FDUS vs. SEIX
FDUS (Fidus Investment Corporation) is a stock, while SEIX (Virtus Seix Senior Loan ETF) is Bank Loan fund tracking the Credit Suisse Leveraged Loan Index. Over the past 5 years, FDUS returned 13.91%/yr vs 5.75%/yr for SEIX. At a 0.12 correlation, their price movements are largely independent.
Performance
FDUS vs. SEIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FDUS achieves a 0.93% return, which is significantly lower than SEIX's 2.38% return.
FDUS
- 1D
- 1.95%
- 1M
- 1.56%
- YTD
- 0.93%
- 6M
- 3.89%
- 1Y
- 4.44%
- 3Y*
- 11.77%
- 5Y*
- 13.91%
- 10Y*
- 13.95%
SEIX
- 1D
- 0.04%
- 1M
- 0.33%
- YTD
- 2.38%
- 6M
- 2.53%
- 1Y
- 6.02%
- 3Y*
- 7.78%
- 5Y*
- 5.75%
- 10Y*
- —
FDUS vs. SEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 0.93% | 2.08% | 20.55% | 20.02% | 17.09% | 50.66% | -0.78% | 3.75% |
SEIX Virtus Seix Senior Loan ETF | 2.38% | 5.10% | 8.42% | 12.51% | -1.77% | 5.49% | 3.17% | 3.44% |
Correlation
The correlation between FDUS and SEIX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2019 | 0.12 |
The correlation between FDUS and SEIX shifts across timeframes, from 0.12 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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. SEIX — Risk / Return Rank
FDUS
SEIX
FDUS vs. SEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) and Virtus Seix Senior Loan ETF (SEIX). 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 | SEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -5.69 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.86 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 5.35 | -5.08 |
| Martin ratioReturn relative to average drawdown | 0.58 | 21.39 | -20.81 |
Loading charts...
Drawdowns
FDUS vs. SEIX - Drawdown Comparison
The maximum FDUS drawdown since its inception was -68.76%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for FDUS and SEIX.
Loading charts...
Drawdown Indicators
| FDUS | SEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.76% | -17.51% | -51.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.45% | -1.13% | -15.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -3.01% | -20.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -6.69% | -17.25% |
Max Drawdown (10Y)Largest decline over 10 years | -68.76% | — | — |
Current DrawdownCurrent decline from peak | -7.33% | 0.00% | -7.33% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -0.87% | -8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 0.28% | +7.43% |
Volatility
FDUS vs. SEIX - Volatility Comparison
Fidus Investment Corporation (FDUS) has a higher volatility of 6.27% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.33%. This indicates that FDUS's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FDUS | SEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 0.33% | +5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 17.78% | 1.29% | +16.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.31% | 1.60% | +19.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 2.92% | +17.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.57% | 4.32% | +29.25% |
Dividends
FDUS vs. SEIX - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 12.08%, more than SEIX's 7.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 12.08% | 11.14% | 11.51% | 14.63% | 10.51% | 8.90% | 10.15% | 10.78% | 13.69% | 10.54% | 10.17% | 11.69% |
SEIX Virtus Seix Senior Loan ETF | 7.24% | 7.52% | 8.09% | 8.74% | 5.76% | 4.16% | 3.75% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FDUS and SEIX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDUS has higher volatility (6.27%) compared to SEIX (0.33%). In terms of maximum drawdown, FDUS dropped -68.76% vs SEIX's -17.51%.
SEIX currently has the higher Sharpe Ratio (3.78 vs 0.21), 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 SEIX
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