PortfoliosLab logoPortfoliosLab logo
FSCO vs. ASGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSCO vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Credit Opportunities Corp. (FSCO) and Abrdn Global Infrastructure Income Fund (ASGI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FSCO achieves a -14.85% return, which is significantly lower than ASGI's 14.30% return.


FSCO

1D
-0.40%
1M
1.20%
6M
-12.54%
YTD
-14.85%
1Y
-24.26%
3Y*
11.66%
5Y*
10Y*
ALL TIME*
12.86%

ASGI

1D
0.34%
1M
3.69%
6M
10.38%
YTD
14.30%
1Y
26.22%
3Y*
23.17%
5Y*
13.25%
10Y*
ALL TIME*
13.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.02M$5.06M$4.09M
$4.16M$4.36M$5.06M

FSCO vs. ASGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
FSCO
FS Credit Opportunities Corp.
-14.85%3.68%34.88%36.98%-3.98%
ASGI
Abrdn Global Infrastructure Income Fund
14.30%44.20%10.26%14.48%-0.70%

Correlation

The correlation between FSCO and ASGI is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.18

Compare stocks, funds, or ETFs

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


Return for Risk

FSCO vs. ASGI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSCO
FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1010
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1515
Martin Ratio Rank

ASGI
ASGI Risk / Return Rank: 4747
Overall Rank
ASGI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 4646
Sortino Ratio Rank
ASGI Omega Ratio Rank: 5151
Omega Ratio Rank
ASGI Calmar Ratio Rank: 4646
Calmar Ratio Rank
ASGI Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSCO vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Abrdn Global Infrastructure Income Fund (ASGI). 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.


FSCOASGIDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

0.85

1.24

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.69

1.73

-2.42

Martin ratioReturn relative to average drawdown

-1.20

5.33

-6.54

FSCO vs. ASGI - Sharpe Ratio Comparison

The current FSCO Sharpe Ratio is -0.88, which is lower than the ASGI Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FSCO and ASGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FSCO vs. ASGI - Drawdown Comparison

The maximum FSCO drawdown since its inception was -35.53%, which is greater than ASGI's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for FSCO and ASGI.


Loading charts...

Drawdown Indicators


FSCOASGIDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-23.71%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-35.53%

-15.15%

-20.38%

Max Drawdown (3Y)

Largest decline over 3 years

-35.53%

-15.15%

-20.38%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

Current Drawdown

Current decline from peak

-25.65%

-2.65%

-23.00%

Average Drawdown

Average peak-to-trough decline

-8.70%

-5.95%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.18%

4.91%

+15.27%

Volatility

FSCO vs. ASGI - Volatility Comparison

The current volatility for FS Credit Opportunities Corp. (FSCO) is 3.72%, while Abrdn Global Infrastructure Income Fund (ASGI) has a volatility of 5.86%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than ASGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FSCOASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.86%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

22.49%

16.98%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

19.70%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.86%

16.92%

+10.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.86%

17.55%

+10.31%

Dividends

FSCO vs. ASGI - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 15.48%, more than ASGI's 10.96% yield.


PositionTTM202520242023202220212020
ASGI
Abrdn Global Infrastructure Income Fund
10.96%10.96%12.84%8.03%8.25%6.33%1.76%
FSCO
FS Credit Opportunities Corp.
15.48%12.65%10.47%11.26%1.95%0.00%0.00%

Frequently Asked Questions


FSCO and ASGI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASGI has higher volatility (5.86%) compared to FSCO (3.72%). In terms of maximum drawdown, FSCO dropped -35.53% vs ASGI's -23.71%.

ASGI currently has the higher Sharpe Ratio (1.33 vs -0.88), 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 FSCO and ASGI

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

Open Portfolio Optimizer