SRLN vs. VTTVX
SRLN (State Street Blackstone Senior Loan ETF) and VTTVX (Vanguard Target Retirement 2025 Fund) are both funds - SRLN is a Bank Loan fund actively managed by State Street, while VTTVX is a Diversified Portfolio fund managed by Vanguard. Over the past 10 years, SRLN returned 4.52%/yr vs 7.98%/yr for VTTVX. At a 0.47 correlation, their price movements are largely independent. SRLN charges 0.70%/yr vs 0.08%/yr for VTTVX.
Performance
SRLN vs. VTTVX - Performance Comparison
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Returns By Period
In the year-to-date period, SRLN achieves a 0.50% return, which is significantly lower than VTTVX's 5.56% return. Over the past 10 years, SRLN has underperformed VTTVX with an annualized return of 4.52%, while VTTVX has yielded a comparatively higher 7.98% annualized return.
SRLN
- 1D
- 0.00%
- 1M
- -0.16%
- YTD
- 0.50%
- 6M
- 0.94%
- 1Y
- 5.31%
- 3Y*
- 7.44%
- 5Y*
- 4.52%
- 10Y*
- 4.52%
VTTVX
- 1D
- 1.40%
- 1M
- 0.05%
- YTD
- 5.56%
- 6M
- 6.18%
- 1Y
- 15.21%
- 3Y*
- 12.18%
- 5Y*
- 5.66%
- 10Y*
- 7.98%
SRLN vs. VTTVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRLN State Street Blackstone Senior Loan ETF | 0.50% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
VTTVX Vanguard Target Retirement 2025 Fund | 5.56% | 14.63% | 9.23% | 14.76% | -15.57% | 9.78% | 13.31% | 19.63% | -5.14% | 13.68% |
Correlation
The correlation between SRLN and VTTVX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.47 |
The correlation between SRLN and VTTVX shifts across timeframes, from 0.47 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SRLN vs. VTTVX — Risk / Return Rank
SRLN
VTTVX
SRLN vs. VTTVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone Senior Loan ETF (SRLN) and Vanguard Target Retirement 2025 Fund (VTTVX). 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.
| SRLN | VTTVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.66 | -1.06 |
| Martin ratioReturn relative to average drawdown | 5.93 | 11.38 | -5.44 |
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Drawdowns
SRLN vs. VTTVX - Drawdown Comparison
The maximum SRLN drawdown since its inception was -22.29%, smaller than the maximum VTTVX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for SRLN and VTTVX.
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Drawdown Indicators
| SRLN | VTTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -46.03% | +23.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -5.57% | +2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -4.26% | -7.84% | +3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | -21.52% | +13.59% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -22.51% | +0.22% |
Current DrawdownCurrent decline from peak | -0.30% | -1.17% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -5.05% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 1.30% | -0.42% |
Volatility
SRLN vs. VTTVX - Volatility Comparison
The current volatility for State Street Blackstone Senior Loan ETF (SRLN) is 0.53%, while Vanguard Target Retirement 2025 Fund (VTTVX) has a volatility of 3.03%. This indicates that SRLN experiences smaller price fluctuations and is considered to be less risky than VTTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRLN | VTTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.53% | 3.03% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.65% | 6.01% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.90% | 7.23% | -4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.91% | 9.14% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 9.96% | -3.90% |
SRLN vs. VTTVX - Expense Ratio Comparison
SRLN has a 0.70% expense ratio, which is higher than VTTVX's 0.08% expense ratio.
Dividends
SRLN vs. VTTVX - Dividend Comparison
SRLN's dividend yield for the trailing twelve months is around 7.51%, more than VTTVX's 7.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRLN State Street Blackstone Senior Loan ETF | 7.51% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
VTTVX Vanguard Target Retirement 2025 Fund | 7.00% | 7.38% | 7.63% | 3.96% | 2.96% | 16.28% | 4.35% | 2.57% | 3.14% | 0.47% | 2.68% | 4.98% |
Frequently Asked Questions
SRLN and VTTVX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTTVX has higher volatility (3.03%) compared to SRLN (0.53%). In terms of maximum drawdown, SRLN dropped -22.29% vs VTTVX's -46.03%.
VTTVX currently has the higher Sharpe Ratio (2.05 vs 1.80), 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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