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MUSE vs. GRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUSE vs. GRW - Performance Comparison

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

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Returns By Period


MUSE

1D
0.00%
1M
-0.22%
6M
1.50%
YTD
2.47%
1Y
5.92%
3Y*
5Y*
10Y*
ALL TIME*
6.51%

GRW

1D
1.13%
1M
-1.32%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$173.33K$124.39K$212.92K
$5.03K$2.86K$16.74K

MUSE vs. GRW - Yearly Performance Comparison


Correlation

The correlation between MUSE and GRW is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.57

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Return for Risk

MUSE vs. GRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MUSE
MUSE Risk / Return Rank: 8181
Overall Rank
MUSE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MUSE Sortino Ratio Rank: 9191
Sortino Ratio Rank
MUSE Omega Ratio Rank: 9393
Omega Ratio Rank
MUSE Calmar Ratio Rank: 6666
Calmar Ratio Rank
MUSE Martin Ratio Rank: 7070
Martin Ratio Rank

GRW

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MUSE vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Multisector Credit Income ETF (MUSE) 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.


MUSEGRWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

2.32

Martin ratioReturn relative to average drawdown

8.58

MUSE vs. GRW - Sharpe Ratio Comparison


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Drawdowns

MUSE vs. GRW - Drawdown Comparison

The maximum MUSE drawdown since its inception was -3.63%, smaller than the maximum GRW drawdown of -4.12%. Use the drawdown chart below to compare losses from any high point for MUSE and GRW.


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Drawdown Indicators


MUSEGRWDifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-4.12%

+0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

Current Drawdown

Current decline from peak

-0.43%

-1.85%

+1.42%

Average Drawdown

Average peak-to-trough decline

-0.40%

-1.73%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

Volatility

MUSE vs. GRW - Volatility Comparison


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Volatility by Period


MUSEGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

15.72%

-12.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.73%

15.72%

-11.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.73%

15.72%

-11.99%

MUSE vs. GRW - Expense Ratio Comparison

MUSE has a 0.56% expense ratio, which is lower than GRW's 0.75% expense ratio.


Dividends

MUSE vs. GRW - Dividend Comparison

MUSE's dividend yield for the trailing twelve months is around 7.74%, while GRW has not paid dividends to shareholders.


PositionTTM20252024
GRW
TCW Durable Growth ETF
0.00%0.00%0.00%
MUSE
TCW Multisector Credit Income ETF
7.13%7.35%0.75%

Frequently Asked Questions


MUSE and GRW have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MUSE is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MUSE is cheaper with a 0.56% expense ratio, compared with 0.75% for GRW.

MUSE has the higher dividend yield at 7.13%, compared with 0.00% for GRW.

MUSE is categorized as Multisector Bonds, while GRW is Large Cap Growth Equities. Their fees differ too: 0.56% for MUSE and 0.75% for GRW.

Portfolio Optimizer

Find the right allocation for MUSE and GRW

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