FRA vs SFTX

Comparison between Blackrock Floating Rate Income Strategies Fund Inc (FRA, ETF) and Horizon International Managed Risk ETF (SFTX, ETF).

FRA vs SFTX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FRA(ETF)	SFTX(ETF)
Net Assets	$411M	$412M
Expense Ratio	N/A	0.82%
Max Drawdown	61.81%	12.75%
Sharpe Ratio	-0.63	1.48
5Y Beta	0.40	1.37
5Y Dividends CAGR	13.01%	N/A

Net Assets

FRA

$411M

Winner

SFTX

$412M

Expense Ratio

FRA

N/A

SFTX

0.82%

Max Drawdown

FRA

61.81%

Winner

SFTX

12.75%

Sharpe Ratio

FRA

-0.63

Winner

SFTX

1.48

5Y Beta

Winner

FRA

0.40

SFTX

1.37

5Y Dividends CAGR

FRA

13.01%

SFTX

N/A

FRA vs SFTX - Historical Returns

Returns include dividend reinvestment.

Period	FRA	SFTX
1 month	-0.61%	+0.76%
3 months	+0.95%	+9.73%
6 months	-1.30%	+18.56%
1 year	-3.87%	N/A
5 years(CAGR)	+6.53%	N/A
10 years(CAGR)	+6.31%	N/A
Max(CAGR)	+5.07%	+40.67%

FRA

-0.61%

Winner

SFTX

+0.76%

FRA

+0.95%

Winner

SFTX

+9.73%

FRA

-1.30%

Winner

SFTX

+18.56%

FRA

-3.87%

SFTX

N/A

5Y(CAGR)

FRA

+6.53%

SFTX

N/A

10Y(CAGR)

FRA

+6.31%

SFTX

N/A

Max(CAGR)

FRA

+5.07%

Winner

SFTX

+40.67%

FRA vs SFTX - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	FRA	SFTX
2026	-2.17%	+14.51%
2025	-3.57%	+1.61%
2024	+21.71%	N/A
2023	+24.07%	N/A
2022	-10.11%	N/A
2021	+19.27%	N/A
2020	-2.72%	N/A
2019	+18.72%	N/A
2018	-9.21%	N/A
2017	+0.49%	N/A
2016	+18.78%	N/A
2015	+2.35%	N/A
2014	-2.22%	N/A
2013	+1.55%	N/A
2012	+20.31%	N/A
2011	-4.69%	N/A
2010	+11.74%	N/A
2009	+66.49%	N/A
2008	-38.85%	N/A
2007	-3.77%	N/A
2006	+14.89%	N/A
2005	-2.46%	N/A
2004	+0.22%	N/A
2003	-1.38%	N/A

FRA vs SFTX Drawdown Comparison

The maximum drawdown for FRA was -51.41%, occurring on Dec 15, 2008. Recovery took 655 trading sessions.

The maximum drawdown for SFTX was -12.75%, occurring on Mar 30, 2026. Recovery took 48 trading sessions.

The current FRA drawdown is -10.59%. The current SFTX drawdown is -4.76%.

Rank	FRA	SFTX
#1	-51.41% Jun 19, 2007 - Jan 25, 2010	-12.75% Feb 25, 2026 - May 5, 2026
#2	-42.81% Jan 22, 2020 - Jan 14, 2021	-4.76% Jun 4, 2026 - Jun 5, 2026
#3	-21.89% Jun 2, 2011 - Aug 30, 2012	-4.27% May 14, 2026 - Jun 1, 2026
#4	-20.14% Apr 26, 2010 - May 12, 2011	-3.14% Jan 29, 2026 - Feb 9, 2026
#5	-18.78% Dec 16, 2024 - Aug 26, 2025	-2.33% Dec 11, 2025 - Dec 23, 2025
#6	-18.63% Feb 9, 2022 - Jul 14, 2023	-2.19% May 11, 2026 - May 14, 2026
#7	-15.86% May 2, 2018 - Dec 9, 2019	-1.80% Jan 15, 2026 - Jan 22, 2026
#8	-15.46% Aug 28, 2025 - Mar 27, 2026	-1.49% May 6, 2026 - May 8, 2026
#9	-14.87% May 24, 2013 - Sep 8, 2016	-1.29% Feb 11, 2026 - Feb 20, 2026
#10	-10.36% Mar 9, 2005 - Sep 5, 2006	-1.09% Jan 6, 2026 - Jan 9, 2026
#11	-7.92% Sep 22, 2023 - Dec 13, 2023	-0.69% Dec 26, 2025 - Jan 2, 2026
#12	-7.28% Jul 26, 2024 - Oct 4, 2024	-0.29% Jun 2, 2026 - Jun 4, 2026
#13	-6.18% Mar 11, 2010 - Apr 13, 2010	-0.23% Jan 12, 2026 - Jan 14, 2026
#14	-5.84% Oct 25, 2012 - Dec 21, 2012	-0.14% Dec 5, 2025 - Dec 10, 2025
#15	-5.65% Mar 26, 2013 - May 22, 2013	-0.10% Feb 20, 2026 - Feb 24, 2026

Correlation

Correlation between FRA and SFTX is -0.07 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.07

-101

Dividend Comparison (2003 - 2026)

FRA vs SFTX dividend yield comparison.

Year	FRA	SFTX
2026	5.68%	0.00%
2025	12.61%	0.25%
2024	10.80%	0.00%
2023	10.44%	0.00%
2022	6.88%	0.00%
2021	5.96%	0.00%
2020	7.61%	0.00%
2019	6.44%	0.00%
2018	6.90%	0.00%
2017	5.31%	0.00%
2016	5.65%	0.00%
2015	6.17%	0.00%
2014	6.24%	0.00%
2013	6.38%	0.00%
2012	6.81%	0.00%
2011	6.92%	0.00%
2010	6.33%	0.00%
2009	7.77%	0.00%
2008	16.85%	0.00%
2007	9.50%	0.00%
2006	8.09%	0.00%
2005	7.49%	0.00%
2004	5.12%	0.00%
2003	0.38%	0.00%