GRW vs. AIFD

Last updated Jun 24, 2026

GRW (TCW Durable Growth ETF) and AIFD (TCW Artificial Intelligence ETF) are both exchange-traded funds - GRW is a Large Cap Growth Equities fund actively managed by TCW, while AIFD is a Technology Equities fund actively managed by TCW. Both are actively managed. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.

Performance

GRW vs. AIFD - Performance Comparison

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

Returns By Period

GRW

• 1D: -0.89%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIFD

• 1D: -4.95%
• 1M: 2.31%
• YTD: 39.56%
• 6M: 37.82%
• 1Y: 79.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GRW vs. AIFD - Yearly Performance Comparison

	2026 (YTD)
GRW TCW Durable Growth ETF	1.71%
AIFD TCW Artificial Intelligence ETF	1.37%

Correlation

The correlation between GRW and AIFD is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.63

GRW vs. AIFD - Sectors Allocation Comparison

Sectors	GRW	AIFD
Industrials	39.6%	9.8%
Technology	26.0%	73.2%
Financial Services	8.6%	-
Communication Services	7.8%	11.0%
Consumer Cyclical	7.4%	6.0%
Basic Materials	3.8%	-
Healthcare	3.6%	-
Consumer Defensive	-	-
Energy	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

GRW vs. AIFD — Risk / Return Rank

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

GRW

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

AIFD

AIFD Risk / Return Rank: 88
AIFD Sharpe Ratio Rank: 91
AIFD Sortino Ratio Rank: 81
AIFD Omega Ratio Rank: 82
AIFD Calmar Ratio Rank: 94
AIFD Martin Ratio Rank: 94

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.

GRW vs. AIFD - Risk-Adjusted Trends Comparison

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

	GRW	AIFD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.88	—
Sortino ratio: Return per unit of downside risk	—	3.31	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	6.80	—
Martin ratio: Return relative to average drawdown	—	25.05	—

Drawdowns

GRW vs. AIFD - Drawdown Comparison

The maximum GRW drawdown since its inception was -3.83%, smaller than the maximum AIFD drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for GRW and AIFD.

Drawdown Indicators

	GRW	AIFD	Difference
Max Drawdown Largest peak-to-trough decline	-3.83%	-33.20%	+29.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.75%	—
Current Drawdown Current decline from peak	-2.25%	-8.46%	+6.21%
Average Drawdown Average peak-to-trough decline	-0.99%	-5.73%	+4.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.19%	—

Volatility

Volatility by Period

	GRW	AIFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.15%	27.76%	-8.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.15%	29.99%	-10.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	29.99%	-10.84%

GRW vs. AIFD - Expense Ratio Comparison

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

Dividends

GRW vs. AIFD - Dividend Comparison

Neither GRW nor AIFD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GRW and AIFD in my portfolio?

GRW and AIFD have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GRW or AIFD?

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, GRW or AIFD?

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

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

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

What is the main difference between GRW and AIFD?

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