FDUS vs. FBRT
FDUS (Fidus Investment Corporation) and FBRT (Franklin BSP Realty Trust, Inc.) are both stocks. FDUS operates in Asset Management (Financial Services), while FBRT operates in REIT - Mortgage (Real Estate). Over the past 3 years, FDUS returned 11.05%/yr vs -4.94%/yr for FBRT. At a 0.39 correlation, their price movements are largely independent.
Performance
FDUS vs. FBRT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FDUS achieves a -1.00% return, which is significantly higher than FBRT's -15.36% return.
FDUS
- 1D
- -2.23%
- 1M
- -0.38%
- YTD
- -1.00%
- 6M
- 1.79%
- 1Y
- 1.11%
- 3Y*
- 11.05%
- 5Y*
- 13.51%
- 10Y*
- 13.73%
FBRT
- 1D
- -1.66%
- 1M
- -2.13%
- YTD
- -15.36%
- 6M
- -16.70%
- 1Y
- -13.90%
- 3Y*
- -4.94%
- 5Y*
- —
- 10Y*
- —
FDUS vs. FBRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | -1.00% | 2.08% | 20.55% | 20.02% | 17.09% | 4.19% |
FBRT Franklin BSP Realty Trust, Inc. | -15.36% | -9.17% | 3.73% | 16.56% | -3.86% | -10.46% |
Correlation
The correlation between FDUS and FBRT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2021 | 0.39 |
Fundamentals
FDUS:
$680.90M
FBRT:
$662.59M
FDUS:
$2.40
FBRT:
$0.71
FDUS:
7.48
FBRT:
11.65
FDUS:
4.66
FBRT:
2.03
FDUS:
0.92
FBRT:
0.51
FDUS:
$140.24M
FBRT:
$411.64M
FDUS:
$91.57M
FBRT:
$228.04M
FDUS:
$98.79M
FBRT:
$218.28M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FDUS vs. FBRT — Risk / Return Rank
FDUS
FBRT
FDUS vs. FBRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) and Franklin BSP Realty Trust, Inc. (FBRT). 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.
| FDUS | FBRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.93 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | -0.59 | +0.66 |
| Martin ratioReturn relative to average drawdown | 0.14 | -1.17 | +1.31 |
Loading charts...
Drawdowns
FDUS vs. FBRT - Drawdown Comparison
The maximum FDUS drawdown since its inception was -68.76%, which is greater than FBRT's maximum drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for FDUS and FBRT.
Loading charts...
Drawdown Indicators
| FDUS | FBRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.76% | -31.30% | -37.46% |
Max Drawdown (1Y)Largest decline over 1 year | -16.45% | -23.51% | +7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -30.02% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -68.76% | — | — |
Current DrawdownCurrent decline from peak | -9.11% | -28.85% | +19.74% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -11.32% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.70% | 11.90% | -4.20% |
Volatility
FDUS vs. FBRT - Volatility Comparison
The current volatility for Fidus Investment Corporation (FDUS) is 5.96%, while Franklin BSP Realty Trust, Inc. (FBRT) has a volatility of 8.60%. This indicates that FDUS experiences smaller price fluctuations and is considered to be less risky than FBRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FDUS | FBRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 8.60% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.68% | 23.59% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.27% | 26.68% | -5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.98% | 28.52% | -8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.57% | 28.52% | +5.05% |
Dividends
FDUS vs. FBRT - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 12.32%, less than FBRT's 15.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBRT Franklin BSP Realty Trust, Inc. | 15.26% | 14.16% | 11.32% | 10.51% | 11.01% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDUS Fidus Investment Corporation | 12.32% | 11.14% | 11.51% | 14.63% | 10.51% | 8.90% | 10.15% | 10.78% | 13.69% | 10.54% | 10.17% | 11.69% |
Financials
FDUS vs. FBRT - Financials Comparison
This section allows you to compare key financial metrics between Fidus Investment Corporation and Franklin BSP Realty Trust, Inc.. 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
FDUS and FBRT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBRT has higher volatility (8.60%) compared to FDUS (5.96%). In terms of maximum drawdown, FDUS dropped -68.76% vs FBRT's -31.30%.
FDUS currently has the higher Sharpe Ratio (0.05 vs -0.52), 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.
Find the right allocation for FDUS and FBRT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer