BBDC vs. SCHD
Compare and contrast key facts about Barings BDC, Inc. (BBDC) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBDC or SCHD.
Performance
BBDC vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, BBDC achieves a 26.13% return, which is significantly higher than SCHD's 16.58% return. Over the past 10 years, BBDC has underperformed SCHD with an annualized return of 2.56%, while SCHD has yielded a comparatively higher 11.44% annualized return.
BBDC
26.13%
2.67%
7.18%
24.64%
9.01%
2.56%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| BBDC | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.49 | 2.41 |
| Sortino Ratio | 2.17 | 3.46 |
| Omega Ratio | 1.28 | 1.42 |
| Calmar Ratio | 1.35 | 3.46 |
| Martin Ratio | 9.64 | 13.08 |
| Ulcer Index | 2.69% | 2.04% |
| Daily Std Dev | 17.43% | 11.08% |
| Max Drawdown | -64.64% | -33.37% |
| Current Drawdown | 0.00% | -1.27% |
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Correlation
The correlation between BBDC and SCHD is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
BBDC vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
BBDC vs. SCHD - Dividend Comparison
BBDC's dividend yield for the trailing twelve months is around 10.40%, more than SCHD's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 10.40% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 24.57% | 17.39% | 10.31% | 12.35% | 12.62% | 7.81% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
BBDC vs. SCHD - Drawdown Comparison
The maximum BBDC drawdown since its inception was -64.64%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BBDC and SCHD. For additional features, visit the drawdowns tool.
Volatility
BBDC vs. SCHD - Volatility Comparison
Barings BDC, Inc. (BBDC) has a higher volatility of 5.51% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that BBDC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.