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ISIN
US87234N3026
CUSIP
87234N302
Issuer
TCW
Inception Date
Feb 26, 1993
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

TGCEX Performance Chart

TCW Select Equities Fund (TGCEX) is up 2.0% since the beginning of the year. TGCEX is currently trading at $31 per share. Investors who bought $1,000 worth of TGCEX shares 5 years ago would now be looking at an investment worth $1,502.


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S&P 500 Index

Returns By Period

TCW Select Equities Fund (TGCEX) has returned 2.00% so far this year and 8.80% over the past 12 months. Looking at the last ten years, TGCEX has achieved an annualized return of 15.90%, outperforming the S&P 500 Index benchmark, which averaged 13.61% per year.


TCW Select Equities Fund

1D
-0.88%
1M
-0.71%
YTD
2.00%
6M
5.17%
1Y
8.80%
3Y*
18.66%
5Y*
8.47%
10Y*
15.90%

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGCEX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1994, TGCEX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +15.4%, while the worst month was Dec 1997 at -28.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TGCEX closed higher 53% of trading days. The best single day was May 15, 2000 with a return of +16.7%, while the worst single day was Dec 12, 1997 at -29.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.33%-5.68%-5.16%12.59%5.51%-2.71%2.00%
20253.62%-3.59%-8.99%2.50%10.37%5.12%2.52%-1.07%2.64%3.68%-3.58%-1.56%10.77%
20245.18%6.06%1.77%-5.29%5.13%7.95%-3.39%3.01%1.90%0.75%7.15%-2.21%30.65%
202310.41%-2.87%6.22%1.39%5.19%5.84%3.58%-1.19%-5.83%-1.82%13.56%4.46%44.34%
2022-10.66%-5.81%2.26%-14.53%-3.13%-6.82%10.22%-5.05%-10.89%6.38%3.65%-6.98%-36.51%
2021-2.57%2.41%0.51%8.81%-1.16%7.83%3.59%4.36%-5.82%5.75%0.45%0.05%25.84%

Benchmark Metrics

TCW Select Equities Fund has an annualized alpha of -0.16%, beta of 1.12, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 03, 1994.

  • This fund participated in 110.56% of S&P 500 Index downside but only 110.36% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.12 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.16%
Beta
1.12
0.74
Upside Capture
110.36%
Downside Capture
110.56%

Expense Ratio

TGCEX has an expense ratio of 0.77%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TGCEX ranks 6 for risk / return — in the bottom 6% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


TGCEX Risk / Return Rank: 66
Overall Rank
TGCEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TGCEX Sortino Ratio Rank: 66
Sortino Ratio Rank
TGCEX Omega Ratio Rank: 77
Omega Ratio Rank
TGCEX Calmar Ratio Rank: 55
Calmar Ratio Rank
TGCEX Martin Ratio Rank: 66
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TCW Select Equities Fund (TGCEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TGCEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.10

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.41

2.65

-2.24

Martin ratioReturn relative to average drawdown

1.14

11.88

-10.74

Dividends

Dividend History

TCW Select Equities Fund provided a 12.34% dividend yield over the last twelve months, with an annual payout of $3.77 per share.


10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.77$3.77$4.78$3.28$4.20$5.08$2.52$2.47$3.64$6.58$1.58$2.07

Dividend yield

12.34%12.58%15.71%12.24%20.14%12.87%7.11%9.06%16.70%26.37%6.68%7.52%

Monthly Dividends

The table displays the monthly dividend distributions for TCW Select Equities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.77$3.77
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.78$4.78
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.28$3.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.20$4.20
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.08$5.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the TCW Select Equities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TCW Select Equities Fund was 63.61%, occurring on Oct 9, 2002. Recovery took 2382 trading sessions.

The current TCW Select Equities Fund drawdown is 4.69%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-63.61%Oct 2002
2y 2mo9y 5mo
11y 8moJul 2000 - Mar 2012
Bear market2022
-42.96%Oct 2022
11mo 1d1y 5mo
2y 4moNov 2021 - Mar 2024
1998 bear market1998
-34.58%Oct 1998
11mo 21d1y 25d
2y 11dOct 1997 - Nov 1999
COVID crash2020
-30.71%Mar 2020
1mo 2d2mo 11d
3mo 13dFeb 2020 - Jun 2020
2025 selloff2025
-22.62%Apr 2025
2mo 14d2mo 20d
5mo 4dJan 2025 - Jun 2025

Drawdown Indicators


TGCEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

-56.78%

-6.83%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

-9.10%

-11.21%

Max Drawdown (3Y)

Largest decline over 3 years

-22.62%

-18.90%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-42.96%

-25.43%

-17.53%

Max Drawdown (10Y)

Largest decline over 10 years

-42.96%

-33.92%

-9.04%

Current Drawdown

Current decline from peak

-4.69%

-2.49%

-2.20%

Average Drawdown

Average peak-to-trough decline

-16.68%

-10.72%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

2.03%

+5.29%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TGCEX

Add TCW Select Equities Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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