TGCEX vs. BBLIX
TGCEX (TCW Select Equities Fund) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, TGCEX returned 6.75%/yr vs 7.28%/yr for BBLIX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. TGCEX charges 0.77%/yr vs 0.70%/yr for BBLIX.
Performance
TGCEX vs. BBLIX - Performance Comparison
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Returns By Period
In the year-to-date period, TGCEX achieves a 0.07% return, which is significantly lower than BBLIX's 1.58% return.
TGCEX
- 1D
- 2.15%
- 1M
- -1.25%
- 6M
- 1.42%
- YTD
- 0.07%
- 1Y
- 1.96%
- 3Y*
- 16.21%
- 5Y*
- 6.75%
- 10Y*
- 14.83%
- ALL TIME*
- 8.67%
BBLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.58%
- YTD
- 1.58%
- 1Y
- 5.32%
- 3Y*
- 11.67%
- 5Y*
- 7.28%
- 10Y*
- —
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TGCEX vs. BBLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TGCEX TCW Select Equities Fund | 0.07% | 10.77% | 30.65% | 44.34% | -36.51% | 25.84% | 39.32% | 9.69% |
BBLIX BBH Select Series - Large Cap Fund | 1.58% | 12.07% | 15.83% | 23.86% | -20.59% | 27.23% | 12.30% | 3.63% |
Correlation
The correlation between TGCEX and BBLIX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.80 |
Over the past year, the correlation between TGCEX and BBLIX has dropped to 0.34 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
TGCEX vs. BBLIX — Risk / Return Rank
TGCEX
BBLIX
TGCEX vs. BBLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Select Equities Fund (TGCEX) and BBH Select Series - Large Cap Fund (BBLIX). 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.
| TGCEX | BBLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.17 | -1.17 |
| Martin ratioReturn relative to average drawdown | -0.02 | 2.11 | -2.13 |
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Drawdowns
TGCEX vs. BBLIX - Drawdown Comparison
The maximum TGCEX drawdown since its inception was -63.61%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for TGCEX and BBLIX.
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Drawdown Indicators
| TGCEX | BBLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -33.49% | -30.12% |
Max Drawdown (1Y)Largest decline over 1 year | -20.31% | -3.63% | -16.68% |
Max Drawdown (3Y)Largest decline over 3 years | -22.62% | -14.68% | -7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -42.96% | -28.06% | -14.90% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | — | — |
Current DrawdownCurrent decline from peak | -6.50% | -1.80% | -4.70% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -6.24% | -10.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 1.84% | +5.74% |
Volatility
TGCEX vs. BBLIX - Volatility Comparison
TCW Select Equities Fund (TGCEX) has a higher volatility of 4.71% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that TGCEX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGCEX | BBLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 0.00% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 1.93% | +12.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 6.77% | +10.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 15.83% | +7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 18.33% | +4.24% |
TGCEX vs. BBLIX - Expense Ratio Comparison
TGCEX has a 0.77% expense ratio, which is higher than BBLIX's 0.70% expense ratio.
Dividends
TGCEX vs. BBLIX - Dividend Comparison
TGCEX's dividend yield for the trailing twelve months is around 12.58%, more than BBLIX's 9.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLIX BBH Select Series - Large Cap Fund | 9.39% | 9.54% | 4.20% | 0.28% | 1.45% | 3.27% | 0.34% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
TGCEX TCW Select Equities Fund | 12.58% | 12.58% | 15.71% | 12.24% | 20.14% | 12.87% | 7.11% | 9.06% | 16.70% | 26.37% | 6.68% | 7.52% |
Frequently Asked Questions
TGCEX and BBLIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGCEX has higher volatility (4.71%) compared to BBLIX (0.00%). In terms of maximum drawdown, TGCEX dropped -63.61% vs BBLIX's -33.49%.
BBLIX currently has the higher Sharpe Ratio (0.63 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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