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ISIN
US8723657966
CUSIP
872365796
Issuer
TCW
Inception Date
Nov 27, 2014
Category
REIT
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TGREX Performance Chart

TCW Global Real Estate Fund (TGREX) is up 13.3% since the beginning of the year. TGREX is currently trading at $14 per share. Investors who bought $1,000 worth of TGREX shares 5 years ago would now be looking at an investment worth $1,099.


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S&P 500 Index

Returns By Period

TCW Global Real Estate Fund (TGREX) has returned 13.26% so far this year and 16.53% over the past 12 months. Over the last ten years, TGREX has returned 6.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


TCW Global Real Estate Fund

1D
0.37%
1M
4.19%
YTD
13.26%
6M
14.64%
1Y
16.53%
3Y*
9.93%
5Y*
1.90%
10Y*
6.51%

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)

TGREX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2015, TGREX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2023 with a return of +11.8%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TGREX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -14.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.38%6.54%-7.78%9.46%-1.04%2.94%13.26%
20252.84%1.93%-2.80%0.59%1.60%2.08%-0.33%3.94%-1.18%-0.64%0.24%-0.66%7.69%
2024-2.50%1.50%3.97%-5.80%5.09%0.43%7.22%3.01%2.23%-4.91%2.38%-9.35%1.94%
202310.08%-3.77%-3.11%2.58%-5.30%4.18%1.37%-3.07%-6.05%-4.47%11.76%8.70%11.29%
2022-6.57%-3.81%1.75%-5.41%-3.58%-6.68%7.73%-6.10%-11.58%3.40%8.41%-5.05%-25.92%
2021-1.27%4.66%5.68%5.46%0.97%0.17%2.82%3.41%-4.56%6.75%-4.47%6.17%27.96%

Benchmark Metrics

TCW Global Real Estate Fund has an annualized alpha of -2.10%, beta of 0.71, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

  • This fund participated in 89.88% of S&P 500 Index downside but only 67.65% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.10% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.10%
Beta
0.71
0.59
Upside Capture
67.65%
Downside Capture
89.88%

Expense Ratio

TGREX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TGREX ranks 20 for risk / return — below 20% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TGREX Risk / Return Rank: 2020
Overall Rank
TGREX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TGREX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TGREX Omega Ratio Rank: 1919
Omega Ratio Rank
TGREX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TGREX Martin Ratio Rank: 2222
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 Global Real Estate Fund (TGREX) 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.


TGREXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

1.66

2.65

-0.99

Martin ratioReturn relative to average drawdown

5.16

11.88

-6.72

Dividends

Dividend History

TCW Global Real Estate Fund provided a 2.70% dividend yield over the last twelve months, with an annual payout of $0.37 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.37$0.36$0.22$0.20$0.22$1.48$0.09$0.29$0.25$0.22$0.36$0.27

Dividend yield

2.70%2.96%1.90%1.76%2.10%10.16%0.75%2.65%2.81%2.15%3.85%2.80%

Monthly Dividends

The table displays the monthly dividend distributions for TCW Global Real Estate 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$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.19$0.36
2024$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.09$0.22
2023$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.08$0.20
2022$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.04$0.22
2021$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$1.24$1.48

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 Global Real Estate 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 Global Real Estate Fund was 37.78%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.78%Mar 2020
1mo 4d7mo 21d
8mo 25dFeb 2020 - Nov 2020
2023 bear market2023
-33.48%Oct 2023
1y 9mo2y 5mo
4y 3moJan 2022 - Apr 2026
2016 correction2016
-17.96%Feb 2016
10mo 25d4mo 28d
1y 3moMar 2015 - Jul 2016
Rate-hike selloffLate 2018
-14.63%Dec 2018
1y 27d2mo
1y 2moNov 2017 - Feb 2019
2016 correction2016
-11.65%Nov 2016
3mo 10d10mo 1d
1y 1moAug 2016 - Sep 2017

Drawdown Indicators


TGREXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.78%

-56.78%

+19.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-9.10%

-0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-18.90%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-33.48%

-25.43%

-8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-33.92%

-3.86%

Current Drawdown

Current decline from peak

0.00%

-2.49%

+2.49%

Average Drawdown

Average peak-to-trough decline

-8.89%

-10.72%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.03%

+1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TGREX

Add TCW Global Real Estate 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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