PortfoliosLab logo
PFLEX vs. BXSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFLEX and BXSL is 0.30, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

PFLEX:

3.10

BXSL:

0.19

Sortino Ratio

PFLEX:

5.78

BXSL:

0.40

Omega Ratio

PFLEX:

1.88

BXSL:

1.06

Calmar Ratio

PFLEX:

4.29

BXSL:

0.15

Martin Ratio

PFLEX:

19.02

BXSL:

0.66

Ulcer Index

PFLEX:

0.67%

BXSL:

6.54%

Daily Std Dev

PFLEX:

4.14%

BXSL:

21.83%

Max Drawdown

PFLEX:

-24.60%

BXSL:

-41.26%

Current Drawdown

PFLEX:

-0.47%

BXSL:

-15.25%

Returns By Period

In the year-to-date period, PFLEX achieves a 2.47% return, which is significantly higher than BXSL's -1.27% return.


PFLEX

YTD

2.47%

1M

2.16%

6M

3.40%

1Y

12.67%

3Y*

8.48%

5Y*

10.41%

10Y*

N/A

BXSL

YTD

-1.27%

1M

10.38%

6M

2.67%

1Y

4.18%

3Y*

8.73%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PIMCO Flexible Credit Income Fund

Blackstone Secured Lending Fund

Risk-Adjusted Performance

PFLEX vs. BXSL — Risk-Adjusted Performance Rank

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

PFLEX
The Risk-Adjusted Performance Rank of PFLEX is 9797
Overall Rank
The Sharpe Ratio Rank of PFLEX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of PFLEX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of PFLEX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of PFLEX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PFLEX is 9797
Martin Ratio Rank

BXSL
The Risk-Adjusted Performance Rank of BXSL is 5555
Overall Rank
The Sharpe Ratio Rank of BXSL is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 4848
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BXSL 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.

PFLEX vs. BXSL - Risk-Adjusted Performance 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.


The current PFLEX Sharpe Ratio is 3.10, which is higher than the BXSL Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PFLEX 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.


Loading data...

Dividends

PFLEX vs. BXSL - Dividend Comparison

PFLEX's dividend yield for the trailing twelve months is around 10.85%, more than BXSL's 9.66% yield.


TTM20242023202220212020201920182017
PFLEX
PIMCO Flexible Credit Income Fund
10.85%10.52%12.77%19.51%8.55%8.52%7.73%10.59%4.78%
BXSL
Blackstone Secured Lending Fund
9.66%9.53%10.64%13.02%1.56%0.00%0.00%0.00%0.00%

Drawdowns

PFLEX vs. BXSL - Drawdown Comparison

The maximum PFLEX drawdown since its inception was -24.60%, smaller than the maximum BXSL drawdown of -41.26%. Use the drawdown chart below to compare losses from any high point for PFLEX and BXSL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PFLEX vs. BXSL - Volatility Comparison

The current volatility for PIMCO Flexible Credit Income Fund (PFLEX) is 1.07%, while Blackstone Secured Lending Fund (BXSL) has a volatility of 5.23%. 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.


Loading data...