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OCSL vs. RPIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OCSL vs. RPIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oaktree Specialty Lending Corporation (OCSL) and T. Rowe Price Institutional Floating Rate Fund (RPIFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCSL achieves a -4.33% return, which is significantly lower than RPIFX's 1.15% return. Over the past 10 years, OCSL has outperformed RPIFX with an annualized return of 7.88%, while RPIFX has yielded a comparatively lower 4.83% annualized return.


OCSL

1D
-1.47%
1M
-0.18%
YTD
-4.33%
6M
-4.70%
1Y
-5.66%
3Y*
-4.04%
5Y*
0.33%
10Y*
7.88%

RPIFX

1D
0.00%
1M
0.25%
YTD
1.15%
6M
1.76%
1Y
5.61%
3Y*
7.42%
5Y*
5.23%
10Y*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCSL vs. RPIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCSL
Oaktree Specialty Lending Corporation
-4.33%-6.06%-15.15%11.25%3.74%44.99%11.00%38.74%-6.31%-1.09%
RPIFX
T. Rowe Price Institutional Floating Rate Fund
1.15%6.71%8.47%10.13%-1.96%4.67%2.42%8.82%0.39%3.78%

Correlation

The correlation between OCSL and RPIFX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.19

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

0.20

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2008

0.18

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Return for Risk

OCSL vs. RPIFX — Risk / Return Rank

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

OCSL
OCSL Risk / Return Rank: 2929
Overall Rank
OCSL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
OCSL Sortino Ratio Rank: 2626
Sortino Ratio Rank
OCSL Omega Ratio Rank: 2626
Omega Ratio Rank
OCSL Calmar Ratio Rank: 3333
Calmar Ratio Rank
OCSL Martin Ratio Rank: 3030
Martin Ratio Rank

RPIFX
RPIFX Risk / Return Rank: 8888
Overall Rank
RPIFX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RPIFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
RPIFX Omega Ratio Rank: 9797
Omega Ratio Rank
RPIFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RPIFX Martin Ratio Rank: 8383
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.

OCSL vs. RPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oaktree Specialty Lending Corporation (OCSL) and T. Rowe Price Institutional Floating Rate Fund (RPIFX). 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.


OCSLRPIFXDifference
Sharpe ratioReturn per unit of total volatility

-2.64

Sortino ratioReturn per unit of downside risk

-5.94

Omega ratioGain probability vs. loss probability

0.97

1.90

-0.93

Calmar ratioReturn relative to maximum drawdown

-0.29

3.91

-4.20

Martin ratioReturn relative to average drawdown

-0.62

14.27

-14.89

OCSL vs. RPIFX - Sharpe Ratio Comparison

The current OCSL Sharpe Ratio is -0.26, which is lower than the RPIFX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of OCSL and RPIFX, 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

OCSL vs. RPIFX - Drawdown Comparison

The maximum OCSL drawdown since its inception was -59.52%, which is greater than RPIFX's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for OCSL and RPIFX.


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Drawdown Indicators


OCSLRPIFXDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-25.10%

-34.42%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-1.44%

-18.33%

Max Drawdown (3Y)

Largest decline over 3 years

-34.16%

-2.28%

-31.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-5.90%

-28.26%

Max Drawdown (10Y)

Largest decline over 10 years

-57.32%

-19.67%

-37.65%

Current Drawdown

Current decline from peak

-27.70%

-0.32%

-27.38%

Average Drawdown

Average peak-to-trough decline

-16.69%

-1.33%

-15.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

0.39%

+8.76%

Volatility

OCSL vs. RPIFX - Volatility Comparison

Oaktree Specialty Lending Corporation (OCSL) has a higher volatility of 6.58% compared to T. Rowe Price Institutional Floating Rate Fund (RPIFX) at 0.57%. This indicates that OCSL's price experiences larger fluctuations and is considered to be riskier than RPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCSLRPIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

0.57%

+6.01%

Volatility (6M)

Calculated over the trailing 6-month period

17.82%

1.74%

+16.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

2.38%

+19.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

2.76%

+17.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

3.80%

+23.09%

Dividends

OCSL vs. RPIFX - Dividend Comparison

OCSL's dividend yield for the trailing twelve months is around 13.49%, more than RPIFX's 7.02% yield.


PositionTTM20252024202320222021202020192018201720162015
OCSL
Oaktree Specialty Lending Corporation
13.49%13.27%14.40%11.12%11.86%7.37%7.27%6.96%8.75%8.38%13.41%10.84%
RPIFX
T. Rowe Price Institutional Floating Rate Fund
7.02%7.22%7.77%6.53%4.12%3.94%4.29%5.12%5.16%4.32%4.31%4.45%

Frequently Asked Questions


OCSL and RPIFX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OCSL has higher volatility (6.58%) compared to RPIFX (0.57%). In terms of maximum drawdown, OCSL dropped -59.52% vs RPIFX's -25.10%.

RPIFX currently has the higher Sharpe Ratio (2.38 vs -0.26), 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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