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BXSL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BXSL and VOO is 0.34, 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.


Performance

BXSL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Secured Lending Fund (BXSL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BXSL:

0.01

VOO:

0.72

Sortino Ratio

BXSL:

0.07

VOO:

1.15

Omega Ratio

BXSL:

1.01

VOO:

1.17

Calmar Ratio

BXSL:

-0.04

VOO:

0.77

Martin Ratio

BXSL:

-0.20

VOO:

2.94

Ulcer Index

BXSL:

6.49%

VOO:

4.87%

Daily Std Dev

BXSL:

21.83%

VOO:

19.40%

Max Drawdown

BXSL:

-41.26%

VOO:

-33.99%

Current Drawdown

BXSL:

-17.06%

VOO:

-3.85%

Returns By Period

In the year-to-date period, BXSL achieves a -3.37% return, which is significantly lower than VOO's 0.59% return.


BXSL

YTD

-3.37%

1M

11.02%

6M

0.71%

1Y

0.22%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.59%

1M

9.01%

6M

-0.97%

1Y

13.78%

5Y*

17.33%

10Y*

12.75%

*Annualized

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Risk-Adjusted Performance

BXSL vs. VOO — Risk-Adjusted Performance Rank

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

BXSL
The Risk-Adjusted Performance Rank of BXSL is 4444
Overall Rank
The Sharpe Ratio Rank of BXSL is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BXSL is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BXSL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Secured Lending Fund (BXSL) and Vanguard S&P 500 ETF (VOO). 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.


The current BXSL Sharpe Ratio is 0.01, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BXSL and VOO, 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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Dividends

BXSL vs. VOO - Dividend Comparison

BXSL's dividend yield for the trailing twelve months is around 9.87%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
BXSL
Blackstone Secured Lending Fund
9.87%9.53%10.64%13.02%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BXSL vs. VOO - Drawdown Comparison

The maximum BXSL drawdown since its inception was -41.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BXSL and VOO. For additional features, visit the drawdowns tool.


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Volatility

BXSL vs. VOO - Volatility Comparison

The current volatility for Blackstone Secured Lending Fund (BXSL) is 5.55%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.20%. This indicates that BXSL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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