PortfoliosLab logoPortfoliosLab logo
DSU vs. FFRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSU vs. FFRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Debt Strategies Fund, Inc. (DSU) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DSU vs. FFRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSU
BlackRock Debt Strategies Fund, Inc.
-2.05%5.97%11.13%30.34%-15.51%19.36%1.60%23.84%-10.04%10.68%
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
-0.72%5.61%6.71%8.04%-5.85%3.73%0.45%6.71%0.38%3.54%

Returns By Period

In the year-to-date period, DSU achieves a -2.05% return, which is significantly lower than FFRSX's -0.72% return. Over the past 10 years, DSU has outperformed FFRSX with an annualized return of 8.20%, while FFRSX has yielded a comparatively lower 3.41% annualized return.


DSU

1D
0.94%
1M
-1.22%
YTD
-2.05%
6M
-3.63%
1Y
4.15%
3Y*
12.41%
5Y*
7.29%
10Y*
8.20%

FFRSX

1D
0.00%
1M
0.12%
YTD
-0.72%
6M
0.69%
1Y
3.97%
3Y*
5.64%
5Y*
3.15%
10Y*
3.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DSU vs. FFRSX - Expense Ratio Comparison

DSU has a 2.47% expense ratio, which is higher than FFRSX's 0.68% expense ratio.


Return for Risk

DSU vs. FFRSX — Risk / Return Rank

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

DSU
DSU Risk / Return Rank: 1212
Overall Rank
DSU Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 99
Sortino Ratio Rank
DSU Omega Ratio Rank: 1212
Omega Ratio Rank
DSU Calmar Ratio Rank: 1111
Calmar Ratio Rank
DSU Martin Ratio Rank: 1616
Martin Ratio Rank

FFRSX
FFRSX Risk / Return Rank: 9191
Overall Rank
FFRSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFRSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FFRSX Omega Ratio Rank: 9696
Omega Ratio Rank
FFRSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FFRSX Martin Ratio Rank: 9090
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.

DSU vs. FFRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX). 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.


DSUFFRSXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.64

-1.33

Sortino ratio

Return per unit of downside risk

0.49

2.82

-2.33

Omega ratio

Gain probability vs. loss probability

1.09

1.61

-0.52

Calmar ratio

Return relative to maximum drawdown

0.32

3.06

-2.74

Martin ratio

Return relative to average drawdown

1.76

11.11

-9.35

DSU vs. FFRSX - Sharpe Ratio Comparison

The current DSU Sharpe Ratio is 0.31, which is lower than the FFRSX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DSU and FFRSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DSUFFRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.64

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.31

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.06

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.19

-0.96

Correlation

The correlation between DSU and FFRSX is 0.21, 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.


Dividends

DSU vs. FFRSX - Dividend Comparison

DSU's dividend yield for the trailing twelve months is around 12.24%, more than FFRSX's 5.61% yield.


TTM20252024202320222021202020192018201720162015
DSU
BlackRock Debt Strategies Fund, Inc.
12.24%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
5.61%6.38%6.95%6.88%4.15%2.92%3.37%4.62%4.41%3.68%3.76%3.71%

Drawdowns

DSU vs. FFRSX - Drawdown Comparison

The maximum DSU drawdown since its inception was -72.03%, which is greater than FFRSX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for DSU and FFRSX.


Loading graphics...

Drawdown Indicators


DSUFFRSXDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

-17.13%

-54.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-1.28%

-11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-7.54%

-16.69%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

-17.13%

-28.23%

Current Drawdown

Current decline from peak

-3.94%

-0.83%

-3.11%

Average Drawdown

Average peak-to-trough decline

-11.67%

-0.92%

-10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

0.39%

+1.91%

Volatility

DSU vs. FFRSX - Volatility Comparison

BlackRock Debt Strategies Fund, Inc. (DSU) has a higher volatility of 4.24% compared to Federated Hermes Floating Rate Strat Inc Fund (FFRSX) at 0.58%. This indicates that DSU's price experiences larger fluctuations and is considered to be riskier than FFRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DSUFFRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

0.58%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

1.62%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

2.45%

+10.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

2.42%

+9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

3.24%

+12.66%