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BIZD vs. PBDCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIZD vs. PBDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors BDC Income ETF (BIZD) and PIMCO Investment Grade Credit Bond Fund Class C (PBDCX). The values are adjusted to include any dividend payments, if applicable.

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BIZD vs. PBDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIZD
VanEck Vectors BDC Income ETF
-11.26%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
-1.37%7.27%2.10%6.82%-17.38%-2.01%6.29%13.44%-3.12%6.73%

Returns By Period

In the year-to-date period, BIZD achieves a -11.26% return, which is significantly lower than PBDCX's -1.37% return. Over the past 10 years, BIZD has outperformed PBDCX with an annualized return of 7.53%, while PBDCX has yielded a comparatively lower 1.79% annualized return.


BIZD

1D
-1.69%
1M
-2.45%
YTD
-11.26%
6M
-9.63%
1Y
-17.22%
3Y*
5.73%
5Y*
5.22%
10Y*
7.53%

PBDCX

1D
0.45%
1M
-2.49%
YTD
-1.37%
6M
-0.78%
1Y
2.71%
3Y*
3.69%
5Y*
-0.54%
10Y*
1.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIZD vs. PBDCX - Expense Ratio Comparison

BIZD has a 10.92% expense ratio, which is higher than PBDCX's 2.19% expense ratio.


Return for Risk

BIZD vs. PBDCX — Risk / Return Rank

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

BIZD
BIZD Risk / Return Rank: 11
Overall Rank
BIZD Sharpe Ratio Rank: 11
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: 11
Martin Ratio Rank

PBDCX
PBDCX Risk / Return Rank: 2323
Overall Rank
PBDCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PBDCX Sortino Ratio Rank: 1717
Sortino Ratio Rank
PBDCX Omega Ratio Rank: 1515
Omega Ratio Rank
PBDCX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PBDCX 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. PBDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors BDC Income ETF (BIZD) and PIMCO Investment Grade Credit Bond Fund Class C (PBDCX). 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.


BIZDPBDCXDifference

Sharpe ratio

Return per unit of total volatility

-0.81

0.61

-1.42

Sortino ratio

Return per unit of downside risk

-1.05

0.85

-1.90

Omega ratio

Gain probability vs. loss probability

0.87

1.11

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.73

1.01

-1.75

Martin ratio

Return relative to average drawdown

-1.49

3.32

-4.80

BIZD vs. PBDCX - Sharpe Ratio Comparison

The current BIZD Sharpe Ratio is -0.81, which is lower than the PBDCX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BIZD and PBDCX, 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


BIZDPBDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

0.61

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.09

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.31

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.73

-0.43

Correlation

The correlation between BIZD and PBDCX is 0.05, 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

BIZD vs. PBDCX - Dividend Comparison

BIZD's dividend yield for the trailing twelve months is around 14.23%, more than PBDCX's 3.38% yield.


TTM20252024202320222021202020192018201720162015
BIZD
VanEck Vectors BDC Income ETF
14.23%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
3.38%3.55%3.21%2.45%2.46%3.48%2.69%2.82%3.04%3.33%2.76%5.47%

Drawdowns

BIZD vs. PBDCX - Drawdown Comparison

The maximum BIZD drawdown since its inception was -55.44%, which is greater than PBDCX's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for BIZD and PBDCX.


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Drawdown Indicators


BIZDPBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-23.73%

-31.71%

Max Drawdown (1Y)

Largest decline over 1 year

-22.22%

-3.98%

-18.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-23.70%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

-23.73%

-31.71%

Current Drawdown

Current decline from peak

-21.29%

-6.57%

-14.72%

Average Drawdown

Average peak-to-trough decline

-6.58%

-4.00%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.98%

1.22%

+9.76%

Volatility

BIZD vs. PBDCX - Volatility Comparison

VanEck Vectors BDC Income ETF (BIZD) has a higher volatility of 6.68% compared to PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) at 2.25%. This indicates that BIZD's price experiences larger fluctuations and is considered to be riskier than PBDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIZDPBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

2.25%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

3.16%

+11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

5.09%

+16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

6.32%

+10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

5.72%

+15.87%