OBDC vs. SCHC
OBDC (Blue Owl Capital Corporation) is a stock, while SCHC (Schwab International Small-Cap Equity ETF) is Foreign Small & Mid Cap Equities fund tracking the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). Over the past 5 years, OBDC returned 5.43%/yr vs 6.10%/yr for SCHC. At a 0.45 correlation, their price movements are largely independent.
Performance
OBDC vs. SCHC - Performance Comparison
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Returns By Period
In the year-to-date period, OBDC achieves a -6.89% return, which is significantly lower than SCHC's 9.25% return.
OBDC
- 1D
- 0.09%
- 1M
- -0.71%
- YTD
- -6.89%
- 6M
- -8.67%
- 1Y
- -13.64%
- 3Y*
- 5.28%
- 5Y*
- 5.43%
- 10Y*
- —
SCHC
- 1D
- 0.71%
- 1M
- -2.36%
- YTD
- 9.25%
- 6M
- 11.25%
- 1Y
- 25.49%
- 3Y*
- 17.06%
- 5Y*
- 6.10%
- 10Y*
- 8.48%
OBDC vs. SCHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OBDC Blue Owl Capital Corporation | -6.89% | -7.87% | 14.69% | 43.51% | -9.48% | 21.99% | -19.52% | 20.00% |
SCHC Schwab International Small-Cap Equity ETF | 9.25% | 37.59% | 1.97% | 14.36% | -21.74% | 12.02% | 10.48% | 9.49% |
Correlation
The correlation between OBDC and SCHC is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2019 | 0.45 |
The correlation between OBDC and SCHC shifts across timeframes, from 0.33 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
OBDC vs. SCHC — Risk / Return Rank
OBDC
SCHC
OBDC vs. SCHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Corporation (OBDC) and Schwab International Small-Cap Equity ETF (SCHC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OBDC | SCHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.27 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.93 | -2.54 |
| Martin ratioReturn relative to average drawdown | -1.03 | 7.12 | -8.15 |
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Drawdowns
OBDC vs. SCHC - Drawdown Comparison
The maximum OBDC drawdown since its inception was -56.07%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for OBDC and SCHC.
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Drawdown Indicators
| OBDC | SCHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.07% | -43.94% | -12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -23.90% | -12.48% | -11.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.90% | -15.52% | -8.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.26% | -36.48% | +8.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.94% | — |
Current DrawdownCurrent decline from peak | -18.68% | -3.49% | -15.19% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -10.04% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.20% | 3.38% | +10.82% |
Volatility
OBDC vs. SCHC - Volatility Comparison
Blue Owl Capital Corporation (OBDC) and Schwab International Small-Cap Equity ETF (SCHC) have volatilities of 6.58% and 6.31%, 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.
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Volatility by Period
| OBDC | SCHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 6.31% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 18.87% | 13.88% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.15% | 16.21% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 17.62% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 18.02% | +9.04% |
Dividends
OBDC vs. SCHC - Dividend Comparison
OBDC's dividend yield for the trailing twelve months is around 13.42%, more than SCHC's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OBDC Blue Owl Capital Corporation | 13.42% | 12.55% | 11.38% | 10.77% | 11.17% | 8.76% | 12.32% | 3.80% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHC Schwab International Small-Cap Equity ETF | 3.35% | 3.66% | 3.72% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.73% | 2.01% | 2.34% |
Frequently Asked Questions
OBDC and SCHC have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBDC has higher volatility (6.58%) compared to SCHC (6.31%). In terms of maximum drawdown, OBDC dropped -56.07% vs SCHC's -43.94%.
SCHC currently has the higher Sharpe Ratio (1.49 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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