AIFD vs. GRW

Last updated Jun 3, 2026

AIFD (TCW Artificial Intelligence ETF) and GRW (TCW Durable Growth ETF) are both exchange-traded funds - AIFD is a Technology Equities fund actively managed by TCW, while GRW is a Large Cap Growth Equities fund actively managed by TCW. Both are actively managed. At a correlation of -0.50, they often move in opposite directions. Both charge a 0.75% expense ratio.

Performance

AIFD vs. GRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Artificial Intelligence ETF (AIFD) and TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AIFD

• 1D: 3.28%
• 1M: 20.62%
• YTD: 52.46%
• 6M: 53.64%
• 1Y: 104.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GRW

• 1D: -0.13%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIFD vs. GRW - Yearly Performance Comparison

	2026 (YTD)
AIFD TCW Artificial Intelligence ETF	9.98%
GRW TCW Durable Growth ETF	1.61%

Correlation

The correlation between AIFD and GRW is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	-0.50

AIFD vs. GRW - Sectors Allocation Comparison

Sectors	AIFD	GRW
Technology	71.1%	26.6%
Communication Services	11.0%	9.1%
Industrials	10.2%	38.1%
Consumer Cyclical	6.1%	8.3%
Basic Materials	-	4.0%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	9.8%
Healthcare	-	4.1%
Real Estate	-	-
Utilities	-	-

Return for Risk

AIFD vs. GRW — Risk / Return Rank

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

AIFD

AIFD Risk / Return Rank: 94
AIFD Sharpe Ratio Rank: 96
AIFD Sortino Ratio Rank: 92
AIFD Omega Ratio Rank: 91
AIFD Calmar Ratio Rank: 96
AIFD Martin Ratio Rank: 96

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.

AIFD vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Artificial Intelligence ETF (AIFD) and TCW Durable Growth ETF (GRW). 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.

	AIFD	GRW	Difference
Sharpe ratio Return per unit of total volatility	4.13	—	—
Sortino ratio Return per unit of downside risk	4.56	—	—
Omega ratio Gain probability vs. loss probability	1.62	—	—
Calmar ratio Return relative to maximum drawdown	9.09	—	—
Martin ratio Return relative to average drawdown	38.58	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AIFD	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.64	37.56	-35.92

Drawdowns

AIFD vs. GRW - Drawdown Comparison

The maximum AIFD drawdown since its inception was -33.20%, which is greater than GRW's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for AIFD and GRW.

Drawdown Indicators

	AIFD	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-33.20%	-0.13%	-33.07%
Max Drawdown (1Y) Largest decline over 1 year	-11.75%	—	—
Current Drawdown Current decline from peak	0.00%	-0.13%	+0.13%
Average Drawdown Average peak-to-trough decline	-5.73%	-0.04%	-5.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	—	—

Volatility

Volatility by Period

	AIFD	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.48%	9.26%	+16.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.34%	9.26%	+20.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.34%	9.26%	+20.08%

AIFD vs. GRW - Expense Ratio Comparison

Both AIFD and GRW have an expense ratio of 0.75%.

Dividends

AIFD vs. GRW - Dividend Comparison

Neither AIFD nor GRW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AIFD and GRW in my portfolio?

AIFD and GRW have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AIFD or GRW?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIFD or GRW?

AIFD and GRW have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, AIFD or GRW?

AIFD and GRW have nearly identical dividend yields, around 0.00%.

What is the main difference between AIFD and GRW?

AIFD is categorized as Technology Equities, while GRW is Large Cap Growth Equities.