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GBDC vs. CLOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBDC vs. CLOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golub Capital BDC, Inc. (GBDC) and iShares AAA CLO Active ETF (CLOA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBDC achieves a 2.46% return, which is significantly lower than CLOA's 2.81% return.


GBDC

1D
2.81%
1M
1.54%
6M
6.54%
YTD
2.46%
1Y
-0.24%
3Y*
9.68%
5Y*
6.93%
10Y*
6.03%
ALL TIME*
8.43%

CLOA

1D
0.00%
1M
0.45%
6M
2.18%
YTD
2.81%
1Y
5.12%
3Y*
6.34%
5Y*
10Y*
ALL TIME*
6.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.07M$20.85M$21.55M
$11.41M$12.15M$14.94M

GBDC vs. CLOA - Yearly Performance Comparison


2026 (YTD)202520242023
GBDC
Golub Capital BDC, Inc.
2.46%-0.50%13.57%21.24%
CLOA
iShares AAA CLO Active ETF
2.81%5.44%7.25%8.38%

Correlation

The correlation between GBDC and CLOA is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2023

0.05

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Return for Risk

GBDC vs. CLOA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GBDC
GBDC Risk / Return Rank: 4040
Overall Rank
GBDC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GBDC Sortino Ratio Rank: 3535
Sortino Ratio Rank
GBDC Omega Ratio Rank: 3636
Omega Ratio Rank
GBDC Calmar Ratio Rank: 4444
Calmar Ratio Rank
GBDC Martin Ratio Rank: 4343
Martin Ratio Rank

CLOA
CLOA Risk / Return Rank: 9999
Overall Rank
CLOA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CLOA Sortino Ratio Rank: 9999
Sortino Ratio Rank
CLOA Omega Ratio Rank: 9999
Omega Ratio Rank
CLOA Calmar Ratio Rank: 9999
Calmar Ratio Rank
CLOA Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GBDC vs. CLOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golub Capital BDC, Inc. (GBDC) and iShares AAA CLO Active ETF (CLOA). 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.


GBDCCLOADifference
Sharpe ratioReturn per unit of total volatility

-7.58

Sortino ratioReturn per unit of downside risk

-14.15

Omega ratioGain probability vs. loss probability

1.01

3.41

-2.40

Calmar ratioReturn relative to maximum drawdown

-0.02

29.10

-29.12

Martin ratioReturn relative to average drawdown

-0.04

152.25

-152.29

GBDC vs. CLOA - Sharpe Ratio Comparison

The current GBDC Sharpe Ratio is -0.01, which is lower than the CLOA Sharpe Ratio of 7.57. The chart below compares the historical Sharpe Ratios of GBDC and CLOA, 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

GBDC vs. CLOA - Drawdown Comparison

The maximum GBDC drawdown since its inception was -47.30%, which is greater than CLOA's maximum drawdown of -1.34%. Use the drawdown chart below to compare losses from any high point for GBDC and CLOA.


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Drawdown Indicators


GBDCCLOADifference

Max Drawdown

Largest peak-to-trough decline

-47.30%

-1.34%

-45.96%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-0.18%

-14.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.20%

-1.13%

-17.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

Current Drawdown

Current decline from peak

-5.14%

0.00%

-5.14%

Average Drawdown

Average peak-to-trough decline

-6.15%

-0.05%

-6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.13%

0.03%

+6.10%

Volatility

GBDC vs. CLOA - Volatility Comparison

Golub Capital BDC, Inc. (GBDC) has a higher volatility of 5.15% compared to iShares AAA CLO Active ETF (CLOA) at 0.15%. This indicates that GBDC's price experiences larger fluctuations and is considered to be riskier than CLOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBDCCLOADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

0.15%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

0.47%

+15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

0.68%

+18.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

1.29%

+16.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.65%

1.29%

+20.36%

Dividends

GBDC vs. CLOA - Dividend Comparison

GBDC's dividend yield for the trailing twelve months is around 10.92%, more than CLOA's 4.86% yield.


PositionTTM20252024202320222021202020192018201720162015
CLOA
iShares AAA CLO Active ETF
4.86%5.35%6.01%5.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GBDC
Golub Capital BDC, Inc.
10.92%11.50%12.73%10.00%9.35%7.58%8.44%7.70%8.49%7.47%8.32%7.70%

Frequently Asked Questions


GBDC and CLOA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBDC has higher volatility (5.15%) compared to CLOA (0.15%). In terms of maximum drawdown, GBDC dropped -47.30% vs CLOA's -1.34%.

CLOA currently has the higher Sharpe Ratio (7.57 vs -0.01), 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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