BME vs. FDUS
Compare and contrast key facts about BlackRock Health Sciences Trust (BME) and Fidus Investment Corporation (FDUS).
Performance
BME vs. FDUS - Performance Comparison
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BME vs. FDUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | -4.57% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
FDUS Fidus Investment Corporation | -7.07% | 2.08% | 20.55% | 20.02% | 17.09% | 50.66% | -0.78% | 40.72% | -13.70% | 6.25% |
Fundamentals
BME:
$497.71M
FDUS:
$643.98M
BME:
$7.77
FDUS:
$2.33
BME:
4.96
FDUS:
7.48
BME:
7.90
FDUS:
4.96
BME:
0.88
FDUS:
0.87
BME:
$63.04M
FDUS:
$126.37M
BME:
$53.82M
FDUS:
$75.32M
BME:
$104.06M
FDUS:
$66.90M
Returns By Period
In the year-to-date period, BME achieves a -4.57% return, which is significantly higher than FDUS's -7.07% return. Over the past 10 years, BME has underperformed FDUS with an annualized return of 7.57%, while FDUS has yielded a comparatively higher 12.98% annualized return.
BME
- 1D
- 1.74%
- 1M
- -9.05%
- YTD
- -4.57%
- 6M
- 7.55%
- 1Y
- 8.22%
- 3Y*
- 4.46%
- 5Y*
- 2.71%
- 10Y*
- 7.57%
FDUS
- 1D
- 1.34%
- 1M
- 1.27%
- YTD
- -7.07%
- 6M
- -9.16%
- 1Y
- -4.71%
- 3Y*
- 9.78%
- 5Y*
- 14.53%
- 10Y*
- 12.98%
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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.
| BME | FDUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | -0.21 | +0.73 |
Sortino ratioReturn per unit of downside risk | 0.79 | -0.13 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.11 | 0.98 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.33 | +1.06 |
Martin ratioReturn relative to average drawdown | 2.12 | -0.74 | +2.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BME | FDUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | -0.21 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.74 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.39 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Correlation
The correlation between BME and FDUS is 0.19, 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
BME vs. FDUS - Dividend Comparison
BME's dividend yield for the trailing twelve months is around 8.17%, less than FDUS's 12.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 8.17% | 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 | 12.23% | 11.14% | 11.51% | 14.63% | 10.51% | 8.90% | 10.15% | 10.78% | 13.69% | 10.54% | 10.17% | 11.69% |
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 (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 | -9.05% | -14.68% | +5.63% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -8.90% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 7.39% | -3.61% |
Volatility
BME vs. FDUS - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust (BME) is 6.01%, while Fidus Investment Corporation (FDUS) has a volatility of 7.64%. 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 | 6.01% | 7.64% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 14.72% | -4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 22.87% | -7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 19.66% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 33.49% | -13.49% |
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