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BIZD vs. FDIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIZD vs. FDIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck BDC Income ETF (BIZD) and Invesco Bloomberg Financial Data Providers ETF (FDIQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIZD achieves a -8.99% return, which is significantly lower than FDIQ's 9.72% return. Both investments have delivered pretty close results over the past 10 years, with BIZD having a 7.77% annualized return and FDIQ not far behind at 7.60%.


BIZD

1D
-2.28%
1M
-6.62%
YTD
-8.99%
6M
-10.20%
1Y
-12.94%
3Y*
5.27%
5Y*
4.03%
10Y*
7.77%

FDIQ

1D
-0.97%
1M
-5.53%
YTD
9.72%
6M
10.28%
1Y
22.98%
3Y*
18.27%
5Y*
3.82%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIZD vs. FDIQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIZD
VanEck BDC Income ETF
-8.99%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%
FDIQ
Invesco Bloomberg Financial Data Providers ETF
9.72%6.32%12.76%-0.84%-7.23%36.05%-8.95%23.57%-18.31%1.81%

Correlation

The correlation between BIZD and FDIQ is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2013

0.53

The correlation between BIZD and FDIQ has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

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Return for Risk

BIZD vs. FDIQ — Risk / Return Rank

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

BIZD
BIZD Risk / Return Rank: 33
Overall Rank
BIZD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 33
Sortino Ratio Rank
BIZD Omega Ratio Rank: 33
Omega Ratio Rank
BIZD Calmar Ratio Rank: 44
Calmar Ratio Rank
BIZD Martin Ratio Rank: 44
Martin Ratio Rank

FDIQ
FDIQ Risk / Return Rank: 3333
Overall Rank
FDIQ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FDIQ Sortino Ratio Rank: 3030
Sortino Ratio Rank
FDIQ Omega Ratio Rank: 3030
Omega Ratio Rank
FDIQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
FDIQ Martin Ratio Rank: 3535
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.

BIZD vs. FDIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck BDC Income ETF (BIZD) and Invesco Bloomberg Financial Data Providers ETF (FDIQ). 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.


BIZDFDIQDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

0.90

1.20

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.58

2.07

-2.66

Martin ratioReturn relative to average drawdown

-1.03

5.26

-6.29

BIZD vs. FDIQ - Sharpe Ratio Comparison

The current BIZD Sharpe Ratio is -0.72, which is lower than the FDIQ Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BIZD and FDIQ, 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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Sharpe Ratios by Period


BIZDFDIQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

1.04

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.13

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.24

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.37

-0.07

Drawdowns

BIZD vs. FDIQ - Drawdown Comparison

The maximum BIZD drawdown since its inception was -55.44%, roughly equal to the maximum FDIQ drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for BIZD and FDIQ.


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Drawdown Indicators


BIZDFDIQDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-52.86%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-22.22%

-11.13%

-11.09%

Max Drawdown (3Y)

Largest decline over 3 years

-22.56%

-28.09%

+5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-42.99%

+20.08%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

-52.86%

-2.58%

Current Drawdown

Current decline from peak

-19.27%

-8.53%

-10.74%

Average Drawdown

Average peak-to-trough decline

-6.72%

-11.56%

+4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.63%

4.38%

+8.25%

Volatility

BIZD vs. FDIQ - Volatility Comparison

VanEck BDC Income ETF (BIZD) has a higher volatility of 4.79% compared to Invesco Bloomberg Financial Data Providers ETF (FDIQ) at 4.06%. This indicates that BIZD's price experiences larger fluctuations and is considered to be riskier than FDIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIZDFDIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.06%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

13.93%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

22.14%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

28.70%

-11.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

31.12%

-9.38%

BIZD vs. FDIQ - Expense Ratio Comparison

BIZD has a 0.42% expense ratio, which is higher than FDIQ's 0.35% expense ratio.


Dividends

BIZD vs. FDIQ - Dividend Comparison

BIZD's dividend yield for the trailing twelve months is around 13.87%, more than FDIQ's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BIZD
VanEck BDC Income ETF
13.87%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
FDIQ
Invesco Bloomberg Financial Data Providers ETF
2.56%2.66%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%

Frequently Asked Questions


BIZD and FDIQ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIZD has higher volatility (4.79%) compared to FDIQ (4.06%). In terms of maximum drawdown, BIZD dropped -55.44% vs FDIQ's -52.86%.

On 10-year performance, BIZD leads with 7.77% vs 7.60% for FDIQ. On fees, FDIQ is cheaper at 0.35% per year. On volatility, FDIQ has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIZD has performed better with a 7.77% return vs 7.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDIQ is cheaper with a 0.35% expense ratio, compared with 0.42% for BIZD.

BIZD has the higher dividend yield at 13.87%, compared with 2.56% for FDIQ.

BIZD tracks MVIS US Business Development Companies Index, while FDIQ tracks Bloomberg Financial Data Providers Index. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.42% for BIZD and 0.35% for FDIQ.

FDIQ currently has the higher Sharpe Ratio (1.04 vs -0.72), 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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