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BRLN vs. BIZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRLN vs. BIZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Floating Rate Loan ETF (BRLN) and VanEck BDC Income ETF (BIZD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRLN achieves a 1.14% return, which is significantly higher than BIZD's -8.77% return.


BRLN

1D
0.35%
1M
0.60%
YTD
1.14%
6M
1.72%
1Y
4.81%
3Y*
7.18%
5Y*
10Y*

BIZD

1D
-0.32%
1M
-3.49%
YTD
-8.77%
6M
-11.00%
1Y
-13.11%
3Y*
4.91%
5Y*
3.86%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRLN vs. BIZD - Yearly Performance Comparison


2026 (YTD)2025202420232022
BRLN
BlackRock Floating Rate Loan ETF
1.14%5.38%7.49%13.42%2.13%
BIZD
VanEck BDC Income ETF
-8.77%-4.96%15.63%27.02%5.89%

Correlation

The correlation between BRLN and BIZD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.17

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Return for Risk

BRLN vs. BIZD — Risk / Return Rank

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

BRLN
BRLN Risk / Return Rank: 5353
Overall Rank
BRLN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BRLN Sortino Ratio Rank: 5454
Sortino Ratio Rank
BRLN Omega Ratio Rank: 5353
Omega Ratio Rank
BRLN Calmar Ratio Rank: 5353
Calmar Ratio Rank
BRLN Martin Ratio Rank: 5858
Martin Ratio Rank

BIZD
BIZD Risk / Return Rank: 44
Overall Rank
BIZD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 44
Sortino Ratio Rank
BIZD Omega Ratio Rank: 44
Omega Ratio Rank
BIZD Calmar Ratio Rank: 44
Calmar Ratio Rank
BIZD Martin Ratio Rank: 55
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.

BRLN vs. BIZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Loan ETF (BRLN) and VanEck BDC Income ETF (BIZD). 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.


BRLNBIZDDifference
Sharpe ratioReturn per unit of total volatility

+2.26

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.29

0.90

+0.40

Calmar ratioReturn relative to maximum drawdown

2.41

-0.59

+3.00

Martin ratioReturn relative to average drawdown

9.32

-1.03

+10.35

BRLN vs. BIZD - Sharpe Ratio Comparison

The current BRLN Sharpe Ratio is 1.54, which is higher than the BIZD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of BRLN and BIZD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BRLNBIZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

-0.72

+2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

2.16

0.30

+1.85

Drawdowns

BRLN vs. BIZD - Drawdown Comparison

The maximum BRLN drawdown since its inception was -3.85%, smaller than the maximum BIZD drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for BRLN and BIZD.


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Drawdown Indicators


BRLNBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-3.85%

-55.44%

+51.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-22.22%

+20.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.85%

-22.56%

+18.71%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

Current Drawdown

Current decline from peak

-0.42%

-19.08%

+18.66%

Average Drawdown

Average peak-to-trough decline

-0.31%

-6.73%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

12.79%

-12.27%

Volatility

BRLN vs. BIZD - Volatility Comparison

The current volatility for BlackRock Floating Rate Loan ETF (BRLN) is 1.11%, while VanEck BDC Income ETF (BIZD) has a volatility of 5.32%. This indicates that BRLN experiences smaller price fluctuations and is considered to be less risky than BIZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRLNBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

5.32%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

14.92%

-12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

18.31%

-15.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.74%

17.44%

-13.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.74%

21.76%

-18.02%

BRLN vs. BIZD - Expense Ratio Comparison

BRLN has a 0.55% expense ratio, which is lower than BIZD's 12.86% expense ratio.


Dividends

BRLN vs. BIZD - Dividend Comparison

BRLN's dividend yield for the trailing twelve months is around 6.37%, less than BIZD's 13.84% yield.


PositionTTM20252024202320222021202020192018201720162015
BIZD
VanEck BDC Income ETF
13.84%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
BRLN
BlackRock Floating Rate Loan ETF
6.37%6.50%7.87%9.06%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BRLN and BIZD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIZD has higher volatility (5.32%) compared to BRLN (1.11%). In terms of maximum drawdown, BRLN dropped -3.85% vs BIZD's -55.44%.

On 3-year performance, BRLN leads with 7.18% vs 4.91% for BIZD. On fees, BRLN is cheaper at 0.55% per year. On volatility, BRLN has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BRLN has performed better with a 7.18% return vs 4.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BRLN is cheaper with a 0.55% expense ratio, compared with 12.86% for BIZD.

BIZD has the higher dividend yield at 13.84%, compared with 6.37% for BRLN.

BRLN is categorized as Bank Loan, while BIZD is Financials Equities. They also come from different issuers: BlackRock and VanEck. Their fees differ too: 0.55% for BRLN and 12.86% for BIZD.

BRLN currently has the higher Sharpe Ratio (1.54 vs -0.72), 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.

Portfolio Optimizer

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