BXSL vs. VGUS
BXSL (Blackstone Secured Lending Fund) is a stock, while VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index. Over the past year, BXSL returned -16.61% vs 3.87% for VGUS. At a correlation of -0.06, they often move in opposite directions.
Performance
BXSL vs. VGUS - Performance Comparison
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Returns By Period
In the year-to-date period, BXSL achieves a -4.62% return, which is significantly lower than VGUS's 1.85% return.
BXSL
- 1D
- 0.26%
- 1M
- 2.27%
- 6M
- -4.15%
- YTD
- -4.62%
- 1Y
- -16.61%
- 3Y*
- 5.60%
- 5Y*
- —
- 10Y*
- —
VGUS
- 1D
- 0.01%
- 1M
- 0.28%
- 6M
- 1.73%
- YTD
- 1.85%
- 1Y
- 3.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BXSL vs. VGUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BXSL Blackstone Secured Lending Fund | -4.62% | -11.68% |
VGUS Vanguard Ultra-Short Treasury ETF | 1.85% | 3.78% |
Correlation
The correlation between BXSL and VGUS is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.06 |
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Return for Risk
BXSL vs. VGUS — Risk / Return Rank
BXSL
VGUS
BXSL vs. VGUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Secured Lending Fund (BXSL) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.
| BXSL | VGUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.72 | ||
| Sortino ratioReturn per unit of downside risk | -35.32 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 10.39 | -9.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 53.40 | -54.11 |
| Martin ratioReturn relative to average drawdown | -1.00 | 403.94 | -404.94 |
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Drawdowns
BXSL vs. VGUS - Drawdown Comparison
The maximum BXSL drawdown since its inception was -36.80%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for BXSL and VGUS.
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Drawdown Indicators
| BXSL | VGUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -0.07% | -36.73% |
Max Drawdown (1Y)Largest decline over 1 year | -23.47% | -0.07% | -23.40% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | — | — |
Current DrawdownCurrent decline from peak | -19.04% | 0.00% | -19.04% |
Average DrawdownAverage peak-to-trough decline | -14.25% | -0.00% | -14.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.68% | 0.01% | +16.67% |
Volatility
BXSL vs. VGUS - Volatility Comparison
Blackstone Secured Lending Fund (BXSL) has a higher volatility of 5.13% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that BXSL's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BXSL | VGUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 0.07% | +5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 0.18% | +15.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 0.33% | +20.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 0.34% | +23.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.75% | 0.34% | +23.41% |
Dividends
BXSL vs. VGUS - Dividend Comparison
BXSL's dividend yield for the trailing twelve months is around 13.08%, more than VGUS's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BXSL Blackstone Secured Lending Fund | 13.08% | 11.70% | 9.53% | 10.64% | 13.02% | 1.56% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.61% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BXSL and VGUS have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BXSL has higher volatility (5.13%) compared to VGUS (0.07%). In terms of maximum drawdown, BXSL dropped -36.80% vs VGUS's -0.07%.
VGUS currently has the higher Sharpe Ratio (11.91 vs -0.81), 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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