CGBD vs. RPXIX
Compare and contrast key facts about TCG BDC, Inc. (CGBD) and RiverPark Large Growth Fund (RPXIX).
RPXIX is managed by RiverPark Funds. It was launched on Sep 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGBD or RPXIX.
Performance
CGBD vs. RPXIX - Performance Comparison
Returns By Period
In the year-to-date period, CGBD achieves a 22.35% return, which is significantly lower than RPXIX's 24.26% return.
CGBD
22.35%
-2.66%
-0.77%
26.55%
19.77%
N/A
RPXIX
24.26%
4.73%
15.43%
32.97%
5.64%
4.88%
Key characteristics
| CGBD | RPXIX | |
|---|---|---|
| Sharpe Ratio | 1.55 | 2.14 |
| Sortino Ratio | 2.13 | 2.83 |
| Omega Ratio | 1.28 | 1.38 |
| Calmar Ratio | 2.18 | 0.82 |
| Martin Ratio | 6.17 | 12.72 |
| Ulcer Index | 4.30% | 2.59% |
| Daily Std Dev | 17.13% | 15.38% |
| Max Drawdown | -71.09% | -59.98% |
| Current Drawdown | -5.69% | -20.30% |
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Correlation
The correlation between CGBD and RPXIX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CGBD vs. RPXIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TCG BDC, Inc. (CGBD) and RiverPark Large Growth Fund (RPXIX). 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.
Dividends
CGBD vs. RPXIX - Dividend Comparison
CGBD's dividend yield for the trailing twelve months is around 11.04%, while RPXIX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBD TCG BDC, Inc. | 11.04% | 11.76% | 11.46% | 10.92% | 14.33% | 13.00% | 13.55% | 6.14% | 0.00% | 0.00% | 0.00% | 0.00% |
RPXIX RiverPark Large Growth Fund | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.66% | 0.15% | 0.26% | 0.20% |
Drawdowns
CGBD vs. RPXIX - Drawdown Comparison
The maximum CGBD drawdown since its inception was -71.09%, which is greater than RPXIX's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for CGBD and RPXIX. For additional features, visit the drawdowns tool.
Volatility
CGBD vs. RPXIX - Volatility Comparison
TCG BDC, Inc. (CGBD) has a higher volatility of 5.27% compared to RiverPark Large Growth Fund (RPXIX) at 4.14%. This indicates that CGBD's price experiences larger fluctuations and is considered to be riskier than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.