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BBDC vs. CGDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBDC vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings BDC, Inc. (BBDC) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBDC achieves a -2.86% return, which is significantly lower than CGDV's 11.55% return.


BBDC

1D
0.00%
1M
0.43%
YTD
-2.86%
6M
-1.25%
1Y
4.66%
3Y*
14.63%
5Y*
6.45%
10Y*

CGDV

1D
0.66%
1M
0.35%
YTD
11.55%
6M
12.50%
1Y
28.33%
3Y*
24.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBDC vs. CGDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
BBDC
Barings BDC, Inc.
-2.86%8.84%23.86%18.53%-19.04%
CGDV
Capital Group Dividend Value ETF
11.55%25.50%20.10%28.81%-0.44%

Correlation

The correlation between BBDC and CGDV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.48

The correlation between BBDC and CGDV shifts across timeframes, from 0.38 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BBDC vs. CGDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBDC
BBDC Risk / Return Rank: 4848
Overall Rank
BBDC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BBDC Sortino Ratio Rank: 4343
Sortino Ratio Rank
BBDC Omega Ratio Rank: 4242
Omega Ratio Rank
BBDC Calmar Ratio Rank: 5151
Calmar Ratio Rank
BBDC Martin Ratio Rank: 5151
Martin Ratio Rank

CGDV
CGDV Risk / Return Rank: 7878
Overall Rank
CGDV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 8181
Sortino Ratio Rank
CGDV Omega Ratio Rank: 8282
Omega Ratio Rank
CGDV Calmar Ratio Rank: 6565
Calmar Ratio Rank
CGDV Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBDC vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and Capital Group Dividend Value ETF (CGDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBDCCGDVDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-2.66

Omega ratioGain probability vs. loss probability

1.05

1.42

-0.37

Calmar ratioReturn relative to maximum drawdown

0.33

2.83

-2.49

Martin ratioReturn relative to average drawdown

0.73

13.19

-12.45

BBDC vs. CGDV - Sharpe Ratio Comparison

The current BBDC Sharpe Ratio is 0.22, which is lower than the CGDV Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of BBDC and CGDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBDC vs. CGDV - Drawdown Comparison

The maximum BBDC drawdown since its inception was -48.45%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for BBDC and CGDV.


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Drawdown Indicators


BBDCCGDVDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-21.82%

-26.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-9.75%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.51%

-14.28%

-10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.55%

Current Drawdown

Current decline from peak

-6.42%

-0.98%

-5.44%

Average Drawdown

Average peak-to-trough decline

-7.98%

-3.60%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

2.09%

+3.50%

Volatility

BBDC vs. CGDV - Volatility Comparison

Barings BDC, Inc. (BBDC) has a higher volatility of 6.34% compared to Capital Group Dividend Value ETF (CGDV) at 4.52%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBDCCGDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

4.52%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

9.80%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

12.13%

+6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

15.57%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.21%

15.57%

+8.64%

Dividends

BBDC vs. CGDV - Dividend Comparison

BBDC's dividend yield for the trailing twelve months is around 12.99%, more than CGDV's 1.17% yield.


PositionTTM20252024202320222021202020192018
BBDC
Barings BDC, Inc.
12.99%12.96%10.87%11.89%11.66%7.44%7.07%5.25%21.24%
CGDV
Capital Group Dividend Value ETF
1.17%1.29%1.60%1.65%1.36%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBDC and CGDV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBDC has higher volatility (6.34%) compared to CGDV (4.52%). In terms of maximum drawdown, BBDC dropped -48.45% vs CGDV's -21.82%.

CGDV currently has the higher Sharpe Ratio (2.27 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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