GBDC vs. VOO
Compare and contrast key facts about Golub Capital BDC, Inc. (GBDC) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBDC or VOO.
Key characteristics
| GBDC | VOO | |
|---|---|---|
| YTD Return | 17.84% | 7.94% |
| 1Y Return | 47.94% | 28.21% |
| 3Y Return (Ann) | 13.51% | 8.82% |
| 5Y Return (Ann) | 9.00% | 13.59% |
| 10Y Return (Ann) | 9.55% | 12.69% |
| Sharpe Ratio | 3.58 | 2.33 |
| Daily Std Dev | 13.14% | 11.70% |
| Max Drawdown | -47.59% | -33.99% |
| Current Drawdown | -1.72% | -2.36% |
Correlation
The correlation between GBDC and VOO 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.
Performance
GBDC vs. VOO - Performance Comparison
In the year-to-date period, GBDC achieves a 17.84% return, which is significantly higher than VOO's 7.94% return. Over the past 10 years, GBDC has underperformed VOO with an annualized return of 9.55%, while VOO has yielded a comparatively higher 12.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GBDC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Golub Capital BDC, Inc. (GBDC) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GBDC's dividend yield for the trailing twelve months is around 11.96%, more than VOO's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBDC Golub Capital BDC, Inc. | 11.96% | 9.91% | 9.23% | 7.49% | 8.27% | 6.89% | 8.29% | 7.26% | 8.32% | 7.70% | 7.14% | 6.70% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GBDC vs. VOO - Drawdown Comparison
The maximum GBDC drawdown since its inception was -47.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GBDC and VOO. For additional features, visit the drawdowns tool.
Volatility
GBDC vs. VOO - Volatility Comparison
Golub Capital BDC, Inc. (GBDC) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.15% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.