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BDCZ vs. FEQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDCZ vs. FEQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Fidelity Equity-Income Fund (FEQIX). The values are adjusted to include any dividend payments, if applicable.

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BDCZ vs. FEQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-8.73%-3.72%12.22%25.31%-9.12%33.97%-10.95%26.00%-7.64%0.40%
FEQIX
Fidelity Equity-Income Fund
1.32%18.96%15.34%10.62%-5.10%24.49%6.77%27.90%-8.46%12.80%

Returns By Period

In the year-to-date period, BDCZ achieves a -8.73% return, which is significantly lower than FEQIX's 1.32% return. Over the past 10 years, BDCZ has underperformed FEQIX with an annualized return of 6.43%, while FEQIX has yielded a comparatively higher 11.41% annualized return.


BDCZ

1D
2.11%
1M
1.43%
YTD
-8.73%
6M
-7.68%
1Y
-13.06%
3Y*
5.89%
5Y*
4.84%
10Y*
6.43%

FEQIX

1D
0.04%
1M
-6.45%
YTD
1.32%
6M
5.37%
1Y
16.73%
3Y*
15.21%
5Y*
10.74%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDCZ vs. FEQIX - Expense Ratio Comparison

BDCZ has a 0.85% expense ratio, which is higher than FEQIX's 0.57% expense ratio.


Return for Risk

BDCZ vs. FEQIX — Risk / Return Rank

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

BDCZ
BDCZ Risk / Return Rank: 33
Overall Rank
BDCZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BDCZ Sortino Ratio Rank: 33
Sortino Ratio Rank
BDCZ Omega Ratio Rank: 33
Omega Ratio Rank
BDCZ Calmar Ratio Rank: 22
Calmar Ratio Rank
BDCZ Martin Ratio Rank: 22
Martin Ratio Rank

FEQIX
FEQIX Risk / Return Rank: 7272
Overall Rank
FEQIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FEQIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FEQIX Omega Ratio Rank: 7474
Omega Ratio Rank
FEQIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEQIX Martin Ratio Rank: 7676
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.

BDCZ vs. FEQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Fidelity Equity-Income Fund (FEQIX). 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.


BDCZFEQIXDifference

Sharpe ratio

Return per unit of total volatility

-0.58

1.25

-1.83

Sortino ratio

Return per unit of downside risk

-0.68

1.77

-2.44

Omega ratio

Gain probability vs. loss probability

0.91

1.28

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.67

1.49

-2.16

Martin ratio

Return relative to average drawdown

-1.38

7.32

-8.69

BDCZ vs. FEQIX - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.58, which is lower than the FEQIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of BDCZ and FEQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BDCZFEQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

1.25

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.80

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.74

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.50

-0.22

Correlation

The correlation between BDCZ and FEQIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BDCZ vs. FEQIX - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 11.88%, more than FEQIX's 4.91% yield.


TTM20252024202320222021202020192018201720162015
BDCZ
ETRACS MVIS Business Development Companies Index ETN
11.88%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%0.00%
FEQIX
Fidelity Equity-Income Fund
4.91%4.67%5.51%4.26%4.56%9.90%3.38%7.16%9.76%6.29%4.28%12.17%

Drawdowns

BDCZ vs. FEQIX - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, smaller than the maximum FEQIX drawdown of -62.38%. Use the drawdown chart below to compare losses from any high point for BDCZ and FEQIX.


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Drawdown Indicators


BDCZFEQIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-62.38%

+6.75%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-11.05%

-8.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-17.20%

-5.92%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

-33.12%

-22.51%

Current Drawdown

Current decline from peak

-17.94%

-6.45%

-11.49%

Average Drawdown

Average peak-to-trough decline

-7.75%

-8.04%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

2.25%

+7.46%

Volatility

BDCZ vs. FEQIX - Volatility Comparison

ETRACS MVIS Business Development Companies Index ETN (BDCZ) has a higher volatility of 5.99% compared to Fidelity Equity-Income Fund (FEQIX) at 3.33%. This indicates that BDCZ's price experiences larger fluctuations and is considered to be riskier than FEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCZFEQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

3.33%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

7.06%

+9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

14.30%

+8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

13.47%

+3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

15.49%

+6.07%