TCPC vs. VTSAX
Compare and contrast key facts about BlackRock TCP Capital Corp. (TCPC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCPC or VTSAX.
Performance
TCPC vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, TCPC achieves a -13.77% return, which is significantly lower than VTSAX's 25.61% return. Over the past 10 years, TCPC has underperformed VTSAX with an annualized return of 3.86%, while VTSAX has yielded a comparatively higher 12.66% annualized return.
TCPC
-13.77%
8.97%
-10.27%
-13.37%
1.62%
3.86%
VTSAX
25.61%
2.56%
14.24%
32.94%
15.09%
12.66%
Key characteristics
| TCPC | VTSAX | |
|---|---|---|
| Sharpe Ratio | -0.56 | 2.67 |
| Sortino Ratio | -0.68 | 3.56 |
| Omega Ratio | 0.91 | 1.49 |
| Calmar Ratio | -0.42 | 3.92 |
| Martin Ratio | -0.92 | 17.04 |
| Ulcer Index | 14.04% | 1.97% |
| Daily Std Dev | 23.00% | 12.55% |
| Max Drawdown | -69.08% | -55.34% |
| Current Drawdown | -19.98% | -0.81% |
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Correlation
The correlation between TCPC and VTSAX is 0.40, 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
TCPC vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock TCP Capital Corp. (TCPC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
TCPC vs. VTSAX - Dividend Comparison
TCPC's dividend yield for the trailing twelve months is around 15.13%, more than VTSAX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCPC BlackRock TCP Capital Corp. | 15.13% | 9.53% | 9.81% | 8.88% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% | 9.18% | 9.12% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
TCPC vs. VTSAX - Drawdown Comparison
The maximum TCPC drawdown since its inception was -69.08%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for TCPC and VTSAX. For additional features, visit the drawdowns tool.
Volatility
TCPC vs. VTSAX - Volatility Comparison
BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 11.20% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.16%. This indicates that TCPC's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.