CGBD vs. VOO
Compare and contrast key facts about TCG BDC, Inc. (CGBD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGBD or VOO.
Performance
CGBD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CGBD achieves a 20.61% return, which is significantly lower than VOO's 25.52% return.
CGBD
20.61%
-6.11%
-0.68%
24.75%
19.46%
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| CGBD | VOO | |
|---|---|---|
| Sharpe Ratio | 1.52 | 2.62 |
| Sortino Ratio | 2.09 | 3.50 |
| Omega Ratio | 1.28 | 1.49 |
| Calmar Ratio | 2.13 | 3.78 |
| Martin Ratio | 6.10 | 17.12 |
| Ulcer Index | 4.27% | 1.86% |
| Daily Std Dev | 17.13% | 12.19% |
| Max Drawdown | -71.09% | -33.99% |
| Current Drawdown | -7.04% | -1.36% |
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Correlation
The correlation between CGBD and VOO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CGBD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TCG BDC, Inc. (CGBD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CGBD's dividend yield for the trailing twelve months is around 11.20%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBD TCG BDC, Inc. | 11.20% | 11.76% | 11.46% | 10.92% | 14.33% | 13.00% | 13.55% | 6.14% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CGBD vs. VOO - Drawdown Comparison
The maximum CGBD drawdown since its inception was -71.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CGBD and VOO. For additional features, visit the drawdowns tool.
Volatility
CGBD vs. VOO - Volatility Comparison
TCG BDC, Inc. (CGBD) has a higher volatility of 5.13% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that CGBD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.