CCOR vs. GRW

Last updated Jun 25, 2026

CCOR (Core Alternative ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a correlation of -0.32, they often move in opposite directions. CCOR charges 1.09%/yr vs 0.75%/yr for GRW.

Performance

CCOR vs. GRW - Performance Comparison

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

Returns By Period

CCOR

• 1D: -0.10%
• 1M: -0.83%
• YTD: -2.83%
• 6M: -3.45%
• 1Y: -4.45%
• 3Y*: -1.73%
• 5Y*: -2.06%
• 10Y*: —

GRW

• 1D: 0.42%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CCOR vs. GRW - Yearly Performance Comparison

	2026 (YTD)
CCOR Core Alternative ETF	-0.39%
GRW TCW Durable Growth ETF	2.13%

Correlation

The correlation between CCOR and GRW is -0.32, 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 28, 2026	-0.32

CCOR vs. GRW - Sectors Allocation Comparison

Sectors	CCOR	GRW
Financial Services	18.2%	8.6%
Technology	15.6%	26.0%
Healthcare	11.2%	3.6%
Industrials	9.1%	39.6%
Consumer Cyclical	8.8%	7.4%
Communication Services	8.3%	7.8%
Energy	7.9%	-
Consumer Defensive	7.0%	-
Utilities	6.2%	-
Basic Materials	4.9%	3.8%
Real Estate	2.8%	-

Return for Risk

CCOR vs. GRW — Risk / Return Rank

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

CCOR

CCOR Risk / Return Rank: 4
CCOR Sharpe Ratio Rank: 4
CCOR Sortino Ratio Rank: 4
CCOR Omega Ratio Rank: 4
CCOR Calmar Ratio Rank: 5
CCOR Martin Ratio Rank: 4

GRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CCOR vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) 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.

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.

	CCOR	GRW	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	—	—
Sortino ratio: Return per unit of downside risk	-0.77	—	—
Omega ratio: Gain probability vs. loss probability	0.91	—	—
Calmar ratio: Return relative to maximum drawdown	-0.51	—	—
Martin ratio: Return relative to average drawdown	-1.08	—	—

Drawdowns

CCOR vs. GRW - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, which is greater than GRW's maximum drawdown of -3.83%. Use the drawdown chart below to compare losses from any high point for CCOR and GRW.

Drawdown Indicators

	CCOR	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-22.99%	-3.83%	-19.16%
Max Drawdown (1Y) Largest decline over 1 year	-8.79%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	—	—
Current Drawdown Current decline from peak	-19.29%	-1.84%	-17.45%
Average Drawdown Average peak-to-trough decline	-7.36%	-1.04%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.13%	—	—

Volatility

Volatility by Period

	CCOR	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.56%	18.65%	-11.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.15%	18.65%	-7.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.76%	18.65%	-7.89%

CCOR vs. GRW - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than GRW's 0.75% expense ratio.

Dividends

CCOR vs. GRW - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.02%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.02%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
GRW TCW Durable Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CCOR and GRW in my portfolio?

CCOR and GRW have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCOR or GRW?

On fees, GRW is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCOR or GRW?

GRW is cheaper with a 0.75% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.02%, compared with 0.00% for GRW.

What is the main difference between CCOR and GRW?

They also come from different issuers: Core Alternative Capital and TCW. Their fees differ too: 1.09% for CCOR and 0.75% for GRW.