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BIZD vs. FLSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIZD vs. FLSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck BDC Income ETF (BIZD) and Franklin Liberty Systematic Style Premia ETF (FLSP). 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 -9.87% return, which is significantly lower than FLSP's 1.97% return.


BIZD

1D
0.65%
1M
-0.65%
YTD
-9.87%
6M
-8.40%
1Y
-12.75%
3Y*
5.35%
5Y*
3.92%
10Y*
7.56%

FLSP

1D
-0.36%
1M
0.59%
YTD
1.97%
6M
2.01%
1Y
14.58%
3Y*
10.33%
5Y*
8.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIZD vs. FLSP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BIZD
VanEck BDC Income ETF
-9.87%-4.96%15.63%27.02%-8.51%36.25%-7.12%-0.83%
FLSP
Franklin Liberty Systematic Style Premia ETF
1.97%15.56%11.75%3.14%0.44%11.44%-15.19%0.90%

Correlation

The correlation between BIZD and FLSP is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

-0.02

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

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2019

0.05

The correlation between BIZD and FLSP shifts across timeframes, from -0.10 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BIZD vs. FLSP — Risk / Return Rank

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

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

FLSP
FLSP Risk / Return Rank: 5656
Overall Rank
FLSP Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FLSP Sortino Ratio Rank: 5050
Sortino Ratio Rank
FLSP Omega Ratio Rank: 4646
Omega Ratio Rank
FLSP Calmar Ratio Rank: 7575
Calmar Ratio Rank
FLSP Martin Ratio Rank: 6363
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. FLSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck BDC Income ETF (BIZD) and Franklin Liberty Systematic Style Premia ETF (FLSP). 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.


BIZDFLSPDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.20

Omega ratioGain probability vs. loss probability

0.90

1.28

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.58

3.63

-4.21

Martin ratioReturn relative to average drawdown

-0.96

10.82

-11.78

BIZD vs. FLSP - Sharpe Ratio Comparison

The current BIZD Sharpe Ratio is -0.69, which is lower than the FLSP Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of BIZD and FLSP, 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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Drawdowns

BIZD vs. FLSP - Drawdown Comparison

The maximum BIZD drawdown since its inception was -55.44%, which is greater than FLSP's maximum drawdown of -22.75%. Use the drawdown chart below to compare losses from any high point for BIZD and FLSP.


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Drawdown Indicators


BIZDFLSPDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-22.75%

-32.69%

Max Drawdown (1Y)

Largest decline over 1 year

-22.22%

-4.03%

-18.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.56%

-6.69%

-15.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-9.52%

-13.39%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

Current Drawdown

Current decline from peak

-20.05%

-1.26%

-18.79%

Average Drawdown

Average peak-to-trough decline

-6.76%

-6.26%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.30%

1.39%

+11.91%

Volatility

BIZD vs. FLSP - Volatility Comparison

VanEck BDC Income ETF (BIZD) has a higher volatility of 5.60% compared to Franklin Liberty Systematic Style Premia ETF (FLSP) at 1.79%. This indicates that BIZD's price experiences larger fluctuations and is considered to be riskier than FLSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIZDFLSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

1.79%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.19%

6.78%

+8.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

9.07%

+9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

13.35%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

13.48%

+8.30%

BIZD vs. FLSP - Expense Ratio Comparison

BIZD has a 12.86% expense ratio, which is higher than FLSP's 0.65% expense ratio.


Dividends

BIZD vs. FLSP - Dividend Comparison

BIZD's dividend yield for the trailing twelve months is around 14.01%, more than FLSP's 2.60% yield.


PositionTTM20252024202320222021202020192018201720162015
BIZD
VanEck BDC Income ETF
14.01%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
FLSP
Franklin Liberty Systematic Style Premia ETF
2.60%2.65%1.18%1.19%2.18%1.19%8.08%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIZD and FLSP have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIZD has higher volatility (5.60%) compared to FLSP (1.79%). In terms of maximum drawdown, BIZD dropped -55.44% vs FLSP's -22.75%.

On 5-year performance, FLSP leads with 8.35% vs 3.92% for BIZD. On fees, FLSP is cheaper at 0.65% per year. On volatility, FLSP has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLSP has performed better with a 8.35% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLSP is cheaper with a 0.65% expense ratio, compared with 12.86% for BIZD.

BIZD has the higher dividend yield at 14.01%, compared with 2.60% for FLSP.

BIZD is categorized as Financials Equities, while FLSP is Long-Short. They also come from different issuers: VanEck and Franklin Templeton. Their fees differ too: 12.86% for BIZD and 0.65% for FLSP.

FLSP currently has the higher Sharpe Ratio (1.62 vs -0.69), 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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