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WSINX vs. BRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSINX vs. BRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Income Plus Fund (WSINX) 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, WSINX achieves a 1.05% return, which is significantly higher than BRW's -0.25% return.


WSINX

1D
-0.11%
1M
0.68%
YTD
1.05%
6M
1.28%
1Y
5.12%
3Y*
6.41%
5Y*
2.47%
10Y*
4.17%

BRW

1D
0.15%
1M
-2.78%
YTD
-0.25%
6M
0.62%
1Y
-4.10%
3Y*
8.94%
5Y*
6.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSINX vs. BRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WSINX
Allspring Income Plus Fund
1.05%6.61%5.43%9.40%-9.25%1.30%
BRW
Saba Capital Income & Opportunities Fund
-0.25%5.89%12.16%18.49%-4.64%3.19%

Correlation

The correlation between WSINX and BRW is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.16

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

0.20

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

0.20

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Return for Risk

WSINX vs. BRW — Risk / Return Rank

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

WSINX
WSINX Risk / Return Rank: 4747
Overall Rank
WSINX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WSINX Sortino Ratio Rank: 5555
Sortino Ratio Rank
WSINX Omega Ratio Rank: 6262
Omega Ratio Rank
WSINX Calmar Ratio Rank: 3030
Calmar Ratio Rank
WSINX Martin Ratio Rank: 3636
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.

WSINX vs. BRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Income Plus Fund (WSINX) 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.


WSINXBRWDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.40

0.96

+0.44

Calmar ratioReturn relative to maximum drawdown

1.91

-0.23

+2.14

Martin ratioReturn relative to average drawdown

7.54

-0.40

+7.94

WSINX vs. BRW - Sharpe Ratio Comparison

The current WSINX Sharpe Ratio is 1.98, which is higher than the BRW Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of WSINX 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

WSINX vs. BRW - Drawdown Comparison

The maximum WSINX drawdown since its inception was -13.31%, smaller than the maximum BRW drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for WSINX and BRW.


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Drawdown Indicators


WSINXBRWDifference

Max Drawdown

Largest peak-to-trough decline

-13.31%

-17.74%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-17.74%

+14.99%

Max Drawdown (3Y)

Largest decline over 3 years

-3.31%

-17.74%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

-17.74%

+4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-13.31%

Current Drawdown

Current decline from peak

-0.37%

-12.10%

+11.73%

Average Drawdown

Average peak-to-trough decline

-1.99%

-3.99%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

10.16%

-9.46%

Volatility

WSINX vs. BRW - Volatility Comparison

The current volatility for Allspring Income Plus Fund (WSINX) is 0.81%, while Saba Capital Income & Opportunities Fund (BRW) has a volatility of 4.17%. This indicates that WSINX 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


WSINXBRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

4.17%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

8.18%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

13.33%

-10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.79%

12.93%

-9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.56%

12.89%

-9.33%

WSINX vs. BRW - Expense Ratio Comparison

WSINX has a 0.60% expense ratio, which is lower than BRW's 1.71% expense ratio.


Dividends

WSINX vs. BRW - Dividend Comparison

WSINX's dividend yield for the trailing twelve months is around 4.91%, less than BRW's 15.71% yield.


PositionTTM20252024202320222021202020192018201720162015
BRW
Saba Capital Income & Opportunities Fund
15.71%14.46%12.27%16.02%13.82%4.53%0.00%0.00%0.00%0.00%0.00%0.00%
WSINX
Allspring Income Plus Fund
4.91%4.91%5.43%5.59%3.76%6.55%3.12%3.56%3.83%2.88%2.87%1.97%

Frequently Asked Questions


WSINX and BRW have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRW has higher volatility (4.17%) compared to WSINX (0.81%). In terms of maximum drawdown, WSINX dropped -13.31% vs BRW's -17.74%.

WSINX currently has the higher Sharpe Ratio (1.98 vs -0.31), 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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