MSDL vs. BXSL

In the year-to-date period, MSDL achieves a -3.37% return, which is significantly lower than BXSL's -0.84% return.

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This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Direct Lending Fund (MSDL) and Blackstone Secured Lending Fund (BXSL). 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.

The current MSDL Sharpe Ratio is -0.11, which is lower than the BXSL Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of MSDL and BXSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSDL's dividend yield for the trailing twelve months is around 11.29%, more than BXSL's 9.84% yield.

The maximum MSDL drawdown since its inception was -18.12%, smaller than the maximum BXSL drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for MSDL and BXSL.

Morgan Stanley Direct Lending Fund (MSDL) has a higher volatility of 7.78% compared to Blackstone Secured Lending Fund (BXSL) at 5.36%. This indicates that MSDL's price experiences larger fluctuations and is considered to be riskier than BXSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Morgan Stanley Direct Lending Fund and Blackstone Secured Lending Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.