FRA vs SOR

Comparison between Blackrock Floating Rate Income Strategies Fund Inc (FRA, ETF) and Source Capital Inc (SOR, ETF).

5-Year PerformanceSOR has outperformed FRA, delivering a return of +8.8% compared to +6.6%

FRA vs SOR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FRA(ETF)	SOR(ETF)
Net Assets	$409M	$409M
Max Drawdown	61.81%	71.42%
Sharpe Ratio	-0.77	0.58
5Y Beta	0.39	0.47
5Y Dividends CAGR	11.53%	5.77%

Net Assets

FRA

$409M

Winner

SOR

$409M

Max Drawdown

Winner

FRA

61.81%

SOR

71.42%

Sharpe Ratio

FRA

-0.77

Winner

SOR

0.58

5Y Beta

Winner

FRA

0.39

SOR

0.47

5Y Dividends CAGR

Winner

FRA

11.53%

SOR

5.77%

FRA vs SOR - Historical Returns

Returns include dividend reinvestment.

Period	FRA	SOR
1 month	-0.33%	-0.08%
3 months	+3.91%	+0.15%
6 months	-0.56%	-3.11%
1 year	-4.46%	+11.05%
5 years(CAGR)	+6.56%	+8.82%
10 years(CAGR)	+6.44%	+9.29%
Max(CAGR)	+5.11%	+9.55%

FRA

-0.33%

Winner

SOR

-0.08%

Winner

FRA

+3.91%

SOR

+0.15%

Winner

FRA

-0.56%

SOR

-3.11%

FRA

-4.46%

Winner

SOR

+11.05%

5Y(CAGR)

FRA

+6.56%

Winner

SOR

+8.82%

10Y(CAGR)

FRA

+6.44%

Winner

SOR

+9.29%

Max(CAGR)

FRA

+5.11%

Winner

SOR

+9.55%

FRA vs SOR - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FRA	SOR
2026	-1.15%	-0.77%
2025	-3.57%	+12.70%
2024	+21.71%	+21.04%
2023	+24.07%	+14.33%
2022	-10.11%	-6.78%
2021	+19.27%	+20.81%
2020	-2.72%	+6.91%
2019	+18.72%	+20.90%
2018	-9.21%	-11.01%
2017	+0.49%	+18.05%
2016	+18.78%	+11.69%
2015	+2.35%	-1.07%
2014	-2.22%	+14.62%
2013	+1.55%	+31.34%
2012	+20.31%	+17.49%
2011	-4.69%	-6.87%
2010	+11.74%	+29.92%
2009	+66.49%	+51.89%
2008	-38.85%	-48.98%
2007	-3.77%	-4.79%
2006	+14.89%	-0.98%
2005	-2.46%	+11.54%
2004	+0.22%	+27.27%
2003	-1.38%	+19.56%
2002	N/A	-6.69%
2001	N/A	+26.33%
2000	N/A	+27.08%
1999	N/A	+0.79%

FRA vs SOR Drawdown Comparison

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

The maximum drawdown for SOR was -65.48%, occurring on Nov 21, 2008. Recovery took 1230 trading sessions.

The current FRA drawdown is -9.66%. The current SOR drawdown is -7.10%.

Rank	FRA	SOR
#1	-51.41% Jun 19, 2007 - Jan 25, 2010	-65.48% May 11, 2006 - Mar 30, 2011
#2	-42.81% Jan 22, 2020 - Jan 14, 2021	-39.11% Feb 13, 2020 - Nov 24, 2020
#3	-21.89% Jun 2, 2011 - Aug 30, 2012	-38.76% May 13, 2002 - Jan 16, 2004
#4	-20.14% Apr 26, 2010 - May 12, 2011	-30.78% Jul 7, 2011 - Jan 2, 2013
#5	-18.78% Dec 16, 2024 - Aug 26, 2025	-19.01% Aug 22, 2001 - Nov 19, 2001
#6	-18.63% Feb 9, 2022 - Jul 14, 2023	-18.01% Jan 26, 2018 - Oct 28, 2019
#7	-15.86% May 2, 2018 - Dec 9, 2019	-17.47% Jan 3, 2022 - Nov 14, 2023
#8	-15.46% Aug 28, 2025 - Mar 27, 2026	-13.41% Jun 23, 2015 - Apr 13, 2016
#9	-14.87% May 24, 2013 - Sep 8, 2016	-13.16% Jul 1, 2014 - Nov 12, 2014
#10	-10.36% Mar 9, 2005 - Sep 5, 2006	-11.23% Nov 22, 1999 - May 17, 2000
#11	-7.92% Sep 22, 2023 - Dec 13, 2023	-9.47% Feb 5, 2001 - May 3, 2001
#12	-7.28% Jul 26, 2024 - Oct 4, 2024	-9.41% Mar 19, 2004 - Jun 29, 2004
#13	-6.18% Mar 11, 2010 - Apr 13, 2010	-9.37% Apr 5, 2011 - Jul 1, 2011
#14	-5.84% Oct 25, 2012 - Dec 21, 2012	-9.18% Feb 20, 2026 - Mar 27, 2026
#15	-5.65% Mar 26, 2013 - May 22, 2013	-8.30% Dec 31, 2004 - Mar 14, 2005

Correlation

Correlation between FRA and SOR is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2000 - 2026)

FRA vs SOR dividend yield comparison.

Year	FRA	SOR
2026	6.82%	2.78%
2025	12.61%	5.46%
2024	10.80%	11.86%
2023	10.44%	7.22%
2022	6.88%	5.74%
2021	5.96%	11.09%
2020	7.61%	4.11%
2019	6.44%	2.58%
2018	6.90%	12.90%
2017	5.31%	4.24%
2016	5.65%	98.00%
2015	6.17%	6.04%
2014	6.24%	5.88%
2013	6.38%	4.47%
2012	6.81%	6.64%
2011	6.92%	6.38%
2010	6.33%	4.52%
2009	7.77%	4.66%
2008	16.85%	12.37%
2007	9.50%	6.72%
2006	8.09%	7.01%
2005	7.49%	7.42%
2004	5.12%	5.59%
2003	0.38%	5.89%
2002	0.00%	8.70%
2001	0.00%	7.54%
2000	0.00%	14.35%