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MSDL vs. FDUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MSDL and FDUS is 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

MSDL vs. FDUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Direct Lending Fund (MSDL) and Fidus Investment Corporation (FDUS). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%December2025FebruaryMarchAprilMay
6.82%
11.95%
MSDL
FDUS

Key characteristics

Sharpe Ratio

MSDL:

0.01

FDUS:

0.26

Sortino Ratio

MSDL:

0.18

FDUS:

0.48

Omega Ratio

MSDL:

1.02

FDUS:

1.07

Calmar Ratio

MSDL:

0.01

FDUS:

0.21

Martin Ratio

MSDL:

0.03

FDUS:

0.80

Ulcer Index

MSDL:

9.96%

FDUS:

6.14%

Daily Std Dev

MSDL:

24.43%

FDUS:

19.02%

Max Drawdown

MSDL:

-18.12%

FDUS:

-69.51%

Current Drawdown

MSDL:

-10.66%

FDUS:

-16.26%

Fundamentals

Market Cap

MSDL:

$1.71B

FDUS:

$656.43M

PE Ratio

MSDL:

7.99

FDUS:

7.88

PS Ratio

MSDL:

6.80

FDUS:

4.49

PB Ratio

MSDL:

0.93

FDUS:

1.01

Total Revenue (TTM)

MSDL:

$227.04M

FDUS:

$111.50M

Gross Profit (TTM)

MSDL:

$210.64M

FDUS:

$111.50M

EBITDA (TTM)

MSDL:

$88.35M

FDUS:

$54.95M

Returns By Period

In the year-to-date period, MSDL achieves a -3.72% return, which is significantly higher than FDUS's -6.90% return.


MSDL

YTD

-3.72%

1M

-3.34%

6M

2.25%

1Y

-0.66%

5Y*

N/A

10Y*

N/A

FDUS

YTD

-6.90%

1M

-5.59%

6M

3.62%

1Y

6.94%

5Y*

31.68%

10Y*

12.97%

*Annualized

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Risk-Adjusted Performance

MSDL vs. FDUS — Risk-Adjusted Performance Rank

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

MSDL
The Risk-Adjusted Performance Rank of MSDL is 4646
Overall Rank
The Sharpe Ratio Rank of MSDL is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MSDL is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MSDL is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MSDL is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MSDL is 5050
Martin Ratio Rank

FDUS
The Risk-Adjusted Performance Rank of FDUS is 5656
Overall Rank
The Sharpe Ratio Rank of FDUS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FDUS is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FDUS is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDUS is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FDUS is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSDL vs. FDUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Direct Lending Fund (MSDL) and Fidus Investment Corporation (FDUS). 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 chart of Sharpe ratio for MSDL, currently valued at 0.01, compared to the broader market-2.00-1.000.001.002.003.00
MSDL: 0.01
FDUS: 0.26
The chart of Sortino ratio for MSDL, currently valued at 0.18, compared to the broader market-6.00-4.00-2.000.002.004.00
MSDL: 0.18
FDUS: 0.48
The chart of Omega ratio for MSDL, currently valued at 1.02, compared to the broader market0.501.001.502.00
MSDL: 1.02
FDUS: 1.07
The chart of Calmar ratio for MSDL, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
MSDL: 0.01
FDUS: 0.21
The chart of Martin ratio for MSDL, currently valued at 0.03, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
MSDL: 0.03
FDUS: 0.80

The current MSDL Sharpe Ratio is 0.01, which is lower than the FDUS Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of MSDL and FDUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27
0.01
0.26
MSDL
FDUS

Dividends

MSDL vs. FDUS - Dividend Comparison

MSDL's dividend yield for the trailing twelve months is around 11.33%, less than FDUS's 12.11% yield.


TTM20242023202220212020201920182017201620152014
MSDL
Morgan Stanley Direct Lending Fund
11.33%10.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDUS
Fidus Investment Corporation
12.11%11.51%14.63%10.51%8.90%10.15%8.17%13.69%10.54%10.17%11.66%11.51%

Drawdowns

MSDL vs. FDUS - Drawdown Comparison

The maximum MSDL drawdown since its inception was -18.12%, smaller than the maximum FDUS drawdown of -69.51%. Use the drawdown chart below to compare losses from any high point for MSDL and FDUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.66%
-16.26%
MSDL
FDUS

Volatility

MSDL vs. FDUS - Volatility Comparison

The current volatility for Morgan Stanley Direct Lending Fund (MSDL) is 11.42%, while Fidus Investment Corporation (FDUS) has a volatility of 14.66%. This indicates that MSDL experiences smaller price fluctuations and is considered to be less risky than FDUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.42%
14.66%
MSDL
FDUS

Financials

MSDL vs. FDUS - Financials Comparison

This section allows you to compare key financial metrics between Morgan Stanley Direct Lending Fund and Fidus Investment Corporation. 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


0.0020.00M40.00M60.00M80.00M100.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
61.27M
37.46M
(MSDL) Total Revenue
(FDUS) Total Revenue
Values in USD except per share items