SABA vs. SEBFX
SABA (Saba Capital Income & Opportunities Fund II) and SEBFX (Saturna Global Sustainable Bond Fund) are both Global Bonds funds. Over the past 10 years, SABA returned 2.87%/yr vs 2.13%/yr for SEBFX. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
SABA vs. SEBFX - Performance Comparison
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Returns By Period
In the year-to-date period, SABA achieves a 4.89% return, which is significantly higher than SEBFX's 1.70% return. Over the past 10 years, SABA has outperformed SEBFX with an annualized return of 2.87%, while SEBFX has yielded a comparatively lower 2.13% annualized return.
SABA
- 1D
- -1.20%
- 1M
- -0.02%
- 6M
- 5.57%
- YTD
- 4.89%
- 1Y
- -1.36%
- 3Y*
- 8.95%
- 5Y*
- 3.12%
- 10Y*
- 2.87%
- ALL TIME*
- 7.45%
SEBFX
- 1D
- 0.31%
- 1M
- 0.10%
- 6M
- 0.21%
- YTD
- 1.70%
- 1Y
- 4.88%
- 3Y*
- 4.32%
- 5Y*
- 1.24%
- 10Y*
- 2.13%
- ALL TIME*
- 2.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $264.60K | $425.07K | $423.68K | |
| $0.00 | $0.00 | $0.00 |
SABA vs. SEBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABA Saba Capital Income & Opportunities Fund II | 4.89% | -0.31% | 31.32% | -2.77% | -9.02% | 1.05% | -6.63% | 8.55% | -1.25% | 4.13% |
SEBFX Saturna Global Sustainable Bond Fund | 1.70% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
Correlation
The correlation between SABA and SEBFX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.24 |
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Return for Risk
SABA vs. SEBFX — Risk / Return Rank
SABA
SEBFX
SABA vs. SEBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saba Capital Income & Opportunities Fund II (SABA) and Saturna Global Sustainable Bond Fund (SEBFX). 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.
| SABA | SEBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.82 | -2.10 |
| Martin ratioReturn relative to average drawdown | -0.53 | 5.92 | -6.45 |
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Drawdowns
SABA vs. SEBFX - Drawdown Comparison
The maximum SABA drawdown since its inception was -32.37%, which is greater than SEBFX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for SABA and SEBFX.
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Drawdown Indicators
| SABA | SEBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.37% | -13.51% | -18.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -3.01% | -7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -14.96% | -4.09% | -10.87% |
Max Drawdown (5Y)Largest decline over 5 years | -19.76% | -13.26% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | -13.51% | -17.88% |
Current DrawdownCurrent decline from peak | -4.17% | -0.73% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -2.90% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 0.92% | +4.65% |
Volatility
SABA vs. SEBFX - Volatility Comparison
Saba Capital Income & Opportunities Fund II (SABA) has a higher volatility of 3.33% compared to Saturna Global Sustainable Bond Fund (SEBFX) at 0.84%. This indicates that SABA's price experiences larger fluctuations and is considered to be riskier than SEBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABA | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 0.84% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 2.92% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 3.52% | +8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 3.93% | +10.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 3.62% | +13.02% |
Dividends
SABA vs. SEBFX - Dividend Comparison
SABA's dividend yield for the trailing twelve months is around 9.66%, more than SEBFX's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABA Saba Capital Income & Opportunities Fund II | 9.66% | 9.65% | 8.32% | 11.43% | 9.14% | 7.19% | 4.00% | 6.68% | 5.81% | 4.44% | 4.63% | 4.72% |
SEBFX Saturna Global Sustainable Bond Fund | 3.82% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% | 0.00% |
Frequently Asked Questions
SABA and SEBFX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SABA has higher volatility (3.33%) compared to SEBFX (0.84%). In terms of maximum drawdown, SABA dropped -32.37% vs SEBFX's -13.51%.
SEBFX currently has the higher Sharpe Ratio (1.56 vs -0.25), 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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