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PFLEX vs. BXSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFLEX vs. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Flexible Credit Income Fund (PFLEX) and Blackstone Secured Lending Fund (BXSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFLEX achieves a -1.04% return, which is significantly higher than BXSL's -8.86% return.


PFLEX

1D
0.00%
1M
1.60%
YTD
-1.04%
6M
-1.27%
1Y
2.87%
3Y*
8.77%
5Y*
3.70%
10Y*

BXSL

1D
-1.65%
1M
-0.47%
YTD
-8.86%
6M
-8.91%
1Y
-16.53%
3Y*
5.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFLEX vs. BXSL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFLEX
PIMCO Flexible Credit Income Fund
-1.04%7.28%14.00%10.05%-14.68%1.92%
BXSL
Blackstone Secured Lending Fund
-8.86%-9.36%29.02%37.82%-26.03%32.04%

Correlation

The correlation between PFLEX and BXSL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.14

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Return for Risk

PFLEX vs. BXSL — Risk / Return Rank

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

PFLEX
PFLEX Risk / Return Rank: 1212
Overall Rank
PFLEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PFLEX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PFLEX Omega Ratio Rank: 1616
Omega Ratio Rank
PFLEX Calmar Ratio Rank: 99
Calmar Ratio Rank
PFLEX Martin Ratio Rank: 88
Martin Ratio Rank

BXSL
BXSL Risk / Return Rank: 1313
Overall Rank
BXSL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BXSL Sortino Ratio Rank: 1010
Sortino Ratio Rank
BXSL Omega Ratio Rank: 1212
Omega Ratio Rank
BXSL Calmar Ratio Rank: 1616
Calmar Ratio Rank
BXSL Martin Ratio Rank: 2020
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.

PFLEX vs. BXSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Flexible Credit Income Fund (PFLEX) 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.

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.


PFLEXBXSLDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.20

0.88

+0.32

Calmar ratioReturn relative to maximum drawdown

0.84

-0.71

+1.54

Martin ratioReturn relative to average drawdown

2.15

-1.04

+3.19

PFLEX vs. BXSL - Sharpe Ratio Comparison

The current PFLEX Sharpe Ratio is 0.88, which is higher than the BXSL Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of PFLEX and BXSL, 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

PFLEX vs. BXSL - Drawdown Comparison

The maximum PFLEX drawdown since its inception was -24.60%, smaller than the maximum BXSL drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for PFLEX and BXSL.


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Drawdown Indicators


PFLEXBXSLDifference

Max Drawdown

Largest peak-to-trough decline

-24.60%

-36.80%

+12.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-23.47%

+19.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.28%

-24.21%

+19.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Current Drawdown

Current decline from peak

-1.68%

-22.64%

+20.96%

Average Drawdown

Average peak-to-trough decline

-3.99%

-14.18%

+10.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

15.99%

-14.42%

Volatility

PFLEX vs. BXSL - Volatility Comparison

The current volatility for PIMCO Flexible Credit Income Fund (PFLEX) is 1.51%, while Blackstone Secured Lending Fund (BXSL) has a volatility of 5.32%. This indicates that PFLEX experiences smaller price fluctuations and is considered to be less risky than BXSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFLEXBXSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

5.32%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

16.51%

-13.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.09%

20.26%

-16.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

23.82%

-18.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

23.82%

-17.93%

Dividends

PFLEX vs. BXSL - Dividend Comparison

PFLEX's dividend yield for the trailing twelve months is around 5.96%, less than BXSL's 13.26% yield.


PositionTTM20252024202320222021202020192018
BXSL
Blackstone Secured Lending Fund
13.26%11.70%9.53%10.64%13.02%1.56%0.00%0.00%0.00%
PFLEX
PIMCO Flexible Credit Income Fund
5.96%6.59%9.41%12.77%14.50%9.06%8.51%9.86%10.59%

Frequently Asked Questions


PFLEX and BXSL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXSL has higher volatility (5.32%) compared to PFLEX (1.51%). In terms of maximum drawdown, PFLEX dropped -24.60% vs BXSL's -36.80%.

PFLEX currently has the higher Sharpe Ratio (0.88 vs -0.82), 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.

Portfolio Optimizer

Find the right allocation for PFLEX and BXSL

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