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TCPC vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TCPC and VTSAX is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TCPC vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock TCP Capital Corp. (TCPC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
82.97%
371.02%
TCPC
VTSAX

Key characteristics

Sharpe Ratio

TCPC:

-0.69

VTSAX:

0.52

Sortino Ratio

TCPC:

-0.80

VTSAX:

0.85

Omega Ratio

TCPC:

0.88

VTSAX:

1.12

Calmar Ratio

TCPC:

-0.56

VTSAX:

0.52

Martin Ratio

TCPC:

-1.24

VTSAX:

2.15

Ulcer Index

TCPC:

16.83%

VTSAX:

4.72%

Daily Std Dev

TCPC:

30.45%

VTSAX:

19.71%

Max Drawdown

TCPC:

-69.08%

VTSAX:

-55.34%

Current Drawdown

TCPC:

-32.02%

VTSAX:

-10.95%

Returns By Period

In the year-to-date period, TCPC achieves a -17.30% return, which is significantly lower than VTSAX's -6.84% return. Over the past 10 years, TCPC has underperformed VTSAX with an annualized return of 2.31%, while VTSAX has yielded a comparatively higher 11.33% annualized return.


TCPC

YTD

-17.30%

1M

-11.87%

6M

-10.54%

1Y

-19.99%

5Y*

9.78%

10Y*

2.31%

VTSAX

YTD

-6.84%

1M

-5.10%

6M

-5.24%

1Y

8.78%

5Y*

15.44%

10Y*

11.33%

*Annualized

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Risk-Adjusted Performance

TCPC vs. VTSAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TCPC
The Risk-Adjusted Performance Rank of TCPC is 1717
Overall Rank
The Sharpe Ratio Rank of TCPC is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of TCPC is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TCPC is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TCPC is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TCPC is 1919
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6262
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TCPC, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00
TCPC: -0.69
VTSAX: 0.52
The chart of Sortino ratio for TCPC, currently valued at -0.80, compared to the broader market-6.00-4.00-2.000.002.004.00
TCPC: -0.80
VTSAX: 0.85
The chart of Omega ratio for TCPC, currently valued at 0.88, compared to the broader market0.501.001.502.00
TCPC: 0.88
VTSAX: 1.12
The chart of Calmar ratio for TCPC, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00
TCPC: -0.56
VTSAX: 0.52
The chart of Martin ratio for TCPC, currently valued at -1.24, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TCPC: -1.24
VTSAX: 2.15

The current TCPC Sharpe Ratio is -0.69, which is lower than the VTSAX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of TCPC and VTSAX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.69
0.52
TCPC
VTSAX

Dividends

TCPC vs. VTSAX - Dividend Comparison

TCPC's dividend yield for the trailing twelve months is around 18.19%, more than VTSAX's 1.38% yield.


TTM20242023202220212020201920182017201620152014
TCPC
BlackRock TCP Capital Corp.
18.19%15.61%11.70%9.81%8.88%11.74%10.25%11.04%9.42%8.52%10.34%9.18%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.38%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.02%
-10.95%
TCPC
VTSAX

Volatility

TCPC vs. VTSAX - Volatility Comparison

BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 17.03% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 14.32%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.03%
14.32%
TCPC
VTSAX