PortfoliosLab logoPortfoliosLab logo
BDCZ vs. MTCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDCZ vs. MTCIX - Performance Comparison

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

Loading graphics...

BDCZ vs. MTCIX - 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%
MTCIX
MFS Technology Fund
-14.15%16.39%56.76%54.42%-36.18%14.11%46.45%38.84%1.85%38.78%

Returns By Period

In the year-to-date period, BDCZ achieves a -8.73% return, which is significantly higher than MTCIX's -14.15% return. Over the past 10 years, BDCZ has underperformed MTCIX with an annualized return of 6.43%, while MTCIX has yielded a comparatively higher 18.56% 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%

MTCIX

1D
-1.17%
1M
-9.04%
YTD
-14.15%
6M
-11.52%
1Y
13.36%
3Y*
27.60%
5Y*
12.01%
10Y*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BDCZ vs. MTCIX - Expense Ratio Comparison

BDCZ has a 0.85% expense ratio, which is lower than MTCIX's 0.88% expense ratio.


Return for Risk

BDCZ vs. MTCIX — 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

MTCIX
MTCIX Risk / Return Rank: 2020
Overall Rank
MTCIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MTCIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MTCIX Omega Ratio Rank: 2121
Omega Ratio Rank
MTCIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MTCIX Martin Ratio Rank: 1818
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. MTCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and MFS Technology Fund (MTCIX). 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.


BDCZMTCIXDifference

Sharpe ratio

Return per unit of total volatility

-0.58

0.52

-1.09

Sortino ratio

Return per unit of downside risk

-0.68

0.91

-1.58

Omega ratio

Gain probability vs. loss probability

0.91

1.12

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.67

0.53

-1.20

Martin ratio

Return relative to average drawdown

-1.38

1.80

-3.18

BDCZ vs. MTCIX - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.58, which is lower than the MTCIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BDCZ and MTCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BDCZMTCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

0.52

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.48

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.78

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.35

-0.07

Correlation

The correlation between BDCZ and MTCIX is 0.34, 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.


Dividends

BDCZ vs. MTCIX - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 11.88%, less than MTCIX's 15.97% 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%
MTCIX
MFS Technology Fund
15.97%13.71%26.78%9.66%10.35%11.58%4.97%3.87%4.97%3.51%1.84%3.62%

Drawdowns

BDCZ vs. MTCIX - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, smaller than the maximum MTCIX drawdown of -82.78%. Use the drawdown chart below to compare losses from any high point for BDCZ and MTCIX.


Loading graphics...

Drawdown Indicators


BDCZMTCIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-82.78%

+27.15%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-18.59%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-42.74%

+19.62%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

-42.74%

-12.89%

Current Drawdown

Current decline from peak

-17.94%

-18.59%

+0.65%

Average Drawdown

Average peak-to-trough decline

-7.75%

-30.02%

+22.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

5.52%

+4.19%

Volatility

BDCZ vs. MTCIX - Volatility Comparison

The current volatility for ETRACS MVIS Business Development Companies Index ETN (BDCZ) is 5.99%, while MFS Technology Fund (MTCIX) has a volatility of 6.97%. This indicates that BDCZ experiences smaller price fluctuations and is considered to be less risky than MTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BDCZMTCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.97%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

16.00%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

25.72%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

25.29%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

23.91%

-2.35%