SABA vs. VTILX
Compare and contrast key facts about Saba Capital Income & Opportunities Fund II (SABA) and Vanguard Total International Bond II Index Fund (VTILX).
SABA is managed by Saba Capital. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
SABA vs. VTILX - Performance Comparison
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SABA vs. VTILX - 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% |
VTILX Vanguard Total International Bond II Index Fund | -0.41% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Returns By Period
In the year-to-date period, SABA achieves a 3.03% return, which is significantly higher than VTILX's -0.41% 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%
VTILX
- 1D
- 0.35%
- 1M
- -1.94%
- YTD
- -0.41%
- 6M
- 0.06%
- 1Y
- 2.48%
- 3Y*
- 3.83%
- 5Y*
- 0.16%
- 10Y*
- —
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SABA vs. VTILX - Expense Ratio Comparison
Return for Risk
SABA vs. VTILX — Risk / Return Rank
SABA
VTILX
SABA vs. VTILX - 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 (VTILX). 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 | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.89 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.25 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.95 | -0.48 |
Martin ratioReturn relative to average drawdown | 0.92 | 3.95 | -3.03 |
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 | VTILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.89 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.04 | +0.26 |
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 | 0.06 | +0.37 |
Correlation
The correlation between SABA and VTILX 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. VTILX - Dividend Comparison
SABA's dividend yield for the trailing twelve months is around 9.57%, more than VTILX's 4.11% 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% |
VTILX Vanguard Total International Bond II Index Fund | 4.11% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SABA vs. VTILX - Drawdown Comparison
The maximum SABA drawdown since its inception was -32.37%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for SABA and VTILX.
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Drawdown Indicators
| SABA | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.37% | -15.85% | -16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -2.90% | -7.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -15.85% | -4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | — | — |
Current DrawdownCurrent decline from peak | -5.87% | -2.25% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -6.04% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 0.69% | +4.62% |
Volatility
SABA vs. VTILX - 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 (VTILX) at 1.47%. This indicates that SABA's price experiences larger fluctuations and is considered to be riskier than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABA | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 1.47% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 2.03% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 3.05% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 4.39% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 4.37% | +12.28% |