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CREDX vs. DDFLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CREDX vs. DDFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Credit Strategies Fund (CREDX) and Delaware Floating Rate Fund (DDFLX). The values are adjusted to include any dividend payments, if applicable.

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CREDX vs. DDFLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CREDX
BlackRock Credit Strategies Fund
-0.76%5.55%8.41%12.18%-12.08%1.03%
DDFLX
Delaware Floating Rate Fund
-0.73%6.01%8.92%10.75%-0.62%5.33%

Returns By Period

The year-to-date returns for both investments are quite close, with CREDX having a -0.76% return and DDFLX slightly higher at -0.73%.


CREDX

1D
-0.25%
1M
-0.74%
YTD
-0.76%
6M
-0.85%
1Y
3.98%
3Y*
7.17%
5Y*
2.17%
10Y*

DDFLX

1D
0.13%
1M
0.13%
YTD
-0.73%
6M
0.71%
1Y
4.86%
3Y*
7.24%
5Y*
5.46%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CREDX vs. DDFLX - Expense Ratio Comparison

CREDX has a 2.19% expense ratio, which is higher than DDFLX's 0.67% expense ratio.


Return for Risk

CREDX vs. DDFLX — Risk / Return Rank

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

CREDX
CREDX Risk / Return Rank: 6868
Overall Rank
CREDX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CREDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
CREDX Omega Ratio Rank: 7070
Omega Ratio Rank
CREDX Calmar Ratio Rank: 7777
Calmar Ratio Rank
CREDX Martin Ratio Rank: 6464
Martin Ratio Rank

DDFLX
DDFLX Risk / Return Rank: 9393
Overall Rank
DDFLX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9797
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9292
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.

CREDX vs. DDFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Credit Strategies Fund (CREDX) and Delaware Floating Rate Fund (DDFLX). 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.


CREDXDDFLXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.87

-0.74

Sortino ratio

Return per unit of downside risk

1.97

3.02

-1.05

Omega ratio

Gain probability vs. loss probability

1.29

1.70

-0.42

Calmar ratio

Return relative to maximum drawdown

2.04

2.88

-0.84

Martin ratio

Return relative to average drawdown

6.98

11.49

-4.51

CREDX vs. DDFLX - Sharpe Ratio Comparison

The current CREDX Sharpe Ratio is 1.13, which is lower than the DDFLX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of CREDX and DDFLX, 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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Sharpe Ratios by Period


CREDXDDFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.87

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

2.06

-1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.32

-0.60

Correlation

The correlation between CREDX and DDFLX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CREDX vs. DDFLX - Dividend Comparison

CREDX's dividend yield for the trailing twelve months is around 8.45%, more than DDFLX's 6.50% yield.


TTM20252024202320222021202020192018201720162015
CREDX
BlackRock Credit Strategies Fund
8.45%9.16%9.78%9.98%3.41%5.69%0.00%0.00%0.00%0.00%0.00%0.00%
DDFLX
Delaware Floating Rate Fund
6.50%7.21%8.62%7.17%5.04%3.96%4.89%6.54%5.73%4.33%2.09%2.34%

Drawdowns

CREDX vs. DDFLX - Drawdown Comparison

The maximum CREDX drawdown since its inception was -15.13%, smaller than the maximum DDFLX drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for CREDX and DDFLX.


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Drawdown Indicators


CREDXDDFLXDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-18.09%

+2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-1.65%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-5.18%

-9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-18.09%

Current Drawdown

Current decline from peak

-1.45%

-0.86%

-0.59%

Average Drawdown

Average peak-to-trough decline

-3.90%

-0.68%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.44%

+0.19%

Volatility

CREDX vs. DDFLX - Volatility Comparison

BlackRock Credit Strategies Fund (CREDX) and Delaware Floating Rate Fund (DDFLX) have volatilities of 0.60% and 0.60%, 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.


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Volatility by Period


CREDXDDFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.60%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

1.58%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

2.59%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.38%

2.67%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.34%

3.49%

-0.15%