BSL vs. PRFRX
BSL (Blackstone Senior Floating Rate 2027 Term Fund) and PRFRX (T. Rowe Price Floating Rate Fund - Investor Class) are both High Yield Bonds funds. Over the past 10 years, BSL returned 5.63%/yr vs 6.39%/yr for PRFRX. Their 0.23 correlation means their historical movements had little consistent relationship. BSL charges 1.50%/yr vs 0.76%/yr for PRFRX.
Performance
BSL vs. PRFRX - Performance Comparison
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Returns By Period
In the year-to-date period, BSL achieves a 0.40% return, which is significantly lower than PRFRX's 1.84% return. Over the past 10 years, BSL has underperformed PRFRX with an annualized return of 5.63%, while PRFRX has yielded a comparatively higher 6.39% annualized return.
BSL
- 1D
- 0.54%
- 1M
- 0.91%
- 6M
- 1.38%
- YTD
- 0.40%
- 1Y
- -0.34%
- 3Y*
- 9.25%
- 5Y*
- 3.93%
- 10Y*
- 5.63%
- ALL TIME*
- 4.83%
PRFRX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.82%
- YTD
- 1.84%
- 1Y
- 4.74%
- 3Y*
- 11.42%
- 5Y*
- 9.04%
- 10Y*
- 6.39%
- ALL TIME*
- 5.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $477.30K | $450.32K | $483.93K | |
| $0.00 | $0.00 | $0.00 |
BSL vs. PRFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSL Blackstone Senior Floating Rate 2027 Term Fund | 0.40% | 2.15% | 18.16% | 20.03% | -22.88% | 28.33% | -4.44% | 14.06% | -7.52% | 5.74% |
PRFRX T. Rowe Price Floating Rate Fund - Investor Class | 1.84% | 7.78% | 16.63% | 20.66% | -1.95% | 4.60% | 1.75% | 8.46% | -0.08% | 3.48% |
Correlation
The correlation between BSL and PRFRX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.23 |
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Return for Risk
BSL vs. PRFRX — Risk / Return Rank
BSL
PRFRX
BSL vs. PRFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Senior Floating Rate 2027 Term Fund (BSL) and T. Rowe Price Floating Rate Fund - Investor Class (PRFRX). 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.
| BSL | PRFRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.43 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.65 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.10 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.10 | 11.16 | -11.26 |
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Drawdowns
BSL vs. PRFRX - Drawdown Comparison
The maximum BSL drawdown since its inception was -43.83%, which is greater than PRFRX's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for BSL and PRFRX.
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Drawdown Indicators
| BSL | PRFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -20.05% | -23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -1.50% | -6.36% |
Max Drawdown (3Y)Largest decline over 3 years | -7.86% | -2.07% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.48% | -5.94% | -18.54% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -20.05% | -23.78% |
Current DrawdownCurrent decline from peak | -2.06% | -0.22% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -0.68% | -6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 0.42% | +3.04% |
Volatility
BSL vs. PRFRX - Volatility Comparison
Blackstone Senior Floating Rate 2027 Term Fund (BSL) has a higher volatility of 1.18% compared to T. Rowe Price Floating Rate Fund - Investor Class (PRFRX) at 0.28%. This indicates that BSL's price experiences larger fluctuations and is considered to be riskier than PRFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSL | PRFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 0.28% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 5.04% | 1.75% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.53% | 2.37% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.44% | 3.15% | +7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 4.00% | +12.35% |
BSL vs. PRFRX - Expense Ratio Comparison
BSL has a 1.50% expense ratio, which is higher than PRFRX's 0.76% expense ratio.
Dividends
BSL vs. PRFRX - Dividend Comparison
BSL's dividend yield for the trailing twelve months is around 8.23%, more than PRFRX's 6.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSL Blackstone Senior Floating Rate 2027 Term Fund | 8.23% | 8.45% | 9.46% | 10.76% | 6.89% | 5.75% | 7.65% | 8.15% | 9.21% | 5.93% | 5.86% | 7.27% |
PRFRX T. Rowe Price Floating Rate Fund - Investor Class | 6.76% | 8.11% | 15.09% | 15.33% | 4.03% | 3.86% | 4.00% | 4.84% | 4.87% | 4.04% | 4.07% | 4.07% |
Frequently Asked Questions
BSL and PRFRX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSL has higher volatility (1.18%) compared to PRFRX (0.28%). In terms of maximum drawdown, BSL dropped -43.83% vs PRFRX's -20.05%.
PRFRX currently has the higher Sharpe Ratio (1.97 vs -0.05), 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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