TSLX vs. RYLD

In the year-to-date period, TSLX achieves a 0.62% return, which is significantly higher than RYLD's -7.85% return.

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This table presents a comparison of risk-adjusted performance metrics for Sixth Street Specialty Lending, Inc. (TSLX) and Global X Russell 2000 Covered Call ETF (RYLD). 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 0.50, which is higher than the RYLD Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of TSLX and RYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSLX's dividend yield for the trailing twelve months is around 9.94%, less than RYLD's 13.38% yield.

The maximum TSLX drawdown since its inception was -50.27%, which is greater than RYLD's maximum drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for TSLX and RYLD. For additional features, visit the drawdowns tool.

The current volatility for Sixth Street Specialty Lending, Inc. (TSLX) is 11.94%, while Global X Russell 2000 Covered Call ETF (RYLD) has a volatility of 12.57%. This indicates that TSLX experiences smaller price fluctuations and is considered to be less risky than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.