BBDC vs. SCHC
BBDC (Barings BDC, Inc.) is a stock, while SCHC (Schwab International Small-Cap Equity ETF) is Foreign Small & Mid Cap Equities fund tracking the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). Over the past 5 years, BBDC returned 6.45%/yr vs 6.10%/yr for SCHC. At a 0.41 correlation, their price movements are largely independent.
Performance
BBDC vs. SCHC - Performance Comparison
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Returns By Period
In the year-to-date period, BBDC achieves a -2.86% return, which is significantly lower than SCHC's 9.25% return.
BBDC
- 1D
- 0.00%
- 1M
- 0.43%
- YTD
- -2.86%
- 6M
- -1.25%
- 1Y
- 4.66%
- 3Y*
- 14.63%
- 5Y*
- 6.45%
- 10Y*
- —
SCHC
- 1D
- 0.71%
- 1M
- -2.36%
- YTD
- 9.25%
- 6M
- 11.25%
- 1Y
- 25.49%
- 3Y*
- 17.06%
- 5Y*
- 6.10%
- 10Y*
- 8.48%
BBDC vs. SCHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | -2.86% | 8.84% | 23.86% | 18.53% | -18.59% | 29.31% | -3.48% | 20.40% | -9.56% |
SCHC Schwab International Small-Cap Equity ETF | 9.25% | 37.59% | 1.97% | 14.36% | -21.74% | 12.02% | 10.48% | 23.10% | -17.32% |
Correlation
The correlation between BBDC and SCHC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.41 |
The correlation between BBDC and SCHC shifts across timeframes, from 0.30 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BBDC vs. SCHC — Risk / Return Rank
BBDC
SCHC
BBDC vs. SCHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and Schwab International Small-Cap Equity ETF (SCHC). 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.
| BBDC | SCHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 1.93 | -1.60 |
| Martin ratioReturn relative to average drawdown | 0.73 | 7.12 | -6.39 |
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Drawdowns
BBDC vs. SCHC - Drawdown Comparison
The maximum BBDC drawdown since its inception was -48.45%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for BBDC and SCHC.
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Drawdown Indicators
| BBDC | SCHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -43.94% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.48% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -24.51% | -15.52% | -8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -27.55% | -36.48% | +8.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.94% | — |
Current DrawdownCurrent decline from peak | -6.42% | -3.49% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -10.04% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 3.38% | +2.21% |
Volatility
BBDC vs. SCHC - Volatility Comparison
Barings BDC, Inc. (BBDC) and Schwab International Small-Cap Equity ETF (SCHC) have volatilities of 6.34% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBDC | SCHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 6.31% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 13.88% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 16.21% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 17.62% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.21% | 18.02% | +6.19% |
Dividends
BBDC vs. SCHC - Dividend Comparison
BBDC's dividend yield for the trailing twelve months is around 12.99%, more than SCHC's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 12.99% | 12.96% | 10.87% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 21.24% | 0.00% | 0.00% | 0.00% |
SCHC Schwab International Small-Cap Equity ETF | 3.35% | 3.66% | 3.72% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.73% | 2.01% | 2.34% |
Frequently Asked Questions
BBDC and SCHC have a correlation of 0.30, 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 SCHC (6.31%). In terms of maximum drawdown, BBDC dropped -48.45% vs SCHC's -43.94%.
SCHC currently has the higher Sharpe Ratio (1.49 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.
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