QRFT vs. GRW

Last updated Jun 5, 2026

QRFT (QRAFT AI Enhanced U.S. Large Cap ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

QRFT vs. GRW - Performance Comparison

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

Returns By Period

QRFT

• 1D: 0.08%
• 1M: 5.38%
• YTD: 12.70%
• 6M: 12.87%
• 1Y: 29.05%
• 3Y*: 21.87%
• 5Y*: 12.41%
• 10Y*: —

GRW

• 1D: 0.18%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QRFT vs. GRW - Yearly Performance Comparison

	2026 (YTD)
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.21%
GRW TCW Durable Growth ETF	1.46%

Correlation

The correlation between QRFT and GRW is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.10

QRFT vs. GRW - Sectors Allocation Comparison

Sectors	QRFT	GRW
Technology	35.4%	26.6%
Financial Services	10.7%	9.8%
Communication Services	10.2%	9.1%
Consumer Cyclical	10.1%	8.3%
Industrials	9.7%	38.1%
Healthcare	8.8%	4.1%
Consumer Defensive	6.7%	-
Energy	4.2%	-
Basic Materials	2.0%	4.0%
Utilities	1.4%	-
Real Estate	1.0%	-

Return for Risk

QRFT vs. GRW — Risk / Return Rank

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

QRFT

QRFT Risk / Return Rank: 69
QRFT Sharpe Ratio Rank: 69
QRFT Sortino Ratio Rank: 68
QRFT Omega Ratio Rank: 68
QRFT Calmar Ratio Rank: 66
QRFT Martin Ratio Rank: 75

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.

QRFT vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) 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.

	QRFT	GRW	Difference
Sharpe ratio: Return per unit of total volatility	2.23	—	—
Sortino ratio: Return per unit of downside risk	3.06	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	3.20	—	—
Martin ratio: Return relative to average drawdown	14.15	—	—
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

	QRFT	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	13.58	-12.72

Drawdowns

QRFT vs. GRW - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for QRFT and GRW.

Drawdown Indicators

	QRFT	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-30.19%	-0.45%	-29.74%
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	—	—
Current Drawdown Current decline from peak	-0.26%	-0.27%	+0.01%
Average Drawdown Average peak-to-trough decline	-6.79%	-0.17%	-6.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	—	—

Volatility

Volatility by Period

	QRFT	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.96%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	8.89%	+4.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	8.89%	+8.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.10%	8.89%	+11.21%

QRFT vs. GRW - Expense Ratio Comparison

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

Dividends

QRFT vs. GRW - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.25%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
GRW TCW Durable Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.25%	0.27%	0.52%	0.77%	0.83%	0.05%	1.81%	4.00%

Frequently Asked Questions

Can I hold both QRFT and GRW in my portfolio?

QRFT and GRW have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QRFT 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, QRFT or GRW?

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

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

QRFT has the higher dividend yield at 0.25%, compared with 0.00% for GRW.

What is the main difference between QRFT and GRW?

They also come from different issuers: Exchange Traded Concepts and TCW.