FDUS vs. BME
Compare and contrast key facts about Fidus Investment Corporation (FDUS) and BlackRock Health Sciences Trust (BME).
Performance
FDUS vs. BME - Performance Comparison
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FDUS vs. BME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | -7.07% | 2.08% | 20.55% | 20.02% | 17.09% | 50.66% | -0.78% | 40.72% | -13.70% | 6.25% |
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% |
Fundamentals
FDUS:
$643.98M
BME:
$497.71M
FDUS:
$2.33
BME:
$7.77
FDUS:
7.48
BME:
4.96
FDUS:
4.96
BME:
7.90
FDUS:
0.87
BME:
0.88
FDUS:
$126.37M
BME:
$63.04M
FDUS:
$75.32M
BME:
$53.82M
FDUS:
$66.90M
BME:
$104.06M
Returns By Period
In the year-to-date period, FDUS achieves a -7.07% return, which is significantly lower than BME's -4.57% return. Over the past 10 years, FDUS has outperformed BME with an annualized return of 12.98%, while BME has yielded a comparatively lower 7.57% annualized return.
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%
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%
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Return for Risk
FDUS vs. BME — Risk / Return Rank
FDUS
BME
FDUS vs. BME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) and BlackRock Health Sciences Trust (BME). 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.
| FDUS | BME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 0.53 | -0.73 |
Sortino ratioReturn per unit of downside risk | -0.13 | 0.79 | -0.92 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.11 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 0.72 | -1.06 |
Martin ratioReturn relative to average drawdown | -0.74 | 2.12 | -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
| FDUS | BME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.53 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.18 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.38 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.51 | -0.13 |
Correlation
The correlation between FDUS and BME 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
FDUS vs. BME - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 12.23%, more than BME's 8.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
FDUS vs. BME - Drawdown Comparison
The maximum FDUS drawdown since its inception was -68.76%, which is greater than BME's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for FDUS and BME.
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Drawdown Indicators
| FDUS | BME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.76% | -42.03% | -26.73% |
Max Drawdown (1Y)Largest decline over 1 year | -16.45% | -11.03% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -18.26% | -5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -68.76% | -36.65% | -32.11% |
Current DrawdownCurrent decline from peak | -14.68% | -9.05% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -6.28% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 3.78% | +3.61% |
Volatility
FDUS vs. BME - Volatility Comparison
Fidus Investment Corporation (FDUS) has a higher volatility of 7.64% compared to BlackRock Health Sciences Trust (BME) at 6.01%. This indicates that FDUS's price experiences larger fluctuations and is considered to be riskier than BME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDUS | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 6.01% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 9.74% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.87% | 15.64% | +7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 15.29% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.49% | 20.00% | +13.49% |
Financials
FDUS vs. BME - Financials Comparison
This section allows you to compare key financial metrics between Fidus Investment Corporation and BlackRock Health Sciences Trust. 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