BXSL vs. VOO
Compare and contrast key facts about Blackstone Secured Lending Fund (BXSL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BXSL or VOO.
Performance
BXSL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, BXSL achieves a 22.12% return, which is significantly lower than VOO's 26.16% return.
BXSL
22.12%
0.74%
7.28%
22.87%
N/A
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| BXSL | VOO | |
|---|---|---|
| Sharpe Ratio | 1.67 | 2.70 |
| Sortino Ratio | 2.29 | 3.60 |
| Omega Ratio | 1.30 | 1.50 |
| Calmar Ratio | 2.22 | 3.90 |
| Martin Ratio | 6.99 | 17.65 |
| Ulcer Index | 3.23% | 1.86% |
| Daily Std Dev | 13.50% | 12.19% |
| Max Drawdown | -36.85% | -33.99% |
| Current Drawdown | -0.79% | -0.86% |
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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.
Risk-Adjusted Performance
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.
Dividends
BXSL vs. VOO - Dividend Comparison
BXSL's dividend yield for the trailing twelve months is around 9.84%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXSL Blackstone Secured Lending Fund | 9.84% | 10.64% | 13.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BXSL vs. VOO - Drawdown Comparison
The maximum BXSL drawdown since its inception was -36.85%, 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.
Volatility
BXSL vs. VOO - Volatility Comparison
Blackstone Secured Lending Fund (BXSL) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.18% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.