SCHC vs. BBDC
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), while BBDC (Barings BDC, Inc.) is a stock. Over the past 5 years, SCHC returned 6.10%/yr vs 6.45%/yr for BBDC. At a 0.41 correlation, their price movements are largely independent.
Performance
SCHC vs. BBDC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCHC achieves a 9.25% return, which is significantly higher than BBDC's -2.86% return.
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%
BBDC
- 1D
- 0.00%
- 1M
- 0.43%
- YTD
- -2.86%
- 6M
- -1.25%
- 1Y
- 4.66%
- 3Y*
- 14.63%
- 5Y*
- 6.45%
- 10Y*
- —
SCHC vs. BBDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SCHC Schwab International Small-Cap Equity ETF | 9.25% | 37.59% | 1.97% | 14.36% | -21.74% | 12.02% | 10.48% | 23.10% | -17.32% |
BBDC Barings BDC, Inc. | -2.86% | 8.84% | 23.86% | 18.53% | -18.59% | 29.31% | -3.48% | 20.40% | -9.56% |
Correlation
The correlation between SCHC and BBDC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.41 |
The correlation between SCHC and BBDC shifts across timeframes, from 0.30 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHC vs. BBDC — Risk / Return Rank
SCHC
BBDC
SCHC vs. BBDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Barings BDC, Inc. (BBDC). 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.
| SCHC | BBDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.05 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.33 | +1.60 |
| Martin ratioReturn relative to average drawdown | 7.12 | 0.73 | +6.39 |
Loading charts...
Drawdowns
SCHC vs. BBDC - Drawdown Comparison
The maximum SCHC drawdown since its inception was -43.94%, smaller than the maximum BBDC drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for SCHC and BBDC.
Loading charts...
Drawdown Indicators
| SCHC | BBDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.94% | -48.45% | +4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -12.28% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -24.51% | +8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.48% | -27.55% | -8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | — | — |
Current DrawdownCurrent decline from peak | -3.49% | -6.42% | +2.93% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -7.98% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 5.59% | -2.21% |
Volatility
SCHC vs. BBDC - Volatility Comparison
Schwab International Small-Cap Equity ETF (SCHC) and Barings BDC, Inc. (BBDC) have volatilities of 6.31% and 6.34%, 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.
Loading charts...
Volatility by Period
| SCHC | BBDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 6.34% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 15.12% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 18.60% | -2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 19.39% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 24.21% | -6.19% |
Dividends
SCHC vs. BBDC - Dividend Comparison
SCHC's dividend yield for the trailing twelve months is around 3.35%, less than BBDC's 12.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 12.99% | 12.96% | 10.87% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 21.24% | 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
SCHC and BBDC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBDC has higher volatility (6.34%) compared to SCHC (6.31%). In terms of maximum drawdown, SCHC dropped -43.94% vs BBDC's -48.45%.
SCHC currently has the higher Sharpe Ratio (1.49 vs 0.22), 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.
Find the right allocation for SCHC and BBDC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer