TGCEX vs. BPTRX
TGCEX (TCW Select Equities Fund) and BPTRX (Baron Partners Fund) are both Large Cap Growth Equities funds. Over the past 10 years, TGCEX returned 14.83%/yr vs 22.97%/yr for BPTRX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. TGCEX charges 0.77%/yr vs 1.36%/yr for BPTRX.
Performance
TGCEX vs. BPTRX - Performance Comparison
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Returns By Period
In the year-to-date period, TGCEX achieves a 0.07% return, which is significantly higher than BPTRX's -3.59% return. Over the past 10 years, TGCEX has underperformed BPTRX with an annualized return of 14.83%, while BPTRX has yielded a comparatively higher 22.97% annualized 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%
BPTRX
- 1D
- -2.14%
- 1M
- -12.60%
- 6M
- -0.09%
- YTD
- -3.59%
- 1Y
- 28.55%
- 3Y*
- 16.04%
- 5Y*
- 10.37%
- 10Y*
- 22.97%
- ALL TIME*
- 15.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BPTRX Baron Partners Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
TGCEX vs. BPTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGCEX TCW Select Equities Fund | 0.07% | 10.77% | 30.65% | 44.34% | -36.51% | 25.84% | 39.32% | 36.03% | 2.42% | 32.85% |
BPTRX Baron Partners Fund | -3.59% | 24.54% | 32.75% | 43.09% | -42.53% | 31.35% | 148.81% | 44.99% | -2.01% | 31.54% |
Correlation
The correlation between TGCEX and BPTRX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | 0.60 |
The correlation between TGCEX and BPTRX shifts across timeframes, from 0.53 (1 year) to 0.70 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
TGCEX vs. BPTRX — Risk / Return Rank
TGCEX
BPTRX
TGCEX vs. BPTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Select Equities Fund (TGCEX) and Baron Partners Fund (BPTRX). 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 | BPTRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.31 | -1.31 |
| Martin ratioReturn relative to average drawdown | -0.02 | 4.23 | -4.25 |
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Drawdowns
TGCEX vs. BPTRX - Drawdown Comparison
The maximum TGCEX drawdown since its inception was -63.61%, roughly equal to the maximum BPTRX drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for TGCEX and BPTRX.
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Drawdown Indicators
| TGCEX | BPTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -64.11% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -20.31% | -19.60% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -22.62% | -33.34% | +10.72% |
Max Drawdown (5Y)Largest decline over 5 years | -42.96% | -49.87% | +6.91% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -51.26% | +8.30% |
Current DrawdownCurrent decline from peak | -6.50% | -18.16% | +11.66% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -13.76% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 6.04% | +1.54% |
Volatility
TGCEX vs. BPTRX - Volatility Comparison
The current volatility for TCW Select Equities Fund (TGCEX) is 4.71%, while Baron Partners Fund (BPTRX) has a volatility of 7.29%. This indicates that TGCEX experiences smaller price fluctuations and is considered to be less risky than BPTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGCEX | BPTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 7.29% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 19.10% | -5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 30.34% | -12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 34.24% | -10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 32.93% | -10.36% |
TGCEX vs. BPTRX - Expense Ratio Comparison
TGCEX has a 0.77% expense ratio, which is lower than BPTRX's 1.36% expense ratio.
Dividends
TGCEX vs. BPTRX - Dividend Comparison
TGCEX's dividend yield for the trailing twelve months is around 12.58%, more than BPTRX's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPTRX Baron Partners Fund | 3.49% | 3.36% | 0.76% | 0.00% | 3.19% | 7.72% | 3.67% | 0.26% | 0.00% | 0.00% | 0.00% | 0.35% |
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 BPTRX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BPTRX has higher volatility (7.29%) compared to TGCEX (4.71%). In terms of maximum drawdown, TGCEX dropped -63.61% vs BPTRX's -64.11%.
BPTRX currently has the higher Sharpe Ratio (0.84 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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