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FRA vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

FRA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Floating Rate Income Strategies Fund Inc (FRA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRA achieves a -1.25% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, FRA has underperformed ^GSPC with an annualized return of 6.60%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.


FRA

1D
0.37%
1M
-0.32%
YTD
-1.25%
6M
-0.58%
1Y
-4.46%
3Y*
8.76%
5Y*
6.55%
10Y*
6.60%

^GSPC

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRA vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRA
BlackRock Floating Rate Income Strategies Fund Inc
-1.25%-3.75%21.56%25.46%-10.59%17.81%-2.38%20.82%-8.27%0.76%
^GSPC
S&P 500 Index
7.60%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between FRA and ^GSPC is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2003

0.33

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Return for Risk

FRA vs. ^GSPC — Risk / Return Rank

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

FRA
FRA Risk / Return Rank: 11
Overall Rank
FRA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FRA Sortino Ratio Rank: 11
Sortino Ratio Rank
FRA Omega Ratio Rank: 11
Omega Ratio Rank
FRA Calmar Ratio Rank: 11
Calmar Ratio Rank
FRA Martin Ratio Rank: 22
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6161
Overall Rank
^GSPC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5757
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6262
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5757
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
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.

FRA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Strategies Fund Inc (FRA) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRA^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.23

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

0.93

1.32

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.29

2.46

-2.75

Martin ratioReturn relative to average drawdown

-0.57

10.92

-11.49

FRA vs. ^GSPC - Sharpe Ratio Comparison

The current FRA Sharpe Ratio is -0.45, which is lower than the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FRA and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRA vs. ^GSPC - Drawdown Comparison

The maximum FRA drawdown since its inception was -51.43%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FRA and ^GSPC.


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Drawdown Indicators


FRA^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-51.43%

-56.78%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-9.10%

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-18.90%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.77%

-25.43%

+6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-42.80%

-33.92%

-8.88%

Current Drawdown

Current decline from peak

-9.67%

-3.21%

-6.46%

Average Drawdown

Average peak-to-trough decline

-7.22%

-10.71%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.83%

2.04%

+5.79%

Volatility

FRA vs. ^GSPC - Volatility Comparison

The current volatility for BlackRock Floating Rate Income Strategies Fund Inc (FRA) is 2.22%, while S&P 500 Index (^GSPC) has a volatility of 4.89%. This indicates that FRA experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRA^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

4.89%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

9.93%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

12.57%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

17.00%

-4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

18.08%

-2.55%

Frequently Asked Questions


FRA and ^GSPC have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^GSPC has higher volatility (4.89%) compared to FRA (2.22%). In terms of maximum drawdown, FRA dropped -51.43% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.78 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FRA and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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