GSBD vs. BIZD

In the year-to-date period, GSBD achieves a -7.40% return, which is significantly lower than BIZD's -4.71% return. Over the past 10 years, GSBD has underperformed BIZD with an annualized return of 3.33%, while BIZD has yielded a comparatively higher 8.47% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and VanEck Vectors BDC Income ETF (BIZD). 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.

The current GSBD Sharpe Ratio is -1.04, which is lower than the BIZD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of GSBD and BIZD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSBD's dividend yield for the trailing twelve months is around 17.01%, more than BIZD's 11.60% yield.

The maximum GSBD drawdown since its inception was -62.67%, which is greater than BIZD's maximum drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for GSBD and BIZD. For additional features, visit the drawdowns tool.

Goldman Sachs BDC, Inc. (GSBD) and VanEck Vectors BDC Income ETF (BIZD) have volatilities of 13.29% and 13.45%, 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.