PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RDVI vs. BXSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RDVI and BXSL is 0.43, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.78%
7.22%
RDVI
BXSL

Key characteristics

Sharpe Ratio

RDVI:

1.13

BXSL:

2.00

Sortino Ratio

RDVI:

1.72

BXSL:

2.69

Omega Ratio

RDVI:

1.21

BXSL:

1.35

Calmar Ratio

RDVI:

1.98

BXSL:

2.94

Martin Ratio

RDVI:

6.40

BXSL:

8.62

Ulcer Index

RDVI:

2.59%

BXSL:

3.19%

Daily Std Dev

RDVI:

14.65%

BXSL:

13.76%

Max Drawdown

RDVI:

-12.56%

BXSL:

-36.80%

Current Drawdown

RDVI:

-7.34%

BXSL:

-1.04%

Returns By Period

In the year-to-date period, RDVI achieves a 14.70% return, which is significantly lower than BXSL's 25.74% return.


RDVI

YTD

14.70%

1M

-4.32%

6M

8.60%

1Y

15.25%

5Y*

N/A

10Y*

N/A

BXSL

YTD

25.74%

1M

2.71%

6M

6.55%

1Y

27.56%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for RDVI, currently valued at 1.13, compared to the broader market0.002.004.001.132.00
The chart of Sortino ratio for RDVI, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.001.722.69
The chart of Omega ratio for RDVI, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.35
The chart of Calmar ratio for RDVI, currently valued at 1.98, compared to the broader market0.005.0010.0015.001.982.94
The chart of Martin ratio for RDVI, currently valued at 6.40, compared to the broader market0.0020.0040.0060.0080.00100.006.408.62
RDVI
BXSL

The current RDVI Sharpe Ratio is 1.13, which is lower than the BXSL Sharpe Ratio of 2.00. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.13
2.00
RDVI
BXSL

Dividends

RDVI vs. BXSL - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 9.31%, less than BXSL's 9.55% yield.


TTM202320222021
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
8.61%8.45%1.53%0.00%
BXSL
Blackstone Secured Lending Fund
9.55%10.64%13.02%1.56%

Drawdowns

RDVI vs. BXSL - Drawdown Comparison

The maximum RDVI drawdown since its inception was -12.56%, 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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.34%
-1.04%
RDVI
BXSL

Volatility

RDVI vs. BXSL - Volatility Comparison

FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Blackstone Secured Lending Fund (BXSL) have volatilities of 4.37% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.37%
4.55%
RDVI
BXSL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab