BGB vs. DHHF.AX

Last updated Apr 1, 2026

Compare and contrast key facts about Blackstone GSO Strategic Credit Closed Fund (BGB) and Betashares Diversified All Growth ETF (DHHF.AX).

BGB is an actively managed fund by Blackstone. It was launched on Sep 26, 2012. DHHF.AX is an actively managed fund by BetaShares. It was launched on Dec 3, 2019.

Performance

BGB vs. DHHF.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone GSO Strategic Credit Closed Fund (BGB) and Betashares Diversified All Growth ETF (DHHF.AX). The values are adjusted to include any dividend payments, if applicable.

BGB vs. DHHF.AX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BGB Blackstone GSO Strategic Credit Closed Fund	-4.05%	4.80%	18.69%	19.50%	-16.06%	15.41%	-4.69%	4.71%
DHHF.AX Betashares Diversified All Growth ETF	-1.25%	20.62%	10.64%	16.93%	-14.64%	16.20%	13.92%	3.33%

Different Trading Currencies

BGB is traded in USD, while DHHF.AX is traded in AUD. To make them comparable, the DHHF.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BGB achieves a -4.05% return, which is significantly lower than DHHF.AX's -1.25% 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%

DHHF.AX

• 1D: 1.51%
• 1M: -8.00%
• YTD: -1.25%
• 6M: 1.04%
• 1Y: 22.02%
• 3Y*: 14.34%
• 5Y*: 7.64%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGB vs. DHHF.AX - Expense Ratio Comparison

BGB has a 2.36% expense ratio, which is higher than DHHF.AX's 0.19% expense ratio.

BGB

Blackstone GSO Strategic Credit Closed Fund

DHHF.AX

Betashares Diversified All Growth ETF

Return for Risk

BGB vs. DHHF.AX — Risk / Return Rank

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

BGB

BGB Risk / Return Rank: 6
BGB Sharpe Ratio Rank: 5
BGB Sortino Ratio Rank: 5
BGB Omega Ratio Rank: 5
BGB Calmar Ratio Rank: 7
BGB Martin Ratio Rank: 7

DHHF.AX

DHHF.AX Risk / Return Rank: 44
DHHF.AX Sharpe Ratio Rank: 44
DHHF.AX Sortino Ratio Rank: 43
DHHF.AX Omega Ratio Rank: 44
DHHF.AX Calmar Ratio Rank: 47
DHHF.AX Martin Ratio Rank: 43

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.

BGB vs. DHHF.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone GSO Strategic Credit Closed Fund (BGB) and Betashares Diversified All Growth ETF (DHHF.AX). 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	DHHF.AX	Difference
Sharpe ratio Return per unit of total volatility	0.03	1.32	-1.29
Sortino ratio Return per unit of downside risk	0.12	1.84	-1.71
Omega ratio Gain probability vs. loss probability	1.02	1.28	-0.26
Calmar ratio Return relative to maximum drawdown	0.07	1.75	-1.68
Martin ratio Return relative to average drawdown	0.19	8.07	-7.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGB vs. DHHF.AX - Sharpe Ratio Comparison

The current BGB Sharpe Ratio is 0.03, which is lower than the DHHF.AX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BGB and DHHF.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BGB	DHHF.AX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	1.32	-1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.48	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.54	-0.26

Correlation

The correlation between BGB and DHHF.AX is 0.22, 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. DHHF.AX - Dividend Comparison

BGB's dividend yield for the trailing twelve months is around 8.87%, more than DHHF.AX's 2.30% 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%
DHHF.AX Betashares Diversified All Growth ETF	2.30%	2.13%	1.99%	2.38%	4.24%	1.28%	1.25%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BGB vs. DHHF.AX - Drawdown Comparison

The maximum BGB drawdown since its inception was -44.87%, which is greater than DHHF.AX's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for BGB and DHHF.AX.

Drawdown Indicators

	BGB	DHHF.AX	Difference
Max Drawdown Largest peak-to-trough decline	-44.87%	-28.54%	-16.33%
Max Drawdown (1Y) Largest decline over 1 year	-10.03%	-8.03%	-2.00%
Max Drawdown (5Y) Largest decline over 5 years	-21.23%	-17.30%	-3.93%
Max Drawdown (10Y) Largest decline over 10 years	-44.87%	—	—
Current Drawdown Current decline from peak	-7.31%	-6.90%	-0.41%
Average Drawdown Average peak-to-trough decline	-5.99%	-4.25%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	2.35%	+1.55%

Volatility

BGB vs. DHHF.AX - Volatility Comparison

The current volatility for Blackstone GSO Strategic Credit Closed Fund (BGB) is 3.95%, while Betashares Diversified All Growth ETF (DHHF.AX) has a volatility of 5.72%. This indicates that BGB experiences smaller price fluctuations and is considered to be less risky than DHHF.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGB	DHHF.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	5.72%	-1.77%
Volatility (6M) Calculated over the trailing 6-month period	5.88%	9.62%	-3.74%
Volatility (1Y) Calculated over the trailing 1-year period	12.46%	16.80%	-4.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.90%	15.76%	-4.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	18.08%	-1.94%