BME vs. FDUS
BME (BlackRock Health Sciences Trust) and FDUS (Fidus Investment Corporation) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, BME returned 8.42%/yr vs 13.95%/yr for FDUS. At a 0.19 correlation, their price movements are largely independent.
Performance
BME vs. FDUS - Performance Comparison
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Returns By Period
In the year-to-date period, BME achieves a 1.87% return, which is significantly higher than FDUS's 0.93% return. Over the past 10 years, BME has underperformed FDUS with an annualized return of 8.42%, while FDUS has yielded a comparatively higher 13.95% annualized return.
BME
- 1D
- 1.08%
- 1M
- 2.42%
- YTD
- 1.87%
- 6M
- 1.85%
- 1Y
- 22.75%
- 3Y*
- 7.30%
- 5Y*
- 3.10%
- 10Y*
- 8.42%
FDUS
- 1D
- 1.95%
- 1M
- 1.56%
- YTD
- 0.93%
- 6M
- 3.89%
- 1Y
- 4.44%
- 3Y*
- 11.77%
- 5Y*
- 13.91%
- 10Y*
- 13.95%
BME vs. FDUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 1.87% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
FDUS Fidus Investment Corporation | 0.93% | 2.08% | 20.55% | 20.02% | 17.09% | 50.66% | -0.78% | 40.72% | -13.70% | 6.25% |
Correlation
The correlation between BME and FDUS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2011 | 0.19 |
Fundamentals
BME:
$520.97M
FDUS:
$694.19M
BME:
$7.77
FDUS:
$2.40
BME:
5.19
FDUS:
7.63
BME:
0.13
FDUS:
3.05
BME:
8.26
FDUS:
4.75
BME:
0.92
FDUS:
0.94
BME:
$63.04M
FDUS:
$140.24M
BME:
$53.82M
FDUS:
$91.57M
BME:
$104.06M
FDUS:
$98.79M
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Return for Risk
BME vs. FDUS — Risk / Return Rank
BME
FDUS
BME vs. FDUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and Fidus Investment Corporation (FDUS). 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.
| BME | FDUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.06 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 0.27 | +1.80 |
| Martin ratioReturn relative to average drawdown | 6.29 | 0.58 | +5.72 |
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Drawdowns
BME vs. FDUS - Drawdown Comparison
The maximum BME drawdown since its inception was -42.03%, smaller than the maximum FDUS drawdown of -68.76%. Use the drawdown chart below to compare losses from any high point for BME and FDUS.
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Drawdown Indicators
| BME | FDUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.03% | -68.76% | +26.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -16.45% | +5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -14.38% | -23.94% | +9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.26% | -23.94% | +5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -68.76% | +32.11% |
Current DrawdownCurrent decline from peak | -2.91% | -7.33% | +4.42% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -8.90% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 7.71% | -4.09% |
Volatility
BME vs. FDUS - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust (BME) is 3.77%, while Fidus Investment Corporation (FDUS) has a volatility of 6.27%. This indicates that BME experiences smaller price fluctuations and is considered to be less risky than FDUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BME | FDUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 6.27% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 17.78% | -7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 21.31% | -8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 20.00% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 33.57% | -13.73% |
Dividends
BME vs. FDUS - Dividend Comparison
BME's dividend yield for the trailing twelve months is around 7.80%, less than FDUS's 12.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 7.80% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
FDUS Fidus Investment Corporation | 12.08% | 11.14% | 11.51% | 14.63% | 10.51% | 8.90% | 10.15% | 10.78% | 13.69% | 10.54% | 10.17% | 11.69% |
Financials
BME vs. FDUS - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Health Sciences Trust and Fidus Investment Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BME and FDUS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDUS has higher volatility (6.27%) compared to BME (3.77%). In terms of maximum drawdown, BME dropped -42.03% vs FDUS's -68.76%.
BME currently has the higher Sharpe Ratio (1.79 vs 0.21), 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.
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