Well, I wouldn't buy more at $15 but you have to remember that CODI is a bit different. PSEC owns debt and equity stakes in many companies - too many for a single investor to truly keep track of. CODI owns outright several companies - outside of the furniture company they mostly operate in niche markets and have decent cash flows.
So I can understand why it trades a lower yield in terms of dividend - CODI gets the full benefit of growth from its portfolio of companies.
Just depends what you feel comfortable with. I own much more PSEC but I also like the small position I have in CODI.