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BSL vs. BGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSL vs. BGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Senior Floating Rate 2027 Term Fund (BSL) and Blackstone GSO Strategic Credit Closed Fund (BGB). The values are adjusted to include any dividend payments, if applicable.

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BSL vs. BGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSL
Blackstone Senior Floating Rate 2027 Term Fund
-3.65%2.15%18.16%20.03%-22.88%28.33%-4.44%14.06%-7.52%5.74%
BGB
Blackstone GSO Strategic Credit Closed Fund
-3.79%4.80%18.69%19.50%-16.06%15.41%-4.69%17.07%-5.21%10.09%

Returns By Period

The year-to-date returns for both stocks are quite close, with BSL having a -3.65% return and BGB slightly lower at -3.79%. Over the past 10 years, BSL has underperformed BGB with an annualized return of 6.25%, while BGB has yielded a comparatively higher 6.96% annualized return.


BSL

1D
-0.93%
1M
0.89%
YTD
-3.65%
6M
-4.10%
1Y
-1.40%
3Y*
10.16%
5Y*
4.60%
10Y*
6.25%

BGB

1D
0.27%
1M
0.07%
YTD
-3.79%
6M
-4.23%
1Y
0.85%
3Y*
11.53%
5Y*
5.04%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSL vs. BGB - Expense Ratio Comparison

BSL has a 1.50% expense ratio, which is lower than BGB's 2.36% expense ratio.


Return for Risk

BSL vs. BGB — Risk / Return Rank

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

BSL
BSL Risk / Return Rank: 22
Overall Rank
BSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BSL Sortino Ratio Rank: 22
Sortino Ratio Rank
BSL Omega Ratio Rank: 22
Omega Ratio Rank
BSL Calmar Ratio Rank: 33
Calmar Ratio Rank
BSL Martin Ratio Rank: 22
Martin Ratio Rank

BGB
BGB Risk / Return Rank: 55
Overall Rank
BGB Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BGB Sortino Ratio Rank: 55
Sortino Ratio Rank
BGB Omega Ratio Rank: 55
Omega Ratio Rank
BGB Calmar Ratio Rank: 66
Calmar Ratio Rank
BGB Martin Ratio Rank: 55
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.

BSL vs. BGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Senior Floating Rate 2027 Term Fund (BSL) and Blackstone GSO Strategic Credit Closed Fund (BGB). 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.


BSLBGBDifference

Sharpe ratio

Return per unit of total volatility

-0.18

0.07

-0.24

Sortino ratio

Return per unit of downside risk

-0.20

0.18

-0.38

Omega ratio

Gain probability vs. loss probability

0.97

1.03

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.20

0.06

-0.26

Martin ratio

Return relative to average drawdown

-0.55

0.15

-0.70

BSL vs. BGB - Sharpe Ratio Comparison

The current BSL Sharpe Ratio is -0.18, which is lower than the BGB Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of BSL and BGB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSLBGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.07

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.46

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.43

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.28

+0.02

Correlation

The correlation between BSL and BGB is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSL vs. BGB - Dividend Comparison

BSL's dividend yield for the trailing twelve months is around 8.69%, less than BGB's 8.85% yield.


TTM20252024202320222021202020192018201720162015
BSL
Blackstone Senior Floating Rate 2027 Term Fund
8.69%8.45%9.46%10.76%6.89%5.75%7.65%8.15%9.21%5.93%5.86%7.27%
BGB
Blackstone GSO Strategic Credit Closed Fund
8.85%8.58%9.26%10.69%7.35%6.63%8.77%9.30%11.18%7.35%8.76%9.42%

Drawdowns

BSL vs. BGB - Drawdown Comparison

The maximum BSL drawdown since its inception was -43.83%, roughly equal to the maximum BGB drawdown of -44.87%. Use the drawdown chart below to compare losses from any high point for BSL and BGB.


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Drawdown Indicators


BSLBGBDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-44.87%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-10.03%

+2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-21.23%

-3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-44.87%

+1.04%

Current Drawdown

Current decline from peak

-6.00%

-7.07%

+1.07%

Average Drawdown

Average peak-to-trough decline

-7.40%

-5.99%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.91%

-1.09%

Volatility

BSL vs. BGB - Volatility Comparison

The current volatility for Blackstone Senior Floating Rate 2027 Term Fund (BSL) is 2.65%, while Blackstone GSO Strategic Credit Closed Fund (BGB) has a volatility of 3.84%. This indicates that BSL experiences smaller price fluctuations and is considered to be less risky than BGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSLBGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.84%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

5.82%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

8.03%

12.45%

-4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.09%

10.90%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

16.14%

+0.27%