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SCHC vs. BXSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHC vs. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) 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, SCHC achieves a 9.25% return, which is significantly higher than BXSL's -6.39% return.


SCHC

1D
0.71%
1M
-2.36%
YTD
9.25%
6M
11.25%
1Y
25.49%
3Y*
17.06%
5Y*
6.10%
10Y*
8.48%

BXSL

1D
-0.21%
1M
-1.08%
YTD
-6.39%
6M
-9.95%
1Y
-15.35%
3Y*
7.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHC vs. BXSL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCHC
Schwab International Small-Cap Equity ETF
9.25%37.59%1.97%14.36%-21.74%-2.39%
BXSL
Blackstone Secured Lending Fund
-6.39%-9.36%29.02%37.82%-26.03%32.04%

Correlation

The correlation between SCHC and BXSL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.31

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

0.32

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Return for Risk

SCHC vs. BXSL — Risk / Return Rank

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

SCHC
SCHC Risk / Return Rank: 4747
Overall Rank
SCHC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCHC Omega Ratio Rank: 4848
Omega Ratio Rank
SCHC Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHC Martin Ratio Rank: 4848
Martin Ratio Rank

BXSL
BXSL Risk / Return Rank: 1515
Overall Rank
BXSL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BXSL Sortino Ratio Rank: 1111
Sortino Ratio Rank
BXSL Omega Ratio Rank: 1414
Omega Ratio Rank
BXSL Calmar Ratio Rank: 1717
Calmar Ratio Rank
BXSL Martin Ratio Rank: 2222
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.

SCHC vs. BXSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) 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.


SCHCBXSLDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.27

0.88

+0.39

Calmar ratioReturn relative to maximum drawdown

1.93

-0.68

+2.61

Martin ratioReturn relative to average drawdown

7.12

-1.01

+8.13

SCHC vs. BXSL - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 1.49, which is higher than the BXSL Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of SCHC 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

SCHC vs. BXSL - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, which is greater than BXSL's maximum drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for SCHC and BXSL.


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Drawdown Indicators


SCHCBXSLDifference

Max Drawdown

Largest peak-to-trough decline

-43.94%

-36.80%

-7.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-23.47%

+10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-15.52%

-24.21%

+8.69%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

Current Drawdown

Current decline from peak

-3.49%

-20.54%

+17.05%

Average Drawdown

Average peak-to-trough decline

-10.04%

-14.15%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

15.73%

-12.35%

Volatility

SCHC vs. BXSL - Volatility Comparison

Schwab International Small-Cap Equity ETF (SCHC) has a higher volatility of 6.31% compared to Blackstone Secured Lending Fund (BXSL) at 5.42%. This indicates that SCHC's price experiences larger fluctuations and is considered to be riskier 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


SCHCBXSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

5.42%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

16.42%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

20.20%

-3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

23.85%

-6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

23.85%

-5.83%

Dividends

SCHC vs. BXSL - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.35%, less than BXSL's 12.91% yield.


PositionTTM20252024202320222021202020192018201720162015
BXSL
Blackstone Secured Lending Fund
12.91%11.70%9.53%10.64%13.02%1.56%0.00%0.00%0.00%0.00%0.00%0.00%
SCHC
Schwab International Small-Cap Equity ETF
3.35%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%

Frequently Asked Questions


SCHC and BXSL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHC has higher volatility (6.31%) compared to BXSL (5.42%). In terms of maximum drawdown, SCHC dropped -43.94% vs BXSL's -36.80%.

SCHC currently has the higher Sharpe Ratio (1.49 vs -0.79), 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.

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