PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RPXIX vs. CGBD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RPXIXCGBD
YTD Return22.91%19.59%
1Y Return39.88%29.62%
3Y Return (Ann)-7.15%18.83%
5Y Return (Ann)5.77%18.34%
Sharpe Ratio2.521.69
Sortino Ratio3.302.32
Omega Ratio1.451.31
Calmar Ratio0.902.38
Martin Ratio15.177.22
Ulcer Index2.58%4.02%
Daily Std Dev15.53%17.17%
Max Drawdown-59.98%-71.09%
Current Drawdown-21.16%-7.82%

Correlation

-0.50.00.51.00.3

The correlation between RPXIX and CGBD 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.

Performance

RPXIX vs. CGBD - Performance Comparison

In the year-to-date period, RPXIX achieves a 22.91% return, which is significantly higher than CGBD's 19.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.92%
-2.57%
RPXIX
CGBD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RPXIX vs. CGBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Large Growth Fund (RPXIX) and TCG BDC, Inc. (CGBD). 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.


RPXIX
Sharpe ratio
The chart of Sharpe ratio for RPXIX, currently valued at 2.52, compared to the broader market0.002.004.002.52
Sortino ratio
The chart of Sortino ratio for RPXIX, currently valued at 3.30, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for RPXIX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for RPXIX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.90
Martin ratio
The chart of Martin ratio for RPXIX, currently valued at 15.17, compared to the broader market0.0020.0040.0060.0080.00100.0015.17
CGBD
Sharpe ratio
The chart of Sharpe ratio for CGBD, currently valued at 1.69, compared to the broader market0.002.004.001.69
Sortino ratio
The chart of Sortino ratio for CGBD, currently valued at 2.32, compared to the broader market0.005.0010.002.32
Omega ratio
The chart of Omega ratio for CGBD, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for CGBD, currently valued at 2.38, compared to the broader market0.005.0010.0015.0020.002.38
Martin ratio
The chart of Martin ratio for CGBD, currently valued at 7.22, compared to the broader market0.0020.0040.0060.0080.00100.007.22

RPXIX vs. CGBD - Sharpe Ratio Comparison

The current RPXIX Sharpe Ratio is 2.52, which is higher than the CGBD Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of RPXIX and CGBD, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.52
1.69
RPXIX
CGBD

Dividends

RPXIX vs. CGBD - Dividend Comparison

RPXIX has not paid dividends to shareholders, while CGBD's dividend yield for the trailing twelve months is around 11.29%.


TTM20232022202120202019201820172016201520142013
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%
CGBD
TCG BDC, Inc.
11.29%11.76%11.46%10.92%14.33%13.00%13.55%6.14%0.00%0.00%0.00%0.00%

Drawdowns

RPXIX vs. CGBD - Drawdown Comparison

The maximum RPXIX drawdown since its inception was -59.98%, smaller than the maximum CGBD drawdown of -71.09%. Use the drawdown chart below to compare losses from any high point for RPXIX and CGBD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.16%
-7.82%
RPXIX
CGBD

Volatility

RPXIX vs. CGBD - Volatility Comparison

The current volatility for RiverPark Large Growth Fund (RPXIX) is 4.15%, while TCG BDC, Inc. (CGBD) has a volatility of 5.41%. This indicates that RPXIX experiences smaller price fluctuations and is considered to be less risky than CGBD 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%JuneJulyAugustSeptemberOctoberNovember
4.15%
5.41%
RPXIX
CGBD