XFLT vs. PFLT
Compare and contrast key facts about XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and PennantPark Floating Rate Capital Ltd. (PFLT).
Performance
XFLT vs. PFLT - Performance Comparison
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XFLT vs. PFLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | -25.50% | -15.35% | 7.37% | 30.40% | -20.30% | 31.30% | 5.13% | 22.05% | -15.10% | -5.55% |
PFLT PennantPark Floating Rate Capital Ltd. | -10.49% | -4.17% | 0.62% | 23.05% | -5.53% | 32.64% | -1.41% | 15.52% | -8.29% | -2.36% |
Fundamentals
XFLT:
$0.77
PFLT:
$0.63
XFLT:
22.08
PFLT:
12.70
XFLT:
0.43
PFLT:
0.07
XFLT:
8.92
PFLT:
3.24
XFLT:
$145.51M
PFLT:
$149.03M
XFLT:
$71.02M
PFLT:
$48.69M
XFLT:
$94.88M
PFLT:
$39.60M
Returns By Period
In the year-to-date period, XFLT achieves a -25.50% return, which is significantly lower than PFLT's -10.49% return.
XFLT
- 1D
- -0.64%
- 1M
- 1.12%
- YTD
- -25.50%
- 6M
- -29.37%
- 1Y
- -31.67%
- 3Y*
- -5.62%
- 5Y*
- -5.83%
- 10Y*
- —
PFLT
- 1D
- -0.37%
- 1M
- -2.38%
- YTD
- -10.49%
- 6M
- -1.46%
- 1Y
- -18.09%
- 3Y*
- 2.30%
- 5Y*
- 2.68%
- 10Y*
- 6.48%
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Return for Risk
XFLT vs. PFLT — Risk / Return Rank
XFLT
PFLT
XFLT vs. PFLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and PennantPark Floating Rate Capital Ltd. (PFLT). 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.
| XFLT | PFLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.38 | -0.77 | -0.61 |
Sortino ratioReturn per unit of downside risk | -1.99 | -0.93 | -1.07 |
Omega ratioGain probability vs. loss probability | 0.74 | 0.87 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.85 | +0.07 |
Martin ratioReturn relative to average drawdown | -2.06 | -1.70 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XFLT | PFLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.38 | -0.77 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.13 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.24 | -0.26 |
Correlation
The correlation between XFLT and PFLT is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XFLT vs. PFLT - Dividend Comparison
XFLT's dividend yield for the trailing twelve months is around 24.14%, more than PFLT's 15.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | 24.14% | 18.23% | 15.24% | 13.61% | 13.86% | 9.82% | 10.64% | 10.63% | 11.33% | 1.47% | 0.00% | 0.00% |
PFLT PennantPark Floating Rate Capital Ltd. | 15.36% | 13.27% | 11.25% | 9.98% | 10.38% | 8.93% | 10.83% | 9.24% | 9.59% | 8.31% | 8.08% | 10.04% |
Drawdowns
XFLT vs. PFLT - Drawdown Comparison
The maximum XFLT drawdown since its inception was -55.43%, smaller than the maximum PFLT drawdown of -69.77%. Use the drawdown chart below to compare losses from any high point for XFLT and PFLT.
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Drawdown Indicators
| XFLT | PFLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -69.77% | +14.34% |
Max Drawdown (1Y)Largest decline over 1 year | -40.67% | -21.90% | -18.77% |
Max Drawdown (5Y)Largest decline over 5 years | -47.04% | -29.64% | -17.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.77% | — |
Current DrawdownCurrent decline from peak | -40.77% | -20.17% | -20.60% |
Average DrawdownAverage peak-to-trough decline | -13.94% | -8.01% | -5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.38% | 10.91% | +4.47% |
Volatility
XFLT vs. PFLT - Volatility Comparison
XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 13.54% compared to PennantPark Floating Rate Capital Ltd. (PFLT) at 7.48%. This indicates that XFLT's price experiences larger fluctuations and is considered to be riskier than PFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XFLT | PFLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.54% | 7.48% | +6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 18.12% | 15.40% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 23.55% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.29% | 20.93% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.36% | 28.80% | -2.44% |
Financials
XFLT vs. PFLT - Financials Comparison
This section allows you to compare key financial metrics between XAI Octagon Floating Rate & Alternative Income Term Trust and PennantPark Floating Rate Capital Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities