PBDC vs. BIZD

In the year-to-date period, PBDC achieves a -4.96% return, which is significantly lower than BIZD's -4.28% return.

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PBDC has a 6.79% expense ratio, which is lower than BIZD's 10.92% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Putnam BDC Income ETF (PBDC) 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 PBDC Sharpe Ratio is 0.22, which is comparable to the BIZD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PBDC 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.

PBDC's dividend yield for the trailing twelve months is around 10.09%, less than BIZD's 11.55% yield.

The maximum PBDC drawdown since its inception was -20.28%, smaller than the maximum BIZD drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for PBDC and BIZD. For additional features, visit the drawdowns tool.

Putnam BDC Income ETF (PBDC) and VanEck Vectors BDC Income ETF (BIZD) have volatilities of 14.06% and 13.47%, 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.