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GSBD vs. TSLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GSBD vs. TSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs BDC, Inc. (GSBD) and Sixth Street Specialty Lending, Inc. (TSLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSBD achieves a 5.68% return, which is significantly higher than TSLX's -20.04% return. Over the past 10 years, GSBD has underperformed TSLX with an annualized return of 3.59%, while TSLX has yielded a comparatively higher 11.10% annualized return.


GSBD

1D
1.07%
1M
6.43%
YTD
5.68%
6M
6.12%
1Y
-2.19%
3Y*
1.51%
5Y*
-2.59%
10Y*
3.59%

TSLX

1D
1.48%
1M
-1.46%
YTD
-20.04%
6M
-18.34%
1Y
-20.73%
3Y*
6.76%
5Y*
4.33%
10Y*
11.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSBD vs. TSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSBD
Goldman Sachs BDC, Inc.
5.68%-8.81%-6.24%20.97%-20.13%10.85%0.71%26.36%-9.44%1.96%
TSLX
Sixth Street Specialty Lending, Inc.
-20.04%11.52%8.83%35.29%-16.37%32.33%9.77%29.62%0.36%15.47%

Correlation

The correlation between GSBD and TSLX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2015

0.54

The correlation between GSBD and TSLX shifts across timeframes, from 0.54 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GSBD:

$1.06B

TSLX:

$1.56B

EPS

GSBD:

$0.98

TSLX:

$436.19

PE Ratio

GSBD:

9.63

TSLX:

0.04

PEG Ratio

GSBD:

0.21

TSLX:

0.05

PS Ratio

GSBD:

3.78

TSLX:

0.02

PB Ratio

GSBD:

0.77

TSLX:

0.00

Total Revenue (TTM)

GSBD:

$286.69M

TSLX:

$91.48B

Gross Profit (TTM)

GSBD:

$141.38M

TSLX:

$215.15M

EBITDA (TTM)

GSBD:

$164.11M

TSLX:

$192.45M

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Return for Risk

GSBD vs. TSLX — Risk / Return Rank

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

GSBD
GSBD Risk / Return Rank: 3636
Overall Rank
GSBD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GSBD Sortino Ratio Rank: 3131
Sortino Ratio Rank
GSBD Omega Ratio Rank: 3131
Omega Ratio Rank
GSBD Calmar Ratio Rank: 3939
Calmar Ratio Rank
GSBD Martin Ratio Rank: 3939
Martin Ratio Rank

TSLX
TSLX Risk / Return Rank: 1111
Overall Rank
TSLX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TSLX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TSLX Omega Ratio Rank: 1111
Omega Ratio Rank
TSLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
TSLX Martin Ratio Rank: 1111
Martin Ratio Rank
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.

GSBD vs. TSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and Sixth Street Specialty Lending, Inc. (TSLX). 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.


GSBDTSLXDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.00

0.87

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.12

-0.72

+0.60

Martin ratioReturn relative to average drawdown

-0.18

-1.32

+1.15

GSBD vs. TSLX - Sharpe Ratio Comparison

The current GSBD Sharpe Ratio is -0.11, which is higher than the TSLX Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of GSBD and TSLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSBD vs. TSLX - Drawdown Comparison

The maximum GSBD drawdown since its inception was -62.67%, which is greater than TSLX's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for GSBD and TSLX.


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Drawdown Indicators


GSBDTSLXDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-50.27%

-12.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.41%

-28.83%

+10.42%

Max Drawdown (3Y)

Largest decline over 3 years

-29.59%

-28.83%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-28.83%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

-50.27%

-12.40%

Current Drawdown

Current decline from peak

-19.95%

-27.78%

+7.83%

Average Drawdown

Average peak-to-trough decline

-11.74%

-9.14%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.40%

15.68%

-3.28%

Volatility

GSBD vs. TSLX - Volatility Comparison

The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 6.21%, while Sixth Street Specialty Lending, Inc. (TSLX) has a volatility of 7.60%. This indicates that GSBD experiences smaller price fluctuations and is considered to be less risky than TSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSBDTSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

7.60%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

20.85%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.56%

24.67%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.29%

19.43%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.03%

21.50%

+9.53%

Dividends

GSBD vs. TSLX - Dividend Comparison

GSBD's dividend yield for the trailing twelve months is around 18.03%, more than TSLX's 11.46% yield.


PositionTTM20252024202320222021202020192018201720162015
GSBD
Goldman Sachs BDC, Inc.
18.03%20.26%14.88%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.47%
TSLX
Sixth Street Specialty Lending, Inc.
11.46%9.44%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%

Financials

GSBD vs. TSLX - Financials Comparison

This section allows you to compare key financial metrics between Goldman Sachs BDC, Inc. and Sixth Street Specialty Lending, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
78.79M
91.19B
(GSBD) Total Revenue
(TSLX) Total Revenue
Values in USD except per share items

GSBD vs. TSLX - Profitability Comparison

The chart below illustrates the profitability comparison between Goldman Sachs BDC, Inc. and Sixth Street Specialty Lending, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%2022202320242025202600
Portfolio components
GSBD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Goldman Sachs BDC, Inc. reported a gross profit of 0.00 and revenue of 78.79M. Therefore, the gross margin over that period was 0.0%.

TSLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported a gross profit of 0.00 and revenue of 91.19B. Therefore, the gross margin over that period was 0.0%.

GSBD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Goldman Sachs BDC, Inc. reported an operating income of 0.00 and revenue of 78.79M, resulting in an operating margin of 0.0%.

TSLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported an operating income of 0.00 and revenue of 91.19B, resulting in an operating margin of 0.0%.

GSBD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Goldman Sachs BDC, Inc. reported a net income of 24.79M and revenue of 78.79M, resulting in a net margin of 31.5%.

TSLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported a net income of 41.05B and revenue of 91.19B, resulting in a net margin of 45.0%.


Frequently Asked Questions


GSBD and TSLX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLX has higher volatility (7.60%) compared to GSBD (6.21%). In terms of maximum drawdown, GSBD dropped -62.67% vs TSLX's -50.27%.

GSBD currently has the higher Sharpe Ratio (-0.11 vs -0.84), 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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