SDSYX vs. BRW
SDSYX (Western Asset Income Fund Class I) and BRW (Saba Capital Income & Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, SDSYX returned 1.64%/yr vs 7.19%/yr for BRW. Their 0.20 correlation means their historical movements had little consistent relationship. SDSYX charges 0.63%/yr vs 1.71%/yr for BRW.
Performance
SDSYX vs. BRW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDSYX achieves a 0.40% return, which is significantly lower than BRW's 3.06% return.
SDSYX
- 1D
- 0.00%
- 1M
- -1.00%
- 6M
- -0.36%
- YTD
- 0.40%
- 1Y
- 3.43%
- 3Y*
- 5.55%
- 5Y*
- 1.64%
- 10Y*
- 3.23%
- ALL TIME*
- 4.78%
BRW
- 1D
- -1.64%
- 1M
- 0.67%
- 6M
- 5.41%
- YTD
- 3.06%
- 1Y
- -8.59%
- 3Y*
- 8.57%
- 5Y*
- 7.19%
- 10Y*
- —
- ALL TIME*
- 7.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.26M | $1.37M | $1.47M | |
| $0.00 | $0.00 | $0.00 |
SDSYX vs. BRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SDSYX Western Asset Income Fund Class I | 0.40% | 8.29% | 4.62% | 9.27% | -13.36% | 2.48% |
BRW Saba Capital Income & Opportunities Fund | 3.06% | 5.89% | 12.16% | 18.49% | -4.64% | 3.19% |
Correlation
The correlation between SDSYX and BRW is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 5, 2021 | 0.20 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDSYX vs. BRW — Risk / Return Rank
SDSYX
BRW
SDSYX vs. BRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Income Fund Class I (SDSYX) and Saba Capital Income & Opportunities Fund (BRW). 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.
| SDSYX | BRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.90 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | -0.48 | +2.02 |
| Martin ratioReturn relative to average drawdown | 6.43 | -0.80 | +7.23 |
Loading charts...
Drawdowns
SDSYX vs. BRW - Drawdown Comparison
The maximum SDSYX drawdown since its inception was -26.75%, which is greater than BRW's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for SDSYX and BRW.
Loading charts...
Drawdown Indicators
| SDSYX | BRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.75% | -17.74% | -9.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -17.74% | +14.79% |
Max Drawdown (3Y)Largest decline over 3 years | -4.70% | -17.74% | +13.04% |
Max Drawdown (5Y)Largest decline over 5 years | -17.61% | -17.74% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -9.19% | +7.99% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -4.10% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 10.60% | -9.90% |
Volatility
SDSYX vs. BRW - Volatility Comparison
The current volatility for Western Asset Income Fund Class I (SDSYX) is 0.66%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.03%. This indicates that SDSYX experiences smaller price fluctuations and is considered to be less risky than BRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SDSYX | BRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 4.03% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 8.85% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 13.66% | -10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.70% | 13.01% | -8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 12.90% | -8.06% |
SDSYX vs. BRW - Expense Ratio Comparison
SDSYX has a 0.63% expense ratio, which is lower than BRW's 1.71% expense ratio.
Dividends
SDSYX vs. BRW - Dividend Comparison
SDSYX's dividend yield for the trailing twelve months is around 6.09%, less than BRW's 15.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRW Saba Capital Income & Opportunities Fund | 15.41% | 14.46% | 12.27% | 16.02% | 13.82% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDSYX Western Asset Income Fund Class I | 6.09% | 7.33% | 6.30% | 6.77% | 5.05% | 3.62% | 4.78% | 5.97% | 6.27% | 5.18% | 5.43% | 9.37% |
Frequently Asked Questions
SDSYX and BRW have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRW has higher volatility (4.03%) compared to SDSYX (0.66%). In terms of maximum drawdown, SDSYX dropped -26.75% vs BRW's -17.74%.
SDSYX currently has the higher Sharpe Ratio (1.29 vs -0.62), 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.
Find the right allocation for SDSYX and BRW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer