FSCO vs. SDIV
FSCO (FS Credit Opportunities Corp.) is a stock, while SDIV (Global X SuperDividend ETF) is Global Equities fund tracking the Solactive Global SuperDividend Index. Over the past 3 years, FSCO returned 14.91%/yr vs 13.47%/yr for SDIV. At a 0.25 correlation, their price movements are largely independent.
Performance
FSCO vs. SDIV - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than SDIV's 4.37% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
SDIV
- 1D
- -0.41%
- 1M
- -3.17%
- YTD
- 4.37%
- 6M
- 5.16%
- 1Y
- 20.13%
- 3Y*
- 13.47%
- 5Y*
- -0.45%
- 10Y*
- -0.25%
FSCO vs. SDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
SDIV Global X SuperDividend ETF | 4.37% | 29.12% | 1.77% | 5.46% | -1.48% |
Correlation
The correlation between FSCO and SDIV is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.25 |
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Return for Risk
FSCO vs. SDIV — Risk / Return Rank
FSCO
SDIV
FSCO vs. SDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Global X SuperDividend ETF (SDIV). 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 | SDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.27 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.63 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.26 | 8.40 | -9.66 |
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Drawdowns
FSCO vs. SDIV - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for FSCO and SDIV.
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Drawdown Indicators
| FSCO | SDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -56.90% | +21.37% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -7.35% | -28.18% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -18.64% | -16.89% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.90% | — |
Current DrawdownCurrent decline from peak | -27.71% | -19.01% | -8.70% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -18.58% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 2.29% | +15.64% |
Volatility
FSCO vs. SDIV - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.04% compared to Global X SuperDividend ETF (SDIV) at 4.26%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | SDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.26% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 9.91% | +12.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 12.71% | +14.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 16.87% | +11.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 18.97% | +9.21% |
Dividends
FSCO vs. SDIV - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than SDIV's 9.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDIV Global X SuperDividend ETF | 9.38% | 9.59% | 11.33% | 11.73% | 14.17% | 8.95% | 7.96% | 8.73% | 9.22% | 6.66% | 6.95% | 7.33% |
Frequently Asked Questions
FSCO and SDIV have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to SDIV (4.26%). In terms of maximum drawdown, FSCO dropped -35.53% vs SDIV's -56.90%.
SDIV currently has the higher Sharpe Ratio (1.52 vs -0.83), 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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