SCHF vs. BXSL
SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index, while BXSL (Blackstone Secured Lending Fund) is a stock. Over the past 3 years, SCHF returned 19.18%/yr vs 7.49%/yr for BXSL. At a 0.33 correlation, their price movements are largely independent.
Performance
SCHF vs. BXSL - Performance Comparison
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Returns By Period
In the year-to-date period, SCHF achieves a 15.39% return, which is significantly higher than BXSL's -6.39% return.
SCHF
- 1D
- 0.29%
- 1M
- 1.69%
- YTD
- 15.39%
- 6M
- 17.24%
- 1Y
- 31.75%
- 3Y*
- 19.18%
- 5Y*
- 9.76%
- 10Y*
- 10.82%
BXSL
- 1D
- -0.21%
- 1M
- -1.08%
- YTD
- -6.39%
- 6M
- -9.95%
- 1Y
- -15.35%
- 3Y*
- 7.49%
- 5Y*
- —
- 10Y*
- —
SCHF vs. BXSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 15.39% | 34.55% | 3.28% | 18.35% | -14.80% | -0.16% |
BXSL Blackstone Secured Lending Fund | -6.39% | -9.36% | 29.02% | 37.82% | -26.03% | 32.04% |
Correlation
The correlation between SCHF and BXSL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.33 |
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Return for Risk
SCHF vs. BXSL — Risk / Return Rank
SCHF
BXSL
SCHF vs. BXSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) 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.
| SCHF | BXSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.60 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.88 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | -0.68 | +3.32 |
| Martin ratioReturn relative to average drawdown | 10.14 | -1.01 | +11.16 |
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Drawdowns
SCHF vs. BXSL - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum BXSL drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for SCHF and BXSL.
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Drawdown Indicators
| SCHF | BXSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.87% | -36.80% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -23.47% | +11.99% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -24.21% | +10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | — | — |
Current DrawdownCurrent decline from peak | -1.00% | -20.54% | +19.54% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -14.15% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 15.73% | -12.74% |
Volatility
SCHF vs. BXSL - Volatility Comparison
Schwab International Equity ETF (SCHF) has a higher volatility of 6.91% compared to Blackstone Secured Lending Fund (BXSL) at 5.42%. This indicates that SCHF'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
| SCHF | BXSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.42% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 16.42% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 20.20% | -3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 23.85% | -7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 23.85% | -6.61% |
Dividends
SCHF vs. BXSL - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 2.96%, less than BXSL's 12.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHF Schwab International Equity ETF | 2.96% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
SCHF and BXSL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHF has higher volatility (6.91%) compared to BXSL (5.42%). In terms of maximum drawdown, SCHF dropped -34.87% vs BXSL's -36.80%.
SCHF currently has the higher Sharpe Ratio (1.82 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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