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BXSL vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BXSL vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Secured Lending Fund (BXSL) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BXSL achieves a -7.25% return, which is significantly lower than PFFA's 2.26% return.


BXSL

1D
1.77%
1M
1.29%
YTD
-7.25%
6M
-6.64%
1Y
-14.26%
3Y*
6.33%
5Y*
10Y*

PFFA

1D
-0.28%
1M
-0.23%
YTD
2.26%
6M
1.93%
1Y
11.54%
3Y*
14.10%
5Y*
6.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BXSL vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BXSL
Blackstone Secured Lending Fund
-7.25%-9.36%29.02%37.82%-26.03%32.04%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
2.26%8.22%16.11%26.45%-20.91%1.66%

Correlation

The correlation between BXSL and PFFA is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.31

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Return for Risk

BXSL vs. PFFA — Risk / Return Rank

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

BXSL
BXSL Risk / Return Rank: 1717
Overall Rank
BXSL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BXSL Sortino Ratio Rank: 1313
Sortino Ratio Rank
BXSL Omega Ratio Rank: 1515
Omega Ratio Rank
BXSL Calmar Ratio Rank: 2020
Calmar Ratio Rank
BXSL Martin Ratio Rank: 2525
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 4444
Overall Rank
PFFA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 4848
Sortino Ratio Rank
PFFA Omega Ratio Rank: 4848
Omega Ratio Rank
PFFA Calmar Ratio Rank: 3737
Calmar Ratio Rank
PFFA Martin Ratio Rank: 3939
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.

BXSL vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Secured Lending Fund (BXSL) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


BXSLPFFADifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-3.26

Omega ratioGain probability vs. loss probability

0.90

1.30

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.61

1.79

-2.40

Martin ratioReturn relative to average drawdown

-0.89

5.90

-6.79

BXSL vs. PFFA - Sharpe Ratio Comparison

The current BXSL Sharpe Ratio is -0.71, which is lower than the PFFA Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of BXSL and PFFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BXSL vs. PFFA - Drawdown Comparison

The maximum BXSL drawdown since its inception was -36.80%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for BXSL and PFFA.


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Drawdown Indicators


BXSLPFFADifference

Max Drawdown

Largest peak-to-trough decline

-36.80%

-70.52%

+33.72%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-6.49%

-16.98%

Max Drawdown (3Y)

Largest decline over 3 years

-24.21%

-12.15%

-12.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

Current Drawdown

Current decline from peak

-21.27%

-2.28%

-18.99%

Average Drawdown

Average peak-to-trough decline

-14.19%

-6.62%

-7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.04%

1.96%

+14.08%

Volatility

BXSL vs. PFFA - Volatility Comparison

Blackstone Secured Lending Fund (BXSL) has a higher volatility of 5.58% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.13%. This indicates that BXSL's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXSLPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

2.13%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

5.91%

+10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.31%

7.16%

+13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.82%

11.54%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.82%

31.74%

-7.92%

Dividends

BXSL vs. PFFA - Dividend Comparison

BXSL's dividend yield for the trailing twelve months is around 13.03%, more than PFFA's 9.79% yield.


PositionTTM20252024202320222021202020192018
BXSL
Blackstone Secured Lending Fund
13.03%11.70%9.53%10.64%13.02%1.56%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.79%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Frequently Asked Questions


BXSL and PFFA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXSL has higher volatility (5.58%) compared to PFFA (2.13%). In terms of maximum drawdown, BXSL dropped -36.80% vs PFFA's -70.52%.

PFFA currently has the higher Sharpe Ratio (1.62 vs -0.71), 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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