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

Performance

FRA vs. DSU - Performance Comparison

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

Loading graphics...

FRA vs. DSU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRA
BlackRock Floating Rate Income Strategies Fund Inc
-3.38%-3.75%21.56%25.46%-10.59%17.81%-2.38%20.82%-8.27%0.76%
DSU
BlackRock Debt Strategies Fund, Inc.
-2.96%5.97%11.13%30.34%-15.51%19.36%1.60%23.84%-10.04%10.68%

Returns By Period

In the year-to-date period, FRA achieves a -3.38% return, which is significantly lower than DSU's -2.96% return. Over the past 10 years, FRA has underperformed DSU with an annualized return of 6.61%, while DSU has yielded a comparatively higher 8.10% annualized return.


FRA

1D
3.86%
1M
-0.13%
YTD
-3.38%
6M
-9.61%
1Y
-3.81%
3Y*
10.06%
5Y*
6.51%
10Y*
6.61%

DSU

1D
1.91%
1M
-2.04%
YTD
-2.96%
6M
-4.26%
1Y
3.08%
3Y*
12.06%
5Y*
7.09%
10Y*
8.10%
*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.


FRA vs. DSU - Expense Ratio Comparison

FRA has a 2.17% expense ratio, which is lower than DSU's 2.47% expense ratio.


Return for Risk

FRA vs. DSU — Risk / Return Rank

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

FRA
FRA Risk / Return Rank: 33
Overall Rank
FRA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FRA Sortino Ratio Rank: 33
Sortino Ratio Rank
FRA Omega Ratio Rank: 33
Omega Ratio Rank
FRA Calmar Ratio Rank: 44
Calmar Ratio Rank
FRA Martin Ratio Rank: 44
Martin Ratio Rank

DSU
DSU Risk / Return Rank: 1111
Overall Rank
DSU Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 99
Sortino Ratio Rank
DSU Omega Ratio Rank: 1212
Omega Ratio Rank
DSU Calmar Ratio Rank: 1010
Calmar Ratio Rank
DSU Martin Ratio Rank: 1212
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. DSU - Risk-Adjusted Trends Comparison

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


FRADSUDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.23

-0.50

Sortino ratio

Return per unit of downside risk

-0.26

0.39

-0.65

Omega ratio

Gain probability vs. loss probability

0.96

1.07

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.23

0.18

-0.41

Martin ratio

Return relative to average drawdown

-0.55

1.01

-1.55

FRA vs. DSU - Sharpe Ratio Comparison

The current FRA Sharpe Ratio is -0.27, which is lower than the DSU Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FRA and DSU, 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


FRADSUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.23

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.61

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.51

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.23

+0.09

Correlation

The correlation between FRA and DSU is 0.38, 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

FRA vs. DSU - Dividend Comparison

FRA's dividend yield for the trailing twelve months is around 13.49%, more than DSU's 12.35% yield.


TTM20252024202320222021202020192018201720162015
FRA
BlackRock Floating Rate Income Strategies Fund Inc
13.49%12.62%10.81%10.44%6.88%5.96%7.61%6.44%6.90%5.31%5.65%6.17%
DSU
BlackRock Debt Strategies Fund, Inc.
12.35%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%

Drawdowns

FRA vs. DSU - Drawdown Comparison

The maximum FRA drawdown since its inception was -51.43%, smaller than the maximum DSU drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for FRA and DSU.


Loading graphics...

Drawdown Indicators


FRADSUDifference

Max Drawdown

Largest peak-to-trough decline

-51.43%

-72.03%

+20.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-12.55%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.77%

-24.23%

+5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.80%

-45.36%

+2.56%

Current Drawdown

Current decline from peak

-11.62%

-4.83%

-6.79%

Average Drawdown

Average peak-to-trough decline

-7.19%

-11.67%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

2.28%

+4.16%

Volatility

FRA vs. DSU - Volatility Comparison

BlackRock Floating Rate Income Strategies Fund Inc (FRA) has a higher volatility of 5.65% compared to BlackRock Debt Strategies Fund, Inc. (DSU) at 4.16%. This indicates that FRA's price experiences larger fluctuations and is considered to be riskier than DSU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FRADSUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

4.16%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

6.52%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

13.36%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

11.74%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

15.90%

-0.41%