PortfoliosLab logoPortfoliosLab logo
TPVG vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

TPVG vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPVG
TriplePoint Venture Growth BDC Corp.
-20.21%3.93%-20.01%20.29%-34.65%50.54%5.70%44.22%-2.83%19.62%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, TPVG achieves a -20.21% return, which is significantly lower than VIG's -1.77% return. Over the past 10 years, TPVG has underperformed VIG with an annualized return of 5.43%, while VIG has yielded a comparatively higher 12.25% annualized return.


TPVG

1D
5.72%
1M
0.54%
YTD
-20.21%
6M
-5.98%
1Y
-15.89%
3Y*
-12.75%
5Y*
-7.48%
10Y*
5.43%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

TPVG vs. VIG — Risk / Return Rank

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

TPVG
TPVG Risk / Return Rank: 2121
Overall Rank
TPVG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TPVG Sortino Ratio Rank: 2020
Sortino Ratio Rank
TPVG Omega Ratio Rank: 2121
Omega Ratio Rank
TPVG Calmar Ratio Rank: 2424
Calmar Ratio Rank
TPVG Martin Ratio Rank: 1919
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TPVG vs. VIG - Risk-Adjusted Trends 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.


TPVGVIGDifference

Sharpe ratio

Return per unit of total volatility

-0.47

0.83

-1.30

Sortino ratio

Return per unit of downside risk

-0.46

1.28

-1.74

Omega ratio

Gain probability vs. loss probability

0.94

1.18

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.54

1.28

-1.83

Martin ratio

Return relative to average drawdown

-1.19

5.73

-6.92

TPVG vs. VIG - Sharpe Ratio Comparison

The current TPVG Sharpe Ratio is -0.47, which is lower than the VIG Sharpe Ratio of 0.83. 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.


Loading graphics...

Sharpe Ratios by Period


TPVGVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

0.83

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.69

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.77

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.57

-0.52

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.


Dividends

TPVG vs. VIG - Dividend Comparison

TPVG's dividend yield for the trailing twelve months is around 20.24%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
TPVG
TriplePoint Venture Growth BDC Corp.
20.24%16.51%18.97%14.73%14.86%8.02%11.81%10.13%14.14%11.35%12.22%12.04%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

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.


Loading graphics...

Drawdown Indicators


TPVGVIGDifference

Max Drawdown

Largest peak-to-trough decline

-81.78%

-46.81%

-34.97%

Max Drawdown (1Y)

Largest decline over 1 year

-31.61%

-10.83%

-20.78%

Max Drawdown (5Y)

Largest decline over 5 years

-54.79%

-20.39%

-34.40%

Max Drawdown (10Y)

Largest decline over 10 years

-81.78%

-31.72%

-50.06%

Current Drawdown

Current decline from peak

-49.87%

-6.00%

-43.87%

Average Drawdown

Average peak-to-trough decline

-17.98%

-5.55%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.43%

2.42%

+12.01%

Volatility

TPVG vs. VIG - Volatility Comparison

TriplePoint Venture Growth BDC Corp. (TPVG) has a higher volatility of 13.29% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. 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.


Loading graphics...

Volatility by Period


TPVGVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

4.07%

+9.22%

Volatility (6M)

Calculated over the trailing 6-month period

22.64%

7.84%

+14.80%

Volatility (1Y)

Calculated over the trailing 1-year period

34.20%

15.31%

+18.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.01%

14.26%

+16.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.60%

16.05%

+51.55%