CELFX vs. BSV

In the year-to-date period, CELFX achieves a 4.62% return, which is significantly higher than BSV's 2.28% return.

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CELFX has a 1.68% expense ratio, which is higher than BSV's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Cliffwater Enhanced Lending Fund (CELFX) and Vanguard Short-Term Bond ETF (BSV). 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 CELFX Sharpe Ratio is 3.04, which is comparable to the BSV Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of CELFX and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CELFX's dividend yield for the trailing twelve months is around 11.11%, more than BSV's 3.56% yield.

The maximum CELFX drawdown since its inception was -2.61%, smaller than the maximum BSV drawdown of -8.62%. Use the drawdown chart below to compare losses from any high point for CELFX and BSV. For additional features, visit the drawdowns tool.

The current volatility for Cliffwater Enhanced Lending Fund (CELFX) is 0.48%, while Vanguard Short-Term Bond ETF (BSV) has a volatility of 0.76%. This indicates that CELFX experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.