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TSLX vs. MLAAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSLX and MLAAX is 0.42, 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

TSLX vs. MLAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sixth Street Specialty Lending, Inc. (TSLX) and MainStay Winslow Large Cap Growth Fund (MLAAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TSLX:

1.00

MLAAX:

-0.11

Sortino Ratio

TSLX:

1.29

MLAAX:

0.12

Omega Ratio

TSLX:

1.18

MLAAX:

1.02

Calmar Ratio

TSLX:

0.92

MLAAX:

-0.04

Martin Ratio

TSLX:

3.34

MLAAX:

-0.14

Ulcer Index

TSLX:

4.62%

MLAAX:

15.57%

Daily Std Dev

TSLX:

17.63%

MLAAX:

31.53%

Max Drawdown

TSLX:

-50.27%

MLAAX:

-55.55%

Current Drawdown

TSLX:

-1.42%

MLAAX:

-36.39%

Returns By Period

In the year-to-date period, TSLX achieves a 9.13% return, which is significantly higher than MLAAX's 3.25% return. Over the past 10 years, TSLX has outperformed MLAAX with an annualized return of 14.01%, while MLAAX has yielded a comparatively lower -0.68% annualized return.


TSLX

YTD

9.13%

1M

11.06%

6M

16.96%

1Y

17.80%

5Y*

18.83%

10Y*

14.01%

MLAAX

YTD

3.25%

1M

18.80%

6M

-14.26%

1Y

-3.43%

5Y*

0.62%

10Y*

-0.68%

*Annualized

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Risk-Adjusted Performance

TSLX vs. MLAAX — Risk-Adjusted Performance Rank

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

TSLX
The Risk-Adjusted Performance Rank of TSLX is 7878
Overall Rank
The Sharpe Ratio Rank of TSLX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TSLX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TSLX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TSLX is 8080
Martin Ratio Rank

MLAAX
The Risk-Adjusted Performance Rank of MLAAX is 1414
Overall Rank
The Sharpe Ratio Rank of MLAAX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of MLAAX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MLAAX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of MLAAX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of MLAAX is 1313
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.

TSLX vs. MLAAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sixth Street Specialty Lending, Inc. (TSLX) and MainStay Winslow Large Cap Growth Fund (MLAAX). 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 TSLX Sharpe Ratio is 1.00, which is higher than the MLAAX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TSLX and MLAAX, 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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Dividends

TSLX vs. MLAAX - Dividend Comparison

TSLX's dividend yield for the trailing twelve months is around 9.17%, while MLAAX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TSLX
Sixth Street Specialty Lending, Inc.
9.17%11.97%9.72%10.34%15.35%11.08%8.43%9.84%10.81%8.35%9.62%9.10%
MLAAX
MainStay Winslow Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TSLX vs. MLAAX - Drawdown Comparison

The maximum TSLX drawdown since its inception was -50.27%, smaller than the maximum MLAAX drawdown of -55.55%. Use the drawdown chart below to compare losses from any high point for TSLX and MLAAX. For additional features, visit the drawdowns tool.


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Volatility

TSLX vs. MLAAX - Volatility Comparison

The current volatility for Sixth Street Specialty Lending, Inc. (TSLX) is 5.42%, while MainStay Winslow Large Cap Growth Fund (MLAAX) has a volatility of 6.78%. This indicates that TSLX experiences smaller price fluctuations and is considered to be less risky than MLAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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