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OIH vs. BIZD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIH vs. BIZD - Performance Comparison

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

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OIH vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIH
VanEck Vectors Oil Services ETF
39.12%6.81%-10.53%3.20%66.17%21.22%-41.19%-3.54%-45.03%-19.66%
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, OIH achieves a 39.12% return, which is significantly higher than BIZD's -11.26% return. Over the past 10 years, OIH has underperformed BIZD with an annualized return of -1.01%, while BIZD has yielded a comparatively higher 7.53% annualized return.


OIH

1D
-1.99%
1M
0.18%
YTD
39.12%
6M
52.22%
1Y
51.45%
3Y*
14.61%
5Y*
16.68%
10Y*
-1.01%

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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OIH vs. BIZD - Expense Ratio Comparison

OIH has a 0.35% expense ratio, which is lower than BIZD's 10.92% expense ratio.


Return for Risk

OIH vs. BIZD — Risk / Return Rank

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

OIH
OIH Risk / Return Rank: 6969
Overall Rank
OIH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
OIH Sortino Ratio Rank: 7171
Sortino Ratio Rank
OIH Omega Ratio Rank: 6969
Omega Ratio Rank
OIH Calmar Ratio Rank: 7575
Calmar Ratio Rank
OIH Martin Ratio Rank: 5656
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.

OIH vs. BIZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Oil Services ETF (OIH) 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.


OIHBIZDDifference

Sharpe ratio

Return per unit of total volatility

1.36

-0.81

+2.17

Sortino ratio

Return per unit of downside risk

1.85

-1.05

+2.90

Omega ratio

Gain probability vs. loss probability

1.26

0.87

+0.39

Calmar ratio

Return relative to maximum drawdown

2.06

-0.73

+2.79

Martin ratio

Return relative to average drawdown

5.70

-1.49

+7.19

OIH vs. BIZD - Sharpe Ratio Comparison

The current OIH Sharpe Ratio is 1.36, which is higher than the BIZD Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of OIH 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


OIHBIZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

-0.81

+2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.31

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.35

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.30

-0.30

Correlation

The correlation between OIH and BIZD is 0.45, 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

OIH vs. BIZD - Dividend Comparison

OIH's dividend yield for the trailing twelve months is around 1.23%, less than BIZD's 14.23% yield.


TTM20252024202320222021202020192018201720162015
OIH
VanEck Vectors Oil Services ETF
1.23%1.71%2.01%1.36%0.95%0.98%1.23%2.10%2.13%2.60%1.40%2.39%
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

OIH vs. BIZD - Drawdown Comparison

The maximum OIH drawdown since its inception was -94.45%, which is greater than BIZD's maximum drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for OIH and BIZD.


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Drawdown Indicators


OIHBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-94.45%

-55.44%

-39.01%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-22.22%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-43.80%

-22.91%

-20.89%

Max Drawdown (10Y)

Largest decline over 10 years

-89.62%

-55.44%

-34.18%

Current Drawdown

Current decline from peak

-64.72%

-21.29%

-43.43%

Average Drawdown

Average peak-to-trough decline

-48.75%

-6.58%

-42.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.43%

10.98%

-1.55%

Volatility

OIH vs. BIZD - Volatility Comparison

VanEck Vectors Oil Services ETF (OIH) has a higher volatility of 8.53% compared to VanEck Vectors BDC Income ETF (BIZD) at 6.68%. This indicates that OIH'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


OIHBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

6.68%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

21.79%

14.30%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

38.09%

21.28%

+16.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.48%

17.17%

+20.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.49%

21.59%

+20.90%