.65% | 8.32% | 11.43% | 9.14% | 7.19% | 4.00% | 6.68% | 5.81% | 4.44% | 4.63% | 4.72% |
PGTQX PGIM Global Total Return Fund - Class R6 | 3.70% | 4.00% | 4.47% | 2.96% | 3.53% | 3.36% | 3.94% | 8.65% | 3.63% | 3.41% | 4.02% | 3.85% |
Drawdowns
SABA vs. PGTQX - Drawdown Comparison
The maximum SABA drawdown since its inception was -32.37%, smaller than the maximum PGTQX drawdown of -44.72%. Use the drawdown chart below to compare losses from any high point for SABA and PGTQX.
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Drawdown Indicators
| SABA | PGTQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.37% | -44.72% | +12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -4.55% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -31.46% | +11.52% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | -44.72% | +13.33% |
Current DrawdownCurrent decline from peak | -5.87% | -28.24% | +22.37% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -20.09% | +12.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 1.12% | +4.19% |
Volatility
SABA vs. PGTQX - Volatility Comparison
Saba Capital Income & Opportunities Fund II (SABA) has a higher volatility of 4.61% compared to PGIM Global Total Return Fund - Class R6 (PGTQX) at 2.22%. This indicates that SABA's price experiences larger fluctuations and is considered to be riskier than PGTQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABA | PGTQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 2.22% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 3.31% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 5.24% | +9.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 6.50% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 21.51% | -4.86% |