FSCO vs. OXLC

Last updated Apr 1, 2026

Compare and contrast key facts about FS Credit Opportunities Corp. (FSCO) and Oxford Lane Capital Corp. (OXLC).

Performance

FSCO vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Credit Opportunities Corp. (FSCO) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

FSCO vs. OXLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FSCO FS Credit Opportunities Corp.	-16.30%	3.68%	34.88%	36.98%	7.16%
OXLC Oxford Lane Capital Corp.	-25.18%	-24.38%	24.58%	16.52%	-6.36%

Returns By Period

In the year-to-date period, FSCO achieves a -16.30% return, which is significantly higher than OXLC's -25.18% return.

FSCO

• 1D: 0.79%
• 1M: 3.57%
• YTD: -16.30%
• 6M: -21.20%
• 1Y: -18.33%
• 3Y*: 18.10%
• 5Y*: —
• 10Y*: —

OXLC

• 1D: 3.93%
• 1M: 22.30%
• YTD: -25.18%
• 6M: -29.75%
• 1Y: -42.43%
• 3Y*: -8.55%
• 5Y*: -3.66%
• 10Y*: 4.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FSCO vs. OXLC — Risk / Return Rank

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

FSCO

FSCO Risk / Return Rank: 18
FSCO Sharpe Ratio Rank: 16
FSCO Sortino Ratio Rank: 18
FSCO Omega Ratio Rank: 16
FSCO Calmar Ratio Rank: 26
FSCO Martin Ratio Rank: 13

OXLC

OXLC Risk / Return Rank: 8
OXLC Sharpe Ratio Rank: 2
OXLC Sortino Ratio Rank: 5
OXLC Omega Ratio Rank: 5
OXLC Calmar Ratio Rank: 17
OXLC Martin Ratio Rank: 13

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.

FSCO vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Oxford Lane Capital Corp. (OXLC). 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	OXLC	Difference
Sharpe ratio Return per unit of total volatility	-0.59	-1.15	+0.57
Sortino ratio Return per unit of downside risk	-0.63	-1.60	+0.97
Omega ratio Gain probability vs. loss probability	0.91	0.78	+0.12
Calmar ratio Return relative to maximum drawdown	-0.52	-0.73	+0.20
Martin ratio Return relative to average drawdown	-1.42	-1.42	0.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSCO vs. OXLC - Sharpe Ratio Comparison

The current FSCO Sharpe Ratio is -0.59, which is higher than the OXLC Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of FSCO and OXLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSCO	OXLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.59	-1.15	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.14	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.07	+0.55

Correlation

The correlation between FSCO and OXLC is 0.22, 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

FSCO vs. OXLC - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 15.64%, less than OXLC's 52.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSCO FS Credit Opportunities Corp.	15.64%	12.65%	10.47%	11.26%	1.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OXLC Oxford Lane Capital Corp.	52.15%	35.86%	20.12%	18.83%	17.75%	10.51%	22.46%	19.85%	16.70%	17.91%	22.84%	24.10%

Drawdowns

FSCO vs. OXLC - Drawdown Comparison

The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for FSCO and OXLC.

Drawdown Indicators

	FSCO	OXLC	Difference
Max Drawdown Largest peak-to-trough decline	-35.53%	-74.58%	+39.05%
Max Drawdown (1Y) Largest decline over 1 year	-35.53%	-57.17%	+21.64%
Max Drawdown (5Y) Largest decline over 5 years	—	-57.17%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-74.58%	—
Current Drawdown Current decline from peak	-26.92%	-46.41%	+19.49%
Average Drawdown Average peak-to-trough decline	-6.86%	-13.62%	+6.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.06%	29.32%	-16.26%

Volatility

FSCO vs. OXLC - Volatility Comparison

FS Credit Opportunities Corp. (FSCO) has a higher volatility of 16.64% compared to Oxford Lane Capital Corp. (OXLC) at 11.99%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSCO	OXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.64%	11.99%	+4.65%
Volatility (6M) Calculated over the trailing 6-month period	24.82%	29.26%	-4.44%
Volatility (1Y) Calculated over the trailing 1-year period	31.41%	37.01%	-5.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.10%	26.32%	+1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.10%	42.63%	-14.53%

Financials