FSCO vs. CLOI
FSCO (FS Credit Opportunities Corp.) is a stock, while CLOI (VanEck CLO ETF) is CLO fund actively managed by VanEck. Over the past 3 years, FSCO returned 15.11%/yr vs 7.11%/yr for CLOI. At a 0.04 correlation, their price movements are largely independent.
Performance
FSCO vs. CLOI - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -18.38% return, which is significantly lower than CLOI's 2.06% return.
FSCO
- 1D
- -1.22%
- 1M
- -5.26%
- YTD
- -18.38%
- 6M
- -13.63%
- 1Y
- -23.27%
- 3Y*
- 15.11%
- 5Y*
- —
- 10Y*
- —
CLOI
- 1D
- 0.00%
- 1M
- 0.61%
- YTD
- 2.06%
- 6M
- 2.58%
- 1Y
- 5.56%
- 3Y*
- 7.11%
- 5Y*
- —
- 10Y*
- —
FSCO vs. CLOI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -18.38% | 3.68% | 34.88% | 36.98% | 7.16% |
CLOI VanEck CLO ETF | 2.06% | 5.84% | 8.26% | 8.95% | 2.03% |
Correlation
The correlation between FSCO and CLOI is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2022 | 0.04 |
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Return for Risk
FSCO vs. CLOI — Risk / Return Rank
FSCO
CLOI
FSCO vs. CLOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and VanEck CLO ETF (CLOI). 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.
| FSCO | CLOI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.58 | ||
| Sortino ratioReturn per unit of downside risk | -8.51 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 2.16 | -1.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 8.95 | -9.61 |
| Martin ratioReturn relative to average drawdown | -1.38 | 42.16 | -43.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSCO | CLOI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.86 | 4.72 | -5.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 2.77 | -2.20 |
Drawdowns
FSCO vs. CLOI - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than CLOI's maximum drawdown of -3.25%. Use the drawdown chart below to compare losses from any high point for FSCO and CLOI.
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Drawdown Indicators
| FSCO | CLOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -3.25% | -32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -0.62% | -34.91% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -3.25% | -32.28% |
Current DrawdownCurrent decline from peak | -28.73% | 0.00% | -28.73% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -0.19% | -7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.89% | 0.13% | +16.76% |
Volatility
FSCO vs. CLOI - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 5.19% compared to VanEck CLO ETF (CLOI) at 0.14%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than CLOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | CLOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 0.14% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 0.67% | +21.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.07% | 1.19% | +25.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.71% | 2.56% | +25.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.71% | 2.56% | +25.15% |
Dividends
FSCO vs. CLOI - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 16.15%, more than CLOI's 5.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CLOI VanEck CLO ETF | 5.35% | 5.61% | 6.71% | 5.61% | 2.23% |
FSCO FS Credit Opportunities Corp. | 16.15% | 12.65% | 10.47% | 11.26% | 1.95% |
Frequently Asked Questions
FSCO and CLOI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (5.19%) compared to CLOI (0.14%). In terms of maximum drawdown, FSCO dropped -35.53% vs CLOI's -3.25%.
CLOI currently has the higher Sharpe Ratio (4.72 vs -0.86), 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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