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NMFC vs. BIZD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMFC vs. BIZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Mountain Finance Corporation (NMFC) and VanEck Vectors BDC Income ETF (BIZD). The values are adjusted to include any dividend payments, if applicable.

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NMFC vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMFC
New Mountain Finance Corporation
-12.81%-7.17%-0.95%15.47%-0.55%31.94%-7.13%20.64%2.78%5.71%
BIZD
VanEck Vectors BDC Income ETF
-11.26%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%

Returns By Period

In the year-to-date period, NMFC achieves a -12.81% return, which is significantly lower than BIZD's -11.26% return. Over the past 10 years, NMFC has underperformed BIZD with an annualized return of 5.90%, while BIZD has yielded a comparatively higher 7.53% annualized return.


NMFC

1D
-0.77%
1M
3.08%
YTD
-12.81%
6M
-12.36%
1Y
-20.18%
3Y*
-2.90%
5Y*
1.10%
10Y*
5.90%

BIZD

1D
-1.69%
1M
-2.45%
YTD
-11.26%
6M
-9.63%
1Y
-17.22%
3Y*
5.73%
5Y*
5.22%
10Y*
7.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NMFC vs. BIZD — Risk / Return Rank

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

NMFC
NMFC Risk / Return Rank: 99
Overall Rank
NMFC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NMFC Sortino Ratio Rank: 1010
Sortino Ratio Rank
NMFC Omega Ratio Rank: 1212
Omega Ratio Rank
NMFC Calmar Ratio Rank: 1212
Calmar Ratio Rank
NMFC Martin Ratio Rank: 33
Martin Ratio Rank

BIZD
BIZD Risk / Return Rank: 11
Overall Rank
BIZD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 22
Sortino Ratio Rank
BIZD Omega Ratio Rank: 22
Omega Ratio Rank
BIZD Calmar Ratio Rank: 22
Calmar Ratio Rank
BIZD Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NMFC vs. BIZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Mountain Finance Corporation (NMFC) 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.


NMFCBIZDDifference

Sharpe ratio

Return per unit of total volatility

-0.77

-0.81

+0.04

Sortino ratio

Return per unit of downside risk

-1.01

-1.05

+0.04

Omega ratio

Gain probability vs. loss probability

0.87

0.87

0.00

Calmar ratio

Return relative to maximum drawdown

-0.80

-0.73

-0.07

Martin ratio

Return relative to average drawdown

-1.78

-1.49

-0.29

NMFC vs. BIZD - Sharpe Ratio Comparison

The current NMFC Sharpe Ratio is -0.77, which is comparable to the BIZD Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of NMFC 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.


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Sharpe Ratios by Period


NMFCBIZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

-0.81

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.31

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.35

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.30

+0.01

Correlation

The correlation between NMFC and BIZD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NMFC vs. BIZD - Dividend Comparison

NMFC's dividend yield for the trailing twelve months is around 16.62%, more than BIZD's 14.23% yield.


TTM20252024202320222021202020192018201720162015
NMFC
New Mountain Finance Corporation
16.62%13.90%12.17%11.40%9.86%8.76%10.92%9.90%10.81%10.04%9.65%10.45%
BIZD
VanEck Vectors BDC Income ETF
14.23%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%

Drawdowns

NMFC vs. BIZD - Drawdown Comparison

The maximum NMFC drawdown since its inception was -64.16%, which is greater than BIZD's maximum drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for NMFC and BIZD.


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Drawdown Indicators


NMFCBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-64.16%

-55.44%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

-22.22%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

-22.91%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-55.44%

-8.72%

Current Drawdown

Current decline from peak

-24.18%

-21.29%

-2.89%

Average Drawdown

Average peak-to-trough decline

-5.27%

-6.58%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.10%

10.98%

+0.12%

Volatility

NMFC vs. BIZD - Volatility Comparison

New Mountain Finance Corporation (NMFC) has a higher volatility of 8.10% compared to VanEck Vectors BDC Income ETF (BIZD) at 6.68%. This indicates that NMFC's price experiences larger fluctuations and is considered to be riskier than BIZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMFCBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

6.68%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

14.30%

+3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

26.14%

21.28%

+4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

17.17%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.73%

21.59%

+4.14%