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WIORX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIORX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire Income Opportunities Fund (WIORX) and Saba Capital Income & Opportunities Fund (BRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WIORX achieves a 0.21% return, which is significantly lower than BRW's 1.14% return.


WIORX

1D
0.11%
1M
0.45%
YTD
0.21%
6M
0.20%
1Y
3.42%
3Y*
5.07%
5Y*
0.90%
10Y*

BRW

1D
1.39%
1M
-1.43%
YTD
1.14%
6M
2.01%
1Y
-3.62%
3Y*
9.44%
5Y*
6.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIORX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WIORX
Wilshire Income Opportunities Fund
0.21%7.18%3.49%6.35%-11.18%-0.00%
BRW
Saba Capital Income & Opportunities Fund
1.14%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between WIORX and BRW is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since May 5, 2021

0.16

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Return for Risk

WIORX vs. BRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WIORX
WIORX Risk / Return Rank: 2525
Overall Rank
WIORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WIORX Sortino Ratio Rank: 2828
Sortino Ratio Rank
WIORX Omega Ratio Rank: 2929
Omega Ratio Rank
WIORX Calmar Ratio Rank: 2020
Calmar Ratio Rank
WIORX Martin Ratio Rank: 2121
Martin Ratio Rank

BRW
BRW Risk / Return Rank: 22
Overall Rank
BRW Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BRW Sortino Ratio Rank: 22
Sortino Ratio Rank
BRW Omega Ratio Rank: 22
Omega Ratio Rank
BRW Calmar Ratio Rank: 22
Calmar Ratio Rank
BRW Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WIORX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire Income Opportunities Fund (WIORX) 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.


WIORXBRWDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.14

Omega ratioGain probability vs. loss probability

1.24

0.96

+0.28

Calmar ratioReturn relative to maximum drawdown

1.39

-0.21

+1.60

Martin ratioReturn relative to average drawdown

4.41

-0.36

+4.77

WIORX vs. BRW - Sharpe Ratio Comparison

The current WIORX Sharpe Ratio is 1.27, which is higher than the BRW Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of WIORX and BRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WIORX vs. BRW - Drawdown Comparison

The maximum WIORX drawdown since its inception was -15.02%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for WIORX and BRW.


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Drawdown Indicators


WIORXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-15.02%

-17.74%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-17.74%

+15.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-17.74%

+13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-17.74%

+2.72%

Current Drawdown

Current decline from peak

-1.31%

-10.88%

+9.57%

Average Drawdown

Average peak-to-trough decline

-3.18%

-4.00%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

10.19%

-9.34%

Volatility

WIORX vs. BRW - Volatility Comparison

The current volatility for Wilshire Income Opportunities Fund (WIORX) is 1.07%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.44%. This indicates that WIORX 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.


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Volatility by Period


WIORXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

4.44%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

8.23%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

13.40%

-10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.22%

12.94%

-8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

12.90%

-9.18%

WIORX vs. BRW - Expense Ratio Comparison

WIORX has a 1.15% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

WIORX vs. BRW - Dividend Comparison

WIORX's dividend yield for the trailing twelve months is around 4.39%, less than BRW's 15.49% yield.


PositionTTM202520242023202220212020201920182017
BRW
Saba Capital Income & Opportunities Fund
15.49%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%
WIORX
Wilshire Income Opportunities Fund
4.39%4.48%4.38%2.79%3.40%3.49%3.79%3.75%3.06%4.46%

Frequently Asked Questions


WIORX and BRW have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (4.44%) compared to WIORX (1.07%). In terms of maximum drawdown, WIORX dropped -15.02% vs BRW's -17.74%.

WIORX currently has the higher Sharpe Ratio (1.27 vs -0.27), 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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