SOR vs FRA

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

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

SOR vs FRA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

SOR

$409M

FRA

$409M

Max Drawdown

SOR

71.42%

Winner

FRA

61.81%

Sharpe Ratio

Winner

SOR

0.58

FRA

-0.77

5Y Beta

SOR

0.47

Winner

FRA

0.39

5Y Dividends CAGR

SOR

5.77%

Winner

FRA

11.53%

SOR vs FRA - Historical Returns

Returns include dividend reinvestment.

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

Winner

SOR

-0.08%

FRA

-0.33%

SOR

+0.15%

Winner

FRA

+3.91%

SOR

-3.11%

Winner

FRA

-0.56%

Winner

SOR

+11.05%

FRA

-4.46%

5Y(CAGR)

Winner

SOR

+8.82%

FRA

+6.56%

10Y(CAGR)

Winner

SOR

+9.29%

FRA

+6.44%

Max(CAGR)

Winner

SOR

+9.55%

FRA

+5.11%

SOR vs FRA - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

SOR vs FRA Drawdown Comparison

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

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

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

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

Correlation

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

0.98

-101

Dividend Comparison (2000 - 2026)

SOR vs FRA dividend yield comparison.

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