BGH vs. FSCO
BGH (Barings Global Short Duration High Yield Fund) is High Yield Bonds fund actively managed by Barings, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, BGH returned 13.60%/yr vs 13.96%/yr for FSCO. At a 0.20 correlation, their price movements are largely independent.
Performance
BGH vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, BGH achieves a -2.67% return, which is significantly higher than FSCO's -19.42% return.
BGH
- 1D
- -0.57%
- 1M
- 0.10%
- YTD
- -2.67%
- 6M
- -4.14%
- 1Y
- 1.91%
- 3Y*
- 13.60%
- 5Y*
- 6.49%
- 10Y*
- 7.57%
FSCO
- 1D
- -0.42%
- 1M
- -5.18%
- YTD
- -19.42%
- 6M
- -16.23%
- 1Y
- -24.43%
- 3Y*
- 13.96%
- 5Y*
- —
- 10Y*
- —
BGH vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BGH Barings Global Short Duration High Yield Fund | -2.67% | 8.56% | 27.22% | 18.18% | -0.17% |
FSCO FS Credit Opportunities Corp. | -19.42% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between BGH and FSCO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.20 |
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Return for Risk
BGH vs. FSCO — Risk / Return Rank
BGH
FSCO
BGH vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Global Short Duration High Yield Fund (BGH) and FS Credit Opportunities Corp. (FSCO). 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.
| BGH | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.85 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | -0.69 | +0.80 |
| Martin ratioReturn relative to average drawdown | 0.23 | -1.34 | +1.57 |
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Drawdowns
BGH vs. FSCO - Drawdown Comparison
The maximum BGH drawdown since its inception was -48.73%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for BGH and FSCO.
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Drawdown Indicators
| BGH | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -35.53% | -13.20% |
Max Drawdown (1Y)Largest decline over 1 year | -16.90% | -35.53% | +18.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.90% | -35.53% | +18.63% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | — | — |
Current DrawdownCurrent decline from peak | -10.25% | -29.65% | +19.40% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -8.18% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.31% | 18.22% | -9.91% |
Volatility
BGH vs. FSCO - Volatility Comparison
The current volatility for Barings Global Short Duration High Yield Fund (BGH) is 2.26%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 5.88%. This indicates that BGH experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGH | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 5.88% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 22.61% | -14.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 27.44% | -15.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 28.15% | -14.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 28.15% | -12.20% |
Dividends
BGH vs. FSCO - Dividend Comparison
BGH's dividend yield for the trailing twelve months is around 12.31%, less than FSCO's 16.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGH Barings Global Short Duration High Yield Fund | 12.31% | 11.38% | 9.72% | 10.66% | 9.99% | 7.31% | 9.10% | 10.14% | 12.11% | 9.50% | 9.61% | 13.31% |
FSCO FS Credit Opportunities Corp. | 16.36% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BGH and FSCO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (5.88%) compared to BGH (2.26%). In terms of maximum drawdown, BGH dropped -48.73% vs FSCO's -35.53%.
BGH currently has the higher Sharpe Ratio (0.16 vs -0.89), 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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