SABA vs. VTIIX
SABA (Saba Capital Income & Opportunities Fund II) and VTIIX (Vanguard Total International Bond II Index Fund Investor Class) are both Global Bonds funds. Over the past 5 years, SABA returned 3.12%/yr vs -0.10%/yr for VTIIX. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
SABA vs. VTIIX - 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 VTIIX's 0.20% 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%
VTIIX
- 1D
- 0.00%
- 1M
- -0.80%
- 6M
- -0.25%
- YTD
- 0.20%
- 1Y
- 1.22%
- 3Y*
- 3.89%
- 5Y*
- -0.10%
- 10Y*
- —
- ALL TIME*
- 0.14%
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. VTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SABA Saba Capital Income & Opportunities Fund II | 4.89% | -0.31% | 31.32% | -2.77% | -9.02% | 1.25% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 0.20% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
Correlation
The correlation between SABA and VTIIX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | 0.17 |
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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.
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 | VTIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.07 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 0.45 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.53 | 1.14 | -1.67 |
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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 (3Y)Largest decline over 3 years | -14.96% | -2.94% | -12.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.76% | -15.95% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | — | — |
Current DrawdownCurrent decline from peak | -4.17% | -1.70% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -5.90% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 1.16% | +4.41% |
Volatility
SABA vs. VTIIX - Volatility Comparison
Saba Capital Income & Opportunities Fund II (SABA) has a higher volatility of 3.33% compared to Vanguard Total International Bond II Index Fund Investor Class (VTIIX) at 0.81%. 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 | 3.33% | 0.81% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 2.77% | +5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 3.23% | +8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 4.55% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 4.41% | +12.23% |
Dividends
SABA vs. VTIIX - Dividend Comparison
SABA's dividend yield for the trailing twelve months is around 9.66%, more than VTIIX's 4.13% 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% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.13% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SABA and VTIIX have a correlation of 0.24, 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 VTIIX (0.81%). In terms of maximum drawdown, SABA dropped -32.37% vs VTIIX's -15.95%.
VTIIX currently has the higher Sharpe Ratio (0.41 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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