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CGBD vs. RPXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

CGBD vs. RPXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCG BDC, Inc. (CGBD) and RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.58%
CGBD
RPXIX

Key characteristics

Sharpe Ratio

CGBD:

1.68

RPXIX:

0.98

Sortino Ratio

CGBD:

2.28

RPXIX:

1.32

Omega Ratio

CGBD:

1.30

RPXIX:

1.19

Calmar Ratio

CGBD:

2.37

RPXIX:

0.44

Martin Ratio

CGBD:

6.65

RPXIX:

5.65

Ulcer Index

CGBD:

4.35%

RPXIX:

2.95%

Daily Std Dev

CGBD:

17.26%

RPXIX:

17.11%

Max Drawdown

CGBD:

-71.09%

RPXIX:

-59.98%

Current Drawdown

CGBD:

-0.72%

RPXIX:

-25.11%

Returns By Period

In the year-to-date period, CGBD achieves a 29.76% return, which is significantly higher than RPXIX's 16.77% return.


CGBD

YTD

29.76%

1M

6.05%

6M

3.34%

1Y

28.26%

5Y*

19.49%

10Y*

N/A

RPXIX

YTD

16.77%

1M

-6.03%

6M

4.67%

1Y

16.96%

5Y*

5.80%

10Y*

4.55%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for CGBD, currently valued at 1.68, compared to the broader market-4.00-2.000.002.001.680.98
The chart of Sortino ratio for CGBD, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.281.32
The chart of Omega ratio for CGBD, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.19
The chart of Calmar ratio for CGBD, currently valued at 2.37, compared to the broader market0.002.004.006.002.370.44
The chart of Martin ratio for CGBD, currently valued at 6.65, compared to the broader market-5.000.005.0010.0015.0020.0025.006.655.65
CGBD
RPXIX

The current CGBD Sharpe Ratio is 1.68, which is higher than the RPXIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CGBD and RPXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.68
0.98
CGBD
RPXIX

Dividends

CGBD vs. RPXIX - Dividend Comparison

CGBD's dividend yield for the trailing twelve months is around 10.41%, while RPXIX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CGBD
TCG BDC, Inc.
10.41%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.72%
-25.11%
CGBD
RPXIX

Volatility

CGBD vs. RPXIX - Volatility Comparison

The current volatility for TCG BDC, Inc. (CGBD) is 3.73%, while RiverPark Large Growth Fund (RPXIX) has a volatility of 8.27%. This indicates that CGBD experiences smaller price fluctuations and is considered to be less risky than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.73%
8.27%
CGBD
RPXIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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