MSDL vs. GLD

In the year-to-date period, MSDL achieves a -3.37% return, which is significantly lower than GLD's 27.93% return.

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This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Direct Lending Fund (MSDL) and SPDR Gold Trust (GLD). 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 GLD Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of MSDL and GLD, 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%, while GLD has not paid dividends to shareholders.

The maximum MSDL drawdown since its inception was -18.12%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for MSDL and GLD.

Morgan Stanley Direct Lending Fund (MSDL) and SPDR Gold Trust (GLD) have volatilities of 7.78% and 7.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.