CGBD vs. RPXIX
CGBD (TCG BDC, Inc.) is a stock, while RPXIX (RiverPark Large Growth Fund) is Large Cap Growth Equities fund managed by RiverPark Funds. Over the past 5 years, CGBD returned 7.44%/yr vs -0.55%/yr for RPXIX. At a 0.34 correlation, their price movements are largely independent.
Performance
CGBD vs. RPXIX - Performance Comparison
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Returns By Period
In the year-to-date period, CGBD achieves a -10.63% return, which is significantly lower than RPXIX's 1.61% return.
CGBD
- 1D
- -0.57%
- 1M
- -1.94%
- 6M
- -10.91%
- YTD
- -10.63%
- 1Y
- -15.66%
- 3Y*
- -0.42%
- 5Y*
- 7.44%
- 10Y*
- —
RPXIX
- 1D
- -0.37%
- 1M
- 3.13%
- 6M
- 0.58%
- YTD
- 1.61%
- 1Y
- 7.12%
- 3Y*
- 15.99%
- 5Y*
- -0.55%
- 10Y*
- 11.87%
CGBD vs. RPXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGBD TCG BDC, Inc. | -10.63% | -21.53% | 33.53% | 18.01% | 17.70% | 49.48% | -8.34% | 21.62% | -31.01% | 20.23% |
RPXIX RiverPark Large Growth Fund | 1.61% | 13.18% | 22.55% | 51.57% | -47.37% | 1.09% | 55.28% | 32.49% | -4.78% | 12.94% |
Correlation
The correlation between CGBD and RPXIX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.34 |
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Return for Risk
CGBD vs. RPXIX — Risk / Return Rank
CGBD
RPXIX
CGBD vs. RPXIX - Risk-Adjusted Trends 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.
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.
| CGBD | RPXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.10 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.50 | -1.30 |
| Martin ratioReturn relative to average drawdown | -1.43 | 1.65 | -3.07 |
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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 -58.56%. Use the drawdown chart below to compare losses from any high point for CGBD and RPXIX.
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Drawdown Indicators
| CGBD | RPXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.09% | -58.56% | -12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.72% | -15.28% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -35.06% | -21.93% | -13.13% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -58.56% | +23.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.56% | — |
Current DrawdownCurrent decline from peak | -32.25% | -6.40% | -25.85% |
Average DrawdownAverage peak-to-trough decline | -12.69% | -11.60% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 4.62% | +6.37% |
Volatility
CGBD vs. RPXIX - Volatility Comparison
TCG BDC, Inc. (CGBD) has a higher volatility of 7.19% compared to RiverPark Large Growth Fund (RPXIX) at 4.60%. 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.
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Volatility by Period
| CGBD | RPXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 4.60% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 17.99% | 12.02% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 14.88% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.77% | 26.34% | -4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.63% | 24.69% | +9.94% |
Dividends
CGBD vs. RPXIX - Dividend Comparison
CGBD's dividend yield for the trailing twelve months is around 14.88%, more than RPXIX's 9.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBD TCG BDC, Inc. | 14.88% | 13.21% | 10.43% | 11.76% | 11.46% | 10.92% | 14.33% | 13.00% | 13.55% | 6.09% | 0.00% | 0.00% |
RPXIX RiverPark Large Growth Fund | 9.00% | 9.15% | 7.22% | 0.00% | 0.01% | 3.79% | 6.69% | 11.76% | 15.17% | 9.01% | 0.54% | 1.72% |
Frequently Asked Questions
CGBD and RPXIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGBD has higher volatility (7.19%) compared to RPXIX (4.60%). In terms of maximum drawdown, CGBD dropped -71.09% vs RPXIX's -58.56%.
RPXIX currently has the higher Sharpe Ratio (0.51 vs -0.69), 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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