FSCO vs. ASGI
FSCO (FS Credit Opportunities Corp.) is a stock, while ASGI (Abrdn Global Infrastructure Income Fund) is Infrastructure Equities fund managed by Aberdeen. Over the past 3 years, FSCO returned 11.66%/yr vs 23.17%/yr for ASGI. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
FSCO vs. ASGI - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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 |
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Return for Risk
FSCO vs. ASGI — Risk / Return Rank
FSCO
ASGI
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.
| FSCO | ASGI | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| FSCO | ASGI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -25.65% | -2.65% | -23.00% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -5.95% | -2.75% |
Ulcer IndexDepth 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.
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Volatility by Period
| FSCO | ASGI | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
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