MMT vs SABA

Comparison between MFS Multimarket Income Trust (MMT, ETF) and Saba Capital Income & Opportunities Fund II (SABA, ETF).

5-Year PerformanceSABA has outperformed MMT, delivering a return of +3.0% compared to +2.1%

MMT vs SABA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MMT(ETF)	SABA(ETF)
Net Assets	$271M	$270M
Max Drawdown	47.46%	67.26%
Sharpe Ratio	0.41	-0.09
5Y Beta	0.21	0.40
5Y Dividends CAGR	-2.76%	13.52%

Net Assets

Winner

MMT

$271M

SABA

$270M

Max Drawdown

Winner

MMT

47.46%

SABA

67.26%

Sharpe Ratio

Winner

MMT

0.41

SABA

-0.09

5Y Beta

Winner

MMT

0.21

SABA

0.40

5Y Dividends CAGR

MMT

-2.76%

Winner

SABA

13.52%

MMT vs SABA - Historical Returns

Returns include dividend reinvestment.

Period	MMT	SABA
1 month	+4.23%	+0.10%
3 months	+2.75%	+4.35%
6 months	+2.31%	+1.62%
1 year	+7.78%	+0.25%
5 years(CAGR)	+2.11%	+3.04%
10 years(CAGR)	+6.13%	+2.99%
Max(CAGR)	+7.29%	+6.98%

Winner

MMT

+4.23%

SABA

+0.10%

MMT

+2.75%

Winner

SABA

+4.35%

Winner

MMT

+2.31%

SABA

+1.62%

Winner

MMT

+7.78%

SABA

+0.25%

5Y(CAGR)

MMT

+2.11%

Winner

SABA

+3.04%

10Y(CAGR)

Winner

MMT

+6.13%

SABA

+2.99%

Max(CAGR)

Winner

MMT

+7.29%

SABA

+6.98%

MMT vs SABA - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	MMT	SABA
2026	+2.89%	+4.27%
2025	+8.77%	-0.36%
2024	+11.92%	+30.60%
2023	+8.43%	-2.49%
2022	-23.19%	-10.03%
2021	+12.74%	+0.85%
2020	+7.95%	-6.97%
2019	+27.56%	+7.83%
2018	-8.90%	-1.09%
2017	+8.94%	+4.29%
2016	+21.48%	+7.19%
2015	-7.81%	-8.97%
2014	+6.24%	-1.42%
2013	-1.77%	-10.00%
2012	+14.21%	+8.19%
2011	+4.59%	-1.92%
2010	+15.86%	+28.24%
2009	+40.61%	+28.22%
2008	-10.52%	+5.53%
2007	+1.88%	+1.68%
2006	+7.10%	+27.46%
2005	+0.99%	-10.92%
2004	+6.72%	+15.00%
2003	+14.85%	+32.39%
2002	+5.64%	+30.60%
2001	+2.57%	+9.30%
2000	+22.97%	+14.21%
1999	-6.76%	-6.31%

MMT vs SABA Drawdown Comparison

The maximum drawdown for MMT was -35.71%, occurring on Mar 18, 2020. Recovery took 154 trading sessions.

The maximum drawdown for SABA was -32.40%, occurring on Mar 18, 2020. Recovery took 2975 trading sessions.

The current MMT drawdown is -1.05%. The current SABA drawdown is -4.17%.

Rank	MMT	SABA
#1	-35.71% Jan 23, 2020 - Sep 1, 2020	-32.40% Feb 1, 2013 - Nov 26, 2024
#2	-32.27% Dec 17, 2021 - Sep 3, 2025	-27.20% Mar 13, 2008 - May 8, 2009
#3	-31.74% May 9, 2008 - Apr 29, 2009	-22.25% Dec 29, 2003 - Oct 22, 2004
#4	-16.73% May 1, 2013 - Jun 1, 2015	-18.81% Aug 30, 2011 - Jan 8, 2013
#5	-14.72% Jul 17, 2001 - Apr 24, 2002	-18.65% Mar 8, 2005 - May 2, 2006
#6	-13.23% Jun 1, 2015 - May 25, 2016	-14.99% Jan 30, 2025 - Jun 16, 2025
#7	-11.47% Mar 17, 2004 - Sep 15, 2004	-13.59% Jul 25, 2007 - Sep 28, 2007
#8	-11.27% Jul 11, 2011 - Dec 5, 2011	-12.36% Jun 28, 2002 - Dec 13, 2002
#9	-10.50% Jan 2, 2018 - Jan 30, 2019	-11.95% Apr 20, 2010 - Jul 30, 2010
#10	-8.72% Jun 6, 2002 - Jan 9, 2003	-10.96% Nov 2, 1999 - Jun 26, 2000
#11	-8.52% May 3, 2010 - Jul 16, 2010	-10.59% Nov 8, 2007 - Jan 10, 2008
#12	-7.69% Sep 8, 2016 - Jan 10, 2017	-10.47% Aug 13, 2025 - Feb 6, 2026
#13	-7.68% Nov 2, 1999 - Feb 3, 2000	-10.17% May 27, 2003 - Oct 2, 2003
#14	-7.62% Aug 22, 2000 - Dec 18, 2000	-9.64% Oct 19, 2009 - Nov 20, 2009
#15	-7.62% Sep 27, 2005 - Oct 4, 2006	-9.53% Aug 3, 2011 - Aug 30, 2011

Correlation

Correlation between MMT and SABA is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (1999 - 2026)

MMT vs SABA dividend yield comparison.

Year	MMT	SABA
2026	4.38%	4.19%
2025	8.65%	9.65%
2024	8.65%	8.32%
2023	8.65%	11.43%
2022	9.38%	9.14%
2021	7.86%	7.19%
2020	8.07%	4.00%
2019	8.16%	6.68%
2018	9.86%	5.81%
2017	8.82%	4.44%
2016	8.71%	4.63%
2015	9.05%	4.72%
2014	7.76%	9.27%
2013	8.89%	8.43%
2012	6.77%	7.98%
2011	7.91%	12.28%
2010	8.70%	12.58%
2009	7.35%	5.31%
2008	8.86%	17.28%
2007	6.45%	12.69%
2006	6.11%	9.37%
2005	6.45%	9.87%
2004	6.19%	6.30%
2003	6.33%	5.71%
2002	7.06%	7.66%
2001	8.76%	9.26%
2000	9.66%	8.89%
1999	1.82%	1.70%