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RDVI vs. BXSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RDVI and BXSL is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

RDVI vs. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Blackstone Secured Lending Fund (BXSL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RDVI:

0.48

BXSL:

0.59

Sortino Ratio

RDVI:

0.70

BXSL:

0.84

Omega Ratio

RDVI:

1.09

BXSL:

1.13

Calmar Ratio

RDVI:

0.43

BXSL:

0.57

Martin Ratio

RDVI:

1.48

BXSL:

2.04

Ulcer Index

RDVI:

5.31%

BXSL:

5.64%

Daily Std Dev

RDVI:

20.62%

BXSL:

21.22%

Max Drawdown

RDVI:

-18.35%

BXSL:

-36.80%

Current Drawdown

RDVI:

-6.54%

BXSL:

-7.13%

Returns By Period

In the year-to-date period, RDVI achieves a 0.99% return, which is significantly higher than BXSL's -0.84% return.


RDVI

YTD

0.99%

1M

3.49%

6M

-5.61%

1Y

9.03%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BXSL

YTD

-0.84%

1M

6.46%

6M

3.25%

1Y

11.60%

3Y*

19.28%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RDVI vs. BXSL — Risk-Adjusted Performance Rank

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

RDVI
The Risk-Adjusted Performance Rank of RDVI is 5050
Overall Rank
The Sharpe Ratio Rank of RDVI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RDVI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of RDVI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RDVI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of RDVI is 5151
Martin Ratio Rank

BXSL
The Risk-Adjusted Performance Rank of BXSL is 7070
Overall Rank
The Sharpe Ratio Rank of BXSL is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BXSL is 7474
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.

RDVI vs. BXSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) 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 RDVI Sharpe Ratio is 0.48, which is comparable to the BXSL Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of RDVI 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RDVI vs. BXSL - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 8.97%, less than BXSL's 9.84% yield.


TTM2024202320222021
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
8.97%8.62%8.45%1.53%0.00%
BXSL
Blackstone Secured Lending Fund
9.84%9.53%10.64%13.02%1.56%

Drawdowns

RDVI vs. BXSL - Drawdown Comparison

The maximum RDVI drawdown since its inception was -18.35%, smaller than the maximum BXSL drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for RDVI and BXSL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RDVI vs. BXSL - Volatility Comparison

The current volatility for FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) is 4.61%, while Blackstone Secured Lending Fund (BXSL) has a volatility of 5.36%. This indicates that RDVI 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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