BGB vs. ARCC
Compare and contrast key facts about Blackstone GSO Strategic Credit Closed Fund (BGB) and Ares Capital Corporation (ARCC).
BGB is an actively managed fund by Blackstone. It was launched on Sep 26, 2012.
Performance
BGB vs. ARCC - Performance Comparison
Loading graphics...
BGB vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGB Blackstone GSO Strategic Credit Closed Fund | -4.05% | 4.80% | 18.69% | 19.50% | -16.06% | 15.41% | -4.69% | 17.07% | -5.21% | 10.09% |
ARCC Ares Capital Corporation | -8.49% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 4.50% |
Returns By Period
In the year-to-date period, BGB achieves a -4.05% return, which is significantly higher than ARCC's -8.49% return. Over the past 10 years, BGB has underperformed ARCC with an annualized return of 6.93%, while ARCC has yielded a comparatively higher 11.92% annualized return.
BGB
- 1D
- 1.64%
- 1M
- -0.82%
- YTD
- -4.05%
- 6M
- -4.65%
- 1Y
- 0.33%
- 3Y*
- 11.43%
- 5Y*
- 4.99%
- 10Y*
- 6.93%
ARCC
- 1D
- 1.58%
- 1M
- -0.58%
- YTD
- -8.49%
- 6M
- -7.16%
- 1Y
- -10.69%
- 3Y*
- 9.35%
- 5Y*
- 8.75%
- 10Y*
- 11.92%
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
BGB vs. ARCC — Risk / Return Rank
BGB
ARCC
BGB vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone GSO Strategic Credit Closed Fund (BGB) and Ares Capital Corporation (ARCC). 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.
| BGB | ARCC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | -0.46 | +0.48 |
Sortino ratioReturn per unit of downside risk | 0.12 | -0.51 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.93 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | -0.54 | +0.62 |
Martin ratioReturn relative to average drawdown | 0.19 | -1.12 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BGB | ARCC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | -0.46 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.44 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.47 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.37 | -0.09 |
Correlation
The correlation between BGB and ARCC is 0.31, 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
BGB vs. ARCC - Dividend Comparison
BGB's dividend yield for the trailing twelve months is around 8.87%, less than ARCC's 10.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGB Blackstone GSO Strategic Credit Closed Fund | 8.87% | 8.58% | 9.26% | 10.69% | 7.35% | 6.63% | 8.77% | 9.30% | 11.18% | 7.35% | 8.76% | 9.42% |
ARCC Ares Capital Corporation | 10.65% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
Drawdowns
BGB vs. ARCC - Drawdown Comparison
The maximum BGB drawdown since its inception was -44.87%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for BGB and ARCC.
Loading graphics...
Drawdown Indicators
| BGB | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.87% | -79.36% | +34.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -19.35% | +9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -21.76% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -44.87% | -56.77% | +11.90% |
Current DrawdownCurrent decline from peak | -7.31% | -16.71% | +9.40% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -9.07% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 9.33% | -5.43% |
Volatility
BGB vs. ARCC - Volatility Comparison
The current volatility for Blackstone GSO Strategic Credit Closed Fund (BGB) is 3.95%, while Ares Capital Corporation (ARCC) has a volatility of 6.61%. This indicates that BGB experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BGB | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 6.61% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 15.16% | -9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.46% | 23.48% | -11.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 19.88% | -8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 25.53% | -9.39% |