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BIZD vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BIZD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors BDC Income ETF (BIZD) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.38%
13.51%
BIZD
SCHD

Returns By Period

In the year-to-date period, BIZD achieves a 13.01% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, BIZD has underperformed SCHD with an annualized return of 8.66%, while SCHD has yielded a comparatively higher 11.54% annualized return.


BIZD

YTD

13.01%

1M

1.58%

6M

3.38%

1Y

17.55%

5Y (annualized)

11.51%

10Y (annualized)

8.66%

SCHD

YTD

17.35%

1M

2.29%

6M

13.68%

1Y

26.18%

5Y (annualized)

12.87%

10Y (annualized)

11.54%

Key characteristics


BIZDSCHD
Sharpe Ratio1.602.40
Sortino Ratio2.173.44
Omega Ratio1.291.42
Calmar Ratio2.003.63
Martin Ratio7.4312.99
Ulcer Index2.36%2.05%
Daily Std Dev10.96%11.09%
Max Drawdown-55.47%-33.37%
Current Drawdown0.00%-0.62%

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BIZD vs. SCHD - Expense Ratio Comparison

BIZD has a 10.92% expense ratio, which is higher than SCHD's 0.06% expense ratio.


BIZD
VanEck Vectors BDC Income ETF
Expense ratio chart for BIZD: current value at 10.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%10.92%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.6

The correlation between BIZD and SCHD is 0.57, 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.

Risk-Adjusted Performance

BIZD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors BDC Income ETF (BIZD) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for BIZD, currently valued at 1.60, compared to the broader market0.002.004.001.602.36
The chart of Sortino ratio for BIZD, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.173.40
The chart of Omega ratio for BIZD, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.41
The chart of Calmar ratio for BIZD, currently valued at 2.00, compared to the broader market0.005.0010.0015.002.003.57
The chart of Martin ratio for BIZD, currently valued at 7.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.4312.79
BIZD
SCHD

The current BIZD Sharpe Ratio is 1.60, which is lower than the SCHD Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of BIZD and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.60
2.36
BIZD
SCHD

Dividends

BIZD vs. SCHD - Dividend Comparison

BIZD's dividend yield for the trailing twelve months is around 11.05%, more than SCHD's 3.37% yield.


TTM20232022202120202019201820172016201520142013
BIZD
VanEck Vectors BDC Income ETF
11.05%10.97%11.22%8.14%10.39%9.13%10.88%9.13%8.51%9.12%8.51%5.45%
SCHD
Schwab US Dividend Equity ETF
3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BIZD vs. SCHD - Drawdown Comparison

The maximum BIZD drawdown since its inception was -55.47%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BIZD and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.62%
BIZD
SCHD

Volatility

BIZD vs. SCHD - Volatility Comparison

VanEck Vectors BDC Income ETF (BIZD) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.58% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.58%
3.49%
BIZD
SCHD