GJO vs. SRLN
Compare and contrast key facts about Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 (GJO) and SPDR Blackstone Senior Loan ETF (SRLN).
SRLN is a passively managed fund by State Street that tracks the performance of the Markit iBoxx USD Liquid Leveraged Loan Index. It was launched on Apr 3, 2013.
Performance
GJO vs. SRLN - Performance Comparison
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GJO vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GJO Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 | -0.02% | 5.57% | 5.19% | 9.80% | 1.34% | 1.76% | 2.31% | 10.59% | 4.45% | 13.43% |
SRLN SPDR Blackstone Senior Loan ETF | -1.39% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Returns By Period
In the year-to-date period, GJO achieves a -0.02% return, which is significantly higher than SRLN's -1.39% return. Over the past 10 years, GJO has outperformed SRLN with an annualized return of 5.35%, while SRLN has yielded a comparatively lower 4.50% annualized return.
GJO
- 1D
- -1.32%
- 1M
- -0.55%
- YTD
- -0.02%
- 6M
- 2.62%
- 1Y
- 3.91%
- 3Y*
- 5.64%
- 5Y*
- 4.74%
- 10Y*
- 5.35%
SRLN
- 1D
- 0.20%
- 1M
- 1.56%
- YTD
- -1.39%
- 6M
- 0.39%
- 1Y
- 5.55%
- 3Y*
- 7.49%
- 5Y*
- 4.50%
- 10Y*
- 4.50%
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Return for Risk
GJO vs. SRLN — Risk / Return Rank
GJO
SRLN
GJO vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 (GJO) and SPDR Blackstone Senior Loan ETF (SRLN). 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.
| GJO | SRLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.29 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.88 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.34 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.65 | -0.32 |
Martin ratioReturn relative to average drawdown | 4.79 | 5.85 | -1.05 |
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
| GJO | SRLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.29 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.16 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.75 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.68 | -0.26 |
Correlation
The correlation between GJO and SRLN is 0.02, 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
GJO vs. SRLN - Dividend Comparison
GJO's dividend yield for the trailing twelve months is around 4.86%, less than SRLN's 7.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GJO Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 | 4.86% | 4.97% | 5.94% | 3.92% | 1.97% | 0.69% | 1.35% | 5.87% | 2.99% | 1.92% | 1.50% | 0.98% |
SRLN SPDR Blackstone Senior Loan ETF | 7.70% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Drawdowns
GJO vs. SRLN - Drawdown Comparison
The maximum GJO drawdown since its inception was -25.56%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for GJO and SRLN.
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Drawdown Indicators
| GJO | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.56% | -22.29% | -3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -3.28% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -4.42% | -7.93% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -13.93% | -22.29% | +8.36% |
Current DrawdownCurrent decline from peak | -1.44% | -1.75% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -1.11% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 0.93% | -0.11% |
Volatility
GJO vs. SRLN - Volatility Comparison
Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 (GJO) has a higher volatility of 2.76% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 1.78%. This indicates that GJO's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GJO | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 1.78% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.23% | 2.56% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.48% | 4.32% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.11% | 3.89% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.91% | 6.05% | +4.86% |