GRW vs. BBHL

Last updated Apr 2, 2026

Compare and contrast key facts about TCW Durable Growth ETF (GRW) and BBH Select Large Cap ETF (BBHL).

GRW and BBHL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GRW is an actively managed fund by TCW. It was launched on May 6, 2024. BBHL is a passively managed fund by BBH that tracks the performance of the Actively Managed. It was launched on Sep 9, 2019.

Performance

GRW vs. BBHL - Performance Comparison

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

GRW vs. BBHL - Yearly Performance Comparison

	2026 (YTD)	2025
GRW TCW Durable Growth ETF	-10.76%	1.26%
BBHL BBH Select Large Cap ETF	-6.51%	2.72%

Returns By Period

In the year-to-date period, GRW achieves a -10.76% return, which is significantly lower than BBHL's -6.51% return.

GRW

• 1D: 0.94%
• 1M: -8.00%
• YTD: -10.76%
• 6M: -13.16%
• 1Y: -16.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBHL

• 1D: 0.33%
• 1M: -5.22%
• YTD: -6.51%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GRW vs. BBHL - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than BBHL's 0.71% expense ratio.

GRW

TCW Durable Growth ETF

BBHL

BBH Select Large Cap ETF

Return for Risk

GRW vs. BBHL — Risk / Return Rank

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

GRW

GRW Risk / Return Rank: 1
GRW Sharpe Ratio Rank: 1
GRW Sortino Ratio Rank: 1
GRW Omega Ratio Rank: 1
GRW Calmar Ratio Rank: 2
GRW Martin Ratio Rank: 1

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. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) and BBH Select Large Cap ETF (BBHL). 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.

	GRW	BBHL	Difference
Sharpe ratio Return per unit of total volatility	-0.93	—	—
Sortino ratio Return per unit of downside risk	-1.26	—	—
Omega ratio Gain probability vs. loss probability	0.84	—	—
Calmar ratio Return relative to maximum drawdown	-0.67	—	—
Martin ratio Return relative to average drawdown	-1.61	—	—
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

	GRW	BBHL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.93	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	-0.81	+0.61

Correlation

The correlation between GRW and BBHL is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GRW vs. BBHL - Dividend Comparison

GRW's dividend yield for the trailing twelve months is around 0.30%, while BBHL has not paid dividends to shareholders.

	TTM	2025	2024
GRW TCW Durable Growth ETF	0.30%	0.27%	11.37%
BBHL BBH Select Large Cap ETF	0.00%	0.00%	0.00%

Drawdowns

GRW vs. BBHL - Drawdown Comparison

The maximum GRW drawdown since its inception was -23.84%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for GRW and BBHL.

Drawdown Indicators

	GRW	BBHL	Difference
Max Drawdown Largest peak-to-trough decline	-23.84%	-11.99%	-11.85%
Max Drawdown (1Y) Largest decline over 1 year	-23.84%	—	—
Current Drawdown Current decline from peak	-21.01%	-9.41%	-11.60%
Average Drawdown Average peak-to-trough decline	-5.89%	-3.42%	-2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.96%	—	—

Volatility

Volatility by Period

	GRW	BBHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.98%	13.04%	+4.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	13.04%	+3.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	13.04%	+3.17%