GBDC vs. IWV
Compare and contrast key facts about Golub Capital BDC, Inc. (GBDC) and iShares Russell 3000 ETF (IWV).
IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBDC or IWV.
Performance
GBDC vs. IWV - Performance Comparison
Returns By Period
In the year-to-date period, GBDC achieves a 10.03% return, which is significantly lower than IWV's 24.59% return. Over the past 10 years, GBDC has underperformed IWV with an annualized return of 7.81%, while IWV has yielded a comparatively higher 12.51% annualized return.
GBDC
10.03%
-1.74%
-3.22%
12.56%
6.90%
7.81%
IWV
24.59%
1.78%
12.44%
32.40%
14.83%
12.51%
Key characteristics
| GBDC | IWV | |
|---|---|---|
| Sharpe Ratio | 1.02 | 2.56 |
| Sortino Ratio | 1.50 | 3.43 |
| Omega Ratio | 1.18 | 1.47 |
| Calmar Ratio | 0.88 | 3.82 |
| Martin Ratio | 2.07 | 16.57 |
| Ulcer Index | 6.77% | 1.94% |
| Daily Std Dev | 13.67% | 12.54% |
| Max Drawdown | -47.60% | -55.61% |
| Current Drawdown | -8.19% | -1.55% |
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Correlation
The correlation between GBDC and IWV is 0.39, 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.
Risk-Adjusted Performance
GBDC vs. IWV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Golub Capital BDC, Inc. (GBDC) and iShares Russell 3000 ETF (IWV). 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.
Dividends
GBDC vs. IWV - Dividend Comparison
GBDC's dividend yield for the trailing twelve months is around 12.09%, more than IWV's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBDC Golub Capital BDC, Inc. | 12.09% | 10.00% | 9.35% | 7.58% | 8.37% | 5.91% | 8.49% | 7.47% | 8.32% | 7.70% | 7.14% | 6.70% |
IWV iShares Russell 3000 ETF | 1.08% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% | 1.62% | 1.61% |
Drawdowns
GBDC vs. IWV - Drawdown Comparison
The maximum GBDC drawdown since its inception was -47.60%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for GBDC and IWV. For additional features, visit the drawdowns tool.
Volatility
GBDC vs. IWV - Volatility Comparison
Golub Capital BDC, Inc. (GBDC) has a higher volatility of 4.72% compared to iShares Russell 3000 ETF (IWV) at 4.32%. This indicates that GBDC's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.