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TPVG vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPVG and VIG is 0.35, 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.


-0.50.00.51.00.4

Performance

TPVG vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TriplePoint Venture Growth BDC Corp. (TPVG) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-7.51%
6.70%
TPVG
VIG

Key characteristics

Sharpe Ratio

TPVG:

-0.58

VIG:

1.89

Sortino Ratio

TPVG:

-0.64

VIG:

2.62

Omega Ratio

TPVG:

0.91

VIG:

1.34

Calmar Ratio

TPVG:

-0.37

VIG:

3.69

Martin Ratio

TPVG:

-0.84

VIG:

10.50

Ulcer Index

TPVG:

21.81%

VIG:

1.89%

Daily Std Dev

TPVG:

31.59%

VIG:

10.48%

Max Drawdown

TPVG:

-81.78%

VIG:

-46.81%

Current Drawdown

TPVG:

-37.67%

VIG:

-2.27%

Returns By Period

In the year-to-date period, TPVG achieves a 3.12% return, which is significantly higher than VIG's 1.70% return. Over the past 10 years, TPVG has underperformed VIG with an annualized return of 6.41%, while VIG has yielded a comparatively higher 11.64% annualized return.


TPVG

YTD

3.12%

1M

5.40%

6M

-8.03%

1Y

-17.74%

5Y*

1.05%

10Y*

6.41%

VIG

YTD

1.70%

1M

1.38%

6M

6.51%

1Y

17.88%

5Y*

11.24%

10Y*

11.64%

*Annualized

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Risk-Adjusted Performance

TPVG vs. VIG — Risk-Adjusted Performance Rank

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

TPVG
The Risk-Adjusted Performance Rank of TPVG is 2020
Overall Rank
The Sharpe Ratio Rank of TPVG is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of TPVG is 1616
Sortino Ratio Rank
The Omega Ratio Rank of TPVG is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TPVG is 2323
Calmar Ratio Rank
The Martin Ratio Rank of TPVG is 2828
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 7676
Overall Rank
The Sharpe Ratio Rank of VIG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7575
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.

TPVG vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TriplePoint Venture Growth BDC Corp. (TPVG) and Vanguard Dividend Appreciation ETF (VIG). 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 TPVG, currently valued at -0.58, compared to the broader market-2.000.002.004.00-0.581.89
The chart of Sortino ratio for TPVG, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.642.62
The chart of Omega ratio for TPVG, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.34
The chart of Calmar ratio for TPVG, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.373.69
The chart of Martin ratio for TPVG, currently valued at -0.84, compared to the broader market-10.000.0010.0020.0030.00-0.8410.50
TPVG
VIG

The current TPVG Sharpe Ratio is -0.58, which is lower than the VIG Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of TPVG and VIG, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.58
1.89
TPVG
VIG

Dividends

TPVG vs. VIG - Dividend Comparison

TPVG's dividend yield for the trailing twelve months is around 18.40%, more than VIG's 1.70% yield.


TTM20242023202220212020201920182017201620152014
TPVG
TriplePoint Venture Growth BDC Corp.
18.40%18.97%14.73%14.86%8.02%11.81%10.13%14.14%11.35%12.22%12.04%8.22%
VIG
Vanguard Dividend Appreciation ETF
1.70%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

TPVG vs. VIG - Drawdown Comparison

The maximum TPVG drawdown since its inception was -81.78%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for TPVG and VIG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-37.67%
-2.27%
TPVG
VIG

Volatility

TPVG vs. VIG - Volatility Comparison

TriplePoint Venture Growth BDC Corp. (TPVG) has a higher volatility of 9.08% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.25%. This indicates that TPVG's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.08%
4.25%
TPVG
VIG
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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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