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BIZD vs. GSBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIZD vs. GSBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors BDC Income ETF (BIZD) and Goldman Sachs BDC, Inc. (GSBD). The values are adjusted to include any dividend payments, if applicable.

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BIZD vs. GSBD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIZD
VanEck Vectors BDC Income ETF
-9.73%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%
GSBD
Goldman Sachs BDC, Inc.
-0.48%-8.81%-6.24%20.97%-20.13%10.85%0.71%26.36%-9.44%1.96%

Returns By Period

In the year-to-date period, BIZD achieves a -9.73% return, which is significantly lower than GSBD's -0.48% return. Over the past 10 years, BIZD has outperformed GSBD with an annualized return of 7.72%, while GSBD has yielded a comparatively lower 3.15% annualized return.


BIZD

1D
2.32%
1M
0.95%
YTD
-9.73%
6M
-9.46%
1Y
-14.87%
3Y*
6.33%
5Y*
5.58%
10Y*
7.72%

GSBD

1D
1.83%
1M
1.94%
YTD
-0.48%
6M
-5.69%
1Y
-9.32%
3Y*
0.05%
5Y*
-2.95%
10Y*
3.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BIZD vs. GSBD — Risk / Return Rank

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

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

GSBD
GSBD Risk / Return Rank: 2424
Overall Rank
GSBD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GSBD Sortino Ratio Rank: 2020
Sortino Ratio Rank
GSBD Omega Ratio Rank: 2121
Omega Ratio Rank
GSBD Calmar Ratio Rank: 2626
Calmar Ratio Rank
GSBD Martin Ratio Rank: 2828
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. GSBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors BDC Income ETF (BIZD) and Goldman Sachs BDC, Inc. (GSBD). 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.


BIZDGSBDDifference

Sharpe ratio

Return per unit of total volatility

-0.70

-0.43

-0.27

Sortino ratio

Return per unit of downside risk

-0.88

-0.48

-0.40

Omega ratio

Gain probability vs. loss probability

0.89

0.94

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.69

-0.51

-0.19

Martin ratio

Return relative to average drawdown

-1.41

-0.82

-0.59

BIZD vs. GSBD - Sharpe Ratio Comparison

The current BIZD Sharpe Ratio is -0.70, which is lower than the GSBD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of BIZD and GSBD, 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


BIZDGSBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

-0.43

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

-0.16

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.10

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.12

+0.18

Correlation

The correlation between BIZD and GSBD is 0.63, 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

BIZD vs. GSBD - Dividend Comparison

BIZD's dividend yield for the trailing twelve months is around 13.05%, less than GSBD's 19.71% yield.


TTM20252024202320222021202020192018201720162015
BIZD
VanEck Vectors BDC Income ETF
13.05%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
GSBD
Goldman Sachs BDC, Inc.
19.71%20.26%14.88%12.29%13.12%10.18%9.41%8.46%9.79%8.12%7.65%9.47%

Drawdowns

BIZD vs. GSBD - Drawdown Comparison

The maximum BIZD drawdown since its inception was -55.44%, smaller than the maximum GSBD drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for BIZD and GSBD.


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Drawdown Indicators


BIZDGSBDDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-62.67%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-22.22%

-18.41%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-29.59%

+6.68%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

-62.67%

+7.23%

Current Drawdown

Current decline from peak

-19.94%

-24.62%

+4.68%

Average Drawdown

Average peak-to-trough decline

-6.58%

-11.55%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.90%

11.35%

-0.45%

Volatility

BIZD vs. GSBD - Volatility Comparison

VanEck Vectors BDC Income ETF (BIZD) has a higher volatility of 6.50% compared to Goldman Sachs BDC, Inc. (GSBD) at 6.10%. This indicates that BIZD's price experiences larger fluctuations and is considered to be riskier than GSBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIZDGSBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.10%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

13.33%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

21.53%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

18.78%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

30.76%

-9.17%