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GBDC vs. IWV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

GBDC vs. IWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golub Capital BDC, Inc. (GBDC) and iShares Russell 3000 ETF (IWV). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%AugustSeptemberOctoberNovemberDecember2025
279.42%
520.77%
GBDC
IWV

Key characteristics

Sharpe Ratio

GBDC:

0.86

IWV:

2.03

Sortino Ratio

GBDC:

1.30

IWV:

2.70

Omega Ratio

GBDC:

1.15

IWV:

1.37

Calmar Ratio

GBDC:

0.75

IWV:

3.17

Martin Ratio

GBDC:

1.66

IWV:

12.47

Ulcer Index

GBDC:

7.18%

IWV:

2.13%

Daily Std Dev

GBDC:

13.81%

IWV:

13.13%

Max Drawdown

GBDC:

-47.58%

IWV:

-55.61%

Current Drawdown

GBDC:

-3.24%

IWV:

-0.17%

Returns By Period

In the year-to-date period, GBDC achieves a 2.77% return, which is significantly lower than IWV's 4.12% return. Over the past 10 years, GBDC has underperformed IWV with an annualized return of 8.13%, while IWV has yielded a comparatively higher 13.12% annualized return.


GBDC

YTD

2.77%

1M

1.50%

6M

6.90%

1Y

12.23%

5Y*

7.50%

10Y*

8.13%

IWV

YTD

4.12%

1M

1.43%

6M

12.47%

1Y

26.08%

5Y*

14.55%

10Y*

13.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GBDC vs. IWV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBDC
The Risk-Adjusted Performance Rank of GBDC is 6969
Overall Rank
The Sharpe Ratio Rank of GBDC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of GBDC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GBDC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GBDC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of GBDC is 6464
Martin Ratio Rank

IWV
The Risk-Adjusted Performance Rank of IWV is 8080
Overall Rank
The Sharpe Ratio Rank of IWV is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of IWV is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IWV is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IWV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IWV is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for GBDC, currently valued at 0.86, compared to the broader market-2.000.002.004.000.862.03
The chart of Sortino ratio for GBDC, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.302.70
The chart of Omega ratio for GBDC, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.37
The chart of Calmar ratio for GBDC, currently valued at 0.75, compared to the broader market0.002.004.006.000.753.17
The chart of Martin ratio for GBDC, currently valued at 1.66, compared to the broader market0.0010.0020.0030.001.6612.47
GBDC
IWV

The current GBDC Sharpe Ratio is 0.86, which is lower than the IWV Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of GBDC and IWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.86
2.03
GBDC
IWV

Dividends

GBDC vs. IWV - Dividend Comparison

GBDC's dividend yield for the trailing twelve months is around 11.81%, more than IWV's 1.04% yield.


TTM20242023202220212020201920182017201620152014
GBDC
Golub Capital BDC, Inc.
11.81%12.14%10.00%9.35%7.58%8.37%6.99%8.49%7.47%8.32%7.70%7.14%
IWV
iShares Russell 3000 ETF
1.04%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%1.62%

Drawdowns

GBDC vs. IWV - Drawdown Comparison

The maximum GBDC drawdown since its inception was -47.58%, 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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.24%
-0.17%
GBDC
IWV

Volatility

GBDC vs. IWV - Volatility Comparison

The current volatility for Golub Capital BDC, Inc. (GBDC) is 3.36%, while iShares Russell 3000 ETF (IWV) has a volatility of 4.01%. This indicates that GBDC experiences smaller price fluctuations and is considered to be less risky than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.36%
4.01%
GBDC
IWV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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