SABA vs. VTIIX
Compare and contrast key facts about Saba Capital Income & Opportunities Fund II (SABA) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX).
SABA is managed by Saba Capital. VTIIX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. It was launched on Feb 17, 2021.
Performance
SABA vs. VTIIX - Performance Comparison
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SABA vs. VTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SABA Saba Capital Income & Opportunities Fund II | 3.03% | -0.31% | 31.32% | -2.77% | -9.02% | 0.15% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | -0.72% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
Returns By Period
In the year-to-date period, SABA achieves a 3.03% return, which is significantly higher than VTIIX's -0.72% return.
SABA
- 1D
- 2.84%
- 1M
- 4.22%
- YTD
- 3.03%
- 6M
- -3.80%
- 1Y
- 4.89%
- 3Y*
- 8.09%
- 5Y*
- 4.25%
- 10Y*
- 2.59%
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
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SABA vs. VTIIX - Expense Ratio Comparison
Return for Risk
SABA vs. VTIIX — Risk / Return Rank
SABA
VTIIX
SABA vs. VTIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saba Capital Income & Opportunities Fund II (SABA) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). 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 | VTIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.75 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.06 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.89 | -0.48 |
Martin ratioReturn relative to average drawdown | 0.81 | 3.81 | -3.00 |
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 | VTIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.75 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.02 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.01 | +0.43 |
Correlation
The correlation between SABA and VTIIX is 0.15, 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. VTIIX - Dividend Comparison
SABA's dividend yield for the trailing twelve months is around 9.57%, more than VTIIX's 4.07% 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% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.07% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SABA vs. VTIIX - Drawdown Comparison
The maximum SABA drawdown since its inception was -32.37%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for SABA and VTIIX.
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Drawdown Indicators
| SABA | VTIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.37% | -15.95% | -16.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -2.94% | -7.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -15.95% | -3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | — | — |
Current DrawdownCurrent decline from peak | -5.87% | -2.60% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -6.19% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 0.69% | +4.62% |
Volatility
SABA vs. VTIIX - Volatility Comparison
Saba Capital Income & Opportunities Fund II (SABA) has a higher volatility of 4.61% compared to Vanguard Total International Bond II Index Fund Investor Class (VTIIX) at 1.50%. This indicates that SABA's price experiences larger fluctuations and is considered to be riskier than VTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABA | VTIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 1.50% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 2.13% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.20% | 3.20% | +12.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 4.47% | +9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 4.45% | +12.21% |