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BSL vs. THHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSL vs. THHYX - Performance Comparison

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

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BSL vs. THHYX - 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%
THHYX
Toews Tactical Income Fund
-0.03%3.44%5.48%4.51%-5.33%0.28%5.21%7.37%-0.80%2.57%

Returns By Period

In the year-to-date period, BSL achieves a -3.65% return, which is significantly lower than THHYX's -0.03% return. Over the past 10 years, BSL has outperformed THHYX with an annualized return of 6.25%, while THHYX has yielded a comparatively lower 3.04% 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%

THHYX

1D
-0.10%
1M
-0.56%
YTD
-0.03%
6M
-0.33%
1Y
4.81%
3Y*
4.35%
5Y*
1.60%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSL vs. THHYX - Expense Ratio Comparison

BSL has a 1.50% expense ratio, which is higher than THHYX's 1.46% expense ratio.


Return for Risk

BSL vs. THHYX — 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

THHYX
THHYX Risk / Return Rank: 9191
Overall Rank
THHYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THHYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
THHYX Omega Ratio Rank: 8888
Omega Ratio Rank
THHYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
THHYX Martin Ratio Rank: 9090
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. THHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Senior Floating Rate 2027 Term Fund (BSL) and Toews Tactical Income Fund (THHYX). 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.


BSLTHHYXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.80

-1.98

Sortino ratio

Return per unit of downside risk

-0.20

2.78

-2.98

Omega ratio

Gain probability vs. loss probability

0.97

1.39

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.20

4.39

-4.58

Martin ratio

Return relative to average drawdown

-0.55

10.88

-11.43

BSL vs. THHYX - Sharpe Ratio Comparison

The current BSL Sharpe Ratio is -0.18, which is lower than the THHYX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BSL and THHYX, 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


BSLTHHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.80

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.41

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.83

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.13

-0.83

Correlation

The correlation between BSL and THHYX is 0.18, 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

BSL vs. THHYX - Dividend Comparison

BSL's dividend yield for the trailing twelve months is around 8.69%, more than THHYX's 5.52% 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%
THHYX
Toews Tactical Income Fund
5.52%4.91%5.44%4.33%1.61%2.79%2.21%3.84%2.43%6.56%3.30%1.59%

Drawdowns

BSL vs. THHYX - Drawdown Comparison

The maximum BSL drawdown since its inception was -43.83%, which is greater than THHYX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for BSL and THHYX.


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Drawdown Indicators


BSLTHHYXDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-8.83%

-35.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-1.12%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-8.83%

-15.65%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-8.83%

-35.00%

Current Drawdown

Current decline from peak

-6.00%

-0.90%

-5.10%

Average Drawdown

Average peak-to-trough decline

-7.40%

-1.64%

-5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

0.45%

+2.37%

Volatility

BSL vs. THHYX - Volatility Comparison

Blackstone Senior Floating Rate 2027 Term Fund (BSL) has a higher volatility of 2.65% compared to Toews Tactical Income Fund (THHYX) at 0.59%. This indicates that BSL's price experiences larger fluctuations and is considered to be riskier than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSLTHHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

0.59%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

1.57%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

8.03%

2.74%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.09%

3.90%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

3.68%

+12.73%