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CEFS vs. BIZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEFS vs. BIZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saba Closed-End Funds ETF (CEFS) 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, CEFS achieves a 15.43% return, which is significantly higher than BIZD's -10.45% return.


CEFS

1D
0.29%
1M
4.40%
YTD
15.43%
6M
17.14%
1Y
27.83%
3Y*
22.19%
5Y*
14.34%
10Y*

BIZD

1D
-1.13%
1M
-1.29%
YTD
-10.45%
6M
-9.50%
1Y
-14.18%
3Y*
5.12%
5Y*
3.92%
10Y*
7.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEFS vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEFS
Saba Closed-End Funds ETF
15.43%16.67%23.48%20.99%-7.08%17.86%3.40%28.41%-9.97%7.92%
BIZD
VanEck BDC Income ETF
-10.45%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%-2.66%

Correlation

The correlation between CEFS and BIZD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2017

0.44

The correlation between CEFS and BIZD shifts across timeframes, from 0.31 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CEFS vs. BIZD — Risk / Return Rank

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

CEFS
CEFS Risk / Return Rank: 8888
Overall Rank
CEFS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CEFS Sortino Ratio Rank: 8888
Sortino Ratio Rank
CEFS Omega Ratio Rank: 8787
Omega Ratio Rank
CEFS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CEFS Martin Ratio Rank: 8989
Martin Ratio Rank

BIZD
BIZD Risk / Return Rank: 33
Overall Rank
BIZD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 33
Sortino Ratio Rank
BIZD Omega Ratio Rank: 33
Omega Ratio Rank
BIZD Calmar Ratio Rank: 44
Calmar Ratio Rank
BIZD Martin Ratio Rank: 44
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.

CEFS vs. BIZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saba Closed-End Funds ETF (CEFS) 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.

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.


CEFSBIZDDifference
Sharpe ratioReturn per unit of total volatility

+3.47

Sortino ratioReturn per unit of downside risk

+4.89

Omega ratioGain probability vs. loss probability

1.51

0.89

+0.62

Calmar ratioReturn relative to maximum drawdown

4.93

-0.64

+5.57

Martin ratioReturn relative to average drawdown

18.94

-1.07

+20.01

CEFS vs. BIZD - Sharpe Ratio Comparison

The current CEFS Sharpe Ratio is 2.70, which is higher than the BIZD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of CEFS 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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Drawdowns

CEFS vs. BIZD - Drawdown Comparison

The maximum CEFS drawdown since its inception was -38.99%, smaller than the maximum BIZD drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for CEFS and BIZD.


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Drawdown Indicators


CEFSBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-55.44%

+16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-22.22%

+16.55%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

-22.56%

+9.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-22.91%

+6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

Current Drawdown

Current decline from peak

0.00%

-20.57%

+20.57%

Average Drawdown

Average peak-to-trough decline

-3.65%

-6.76%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

13.24%

-11.77%

Volatility

CEFS vs. BIZD - Volatility Comparison

The current volatility for Saba Closed-End Funds ETF (CEFS) is 4.03%, while VanEck BDC Income ETF (BIZD) has a volatility of 5.55%. This indicates that CEFS 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


CEFSBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

5.55%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

15.17%

-6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

18.52%

-8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

17.44%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

21.78%

-6.44%

CEFS vs. BIZD - Expense Ratio Comparison

CEFS has a 2.61% expense ratio, which is lower than BIZD's 12.86% expense ratio.


Dividends

CEFS vs. BIZD - Dividend Comparison

CEFS's dividend yield for the trailing twelve months is around 6.99%, less than BIZD's 14.10% yield.


PositionTTM20252024202320222021202020192018201720162015
BIZD
VanEck BDC Income ETF
14.10%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
CEFS
Saba Closed-End Funds ETF
6.99%7.84%8.79%9.20%11.32%10.73%8.61%8.10%10.43%5.02%0.00%0.00%

Frequently Asked Questions


CEFS and BIZD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIZD has higher volatility (5.55%) compared to CEFS (4.03%). In terms of maximum drawdown, CEFS dropped -38.99% vs BIZD's -55.44%.

On 5-year performance, CEFS leads with 14.34% vs 3.92% for BIZD. On fees, CEFS is cheaper at 2.61% per year. On volatility, CEFS has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CEFS has performed better with a 14.34% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CEFS is cheaper with a 2.61% expense ratio, compared with 12.86% for BIZD.

BIZD has the higher dividend yield at 14.10%, compared with 6.99% for CEFS.

CEFS is categorized as Event Driven, while BIZD is Financials Equities. They also come from different issuers: Exchange Traded Concepts and VanEck. Their fees differ too: 2.61% for CEFS and 12.86% for BIZD.

CEFS currently has the higher Sharpe Ratio (2.70 vs -0.77), 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

Find the right allocation for CEFS and BIZD

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