PSEC vs. SLQD
Compare and contrast key facts about Prospect Capital Corporation (PSEC) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD).
SLQD is a passively managed fund by iShares that tracks the performance of the Markit iBoxx USD Liquid Investment Grade 0-5 Index. It was launched on Oct 15, 2013.
Performance
PSEC vs. SLQD - Performance Comparison
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PSEC vs. SLQD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSEC Prospect Capital Corporation | 5.88% | -28.86% | -18.16% | -4.13% | -8.61% | 70.00% | -3.54% | 13.83% | 4.09% | -9.44% |
SLQD iShares 0-5 Year Investment Grade Corporate Bond ETF | 0.29% | 6.27% | 4.94% | 5.98% | -4.38% | -0.61% | 4.76% | 6.09% | 1.09% | 2.12% |
Returns By Period
In the year-to-date period, PSEC achieves a 5.88% return, which is significantly higher than SLQD's 0.29% return. Over the past 10 years, PSEC has underperformed SLQD with an annualized return of 1.82%, while SLQD has yielded a comparatively higher 2.68% annualized return.
PSEC
- 1D
- 3.98%
- 1M
- -2.32%
- YTD
- 5.88%
- 6M
- 4.98%
- 1Y
- -23.27%
- 3Y*
- -16.65%
- 5Y*
- -9.07%
- 10Y*
- 1.82%
SLQD
- 1D
- 0.21%
- 1M
- -0.59%
- YTD
- 0.29%
- 6M
- 1.48%
- 1Y
- 4.74%
- 3Y*
- 5.22%
- 5Y*
- 2.52%
- 10Y*
- 2.68%
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Return for Risk
PSEC vs. SLQD — Risk / Return Rank
PSEC
SLQD
PSEC vs. SLQD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prospect Capital Corporation (PSEC) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). 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.
| PSEC | SLQD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.69 | 2.48 | -3.17 |
Sortino ratioReturn per unit of downside risk | -0.90 | 3.70 | -4.59 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.56 | -0.67 |
Calmar ratioReturn relative to maximum drawdown | -0.72 | 4.50 | -5.22 |
Martin ratioReturn relative to average drawdown | -1.04 | 18.76 | -19.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSEC | SLQD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.69 | 2.48 | -3.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 1.04 | -1.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.86 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.84 | -0.74 |
Correlation
The correlation between PSEC and SLQD is 0.07, 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.
Dividends
PSEC vs. SLQD - Dividend Comparison
PSEC's dividend yield for the trailing twelve months is around 20.69%, more than SLQD's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSEC Prospect Capital Corporation | 20.69% | 20.85% | 16.01% | 12.02% | 10.30% | 8.56% | 13.31% | 11.18% | 11.41% | 13.45% | 11.98% | 14.72% |
SLQD iShares 0-5 Year Investment Grade Corporate Bond ETF | 4.22% | 4.15% | 3.71% | 2.99% | 2.00% | 1.67% | 2.34% | 2.89% | 2.55% | 1.98% | 1.81% | 1.43% |
Drawdowns
PSEC vs. SLQD - Drawdown Comparison
The maximum PSEC drawdown since its inception was -61.51%, which is greater than SLQD's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for PSEC and SLQD.
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Drawdown Indicators
| PSEC | SLQD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.51% | -12.69% | -48.82% |
Max Drawdown (1Y)Largest decline over 1 year | -32.01% | -1.06% | -30.95% |
Max Drawdown (5Y)Largest decline over 5 years | -55.18% | -7.63% | -47.55% |
Max Drawdown (10Y)Largest decline over 10 years | -55.18% | -12.69% | -42.49% |
Current DrawdownCurrent decline from peak | -48.91% | -0.59% | -48.32% |
Average DrawdownAverage peak-to-trough decline | -15.32% | -0.88% | -14.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.63% | 0.26% | +22.37% |
Volatility
PSEC vs. SLQD - Volatility Comparison
Prospect Capital Corporation (PSEC) has a higher volatility of 9.13% compared to iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) at 0.73%. This indicates that PSEC's price experiences larger fluctuations and is considered to be riskier than SLQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSEC | SLQD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 0.73% | +8.40% |
Volatility (6M)Calculated over the trailing 6-month period | 24.68% | 1.00% | +23.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.68% | 1.92% | +31.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.28% | 2.43% | +24.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.86% | 3.14% | +23.72% |