TGCEX vs. GQEPX
TGCEX (TCW Select Equities Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - TGCEX is a Large Cap Growth Equities fund managed by TCW, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, TGCEX returned 6.75%/yr vs 9.07%/yr for GQEPX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. TGCEX charges 0.77%/yr vs 0.59%/yr for GQEPX.
Performance
TGCEX vs. GQEPX - 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 GQEPX's 5.74% 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%
GQEPX
- 1D
- 0.28%
- 1M
- 0.33%
- 6M
- 1.93%
- YTD
- 5.74%
- 1Y
- 6.22%
- 3Y*
- 11.35%
- 5Y*
- 9.07%
- 10Y*
- —
- ALL TIME*
- 12.93%
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. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TGCEX TCW Select Equities Fund | 0.07% | 10.77% | 30.65% | 44.34% | -36.51% | 25.84% | 39.32% | 36.03% | -15.34% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 5.74% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Correlation
The correlation between TGCEX and GQEPX is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.68 |
The correlation between TGCEX and GQEPX shifts across timeframes, from -0.28 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TGCEX vs. GQEPX — Risk / Return Rank
TGCEX
GQEPX
TGCEX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Select Equities Fund (TGCEX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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 | GQEPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.10 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 0.71 | -0.72 |
| Martin ratioReturn relative to average drawdown | -0.02 | 1.61 | -1.63 |
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Drawdowns
TGCEX vs. GQEPX - Drawdown Comparison
The maximum TGCEX drawdown since its inception was -63.61%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for TGCEX and GQEPX.
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Drawdown Indicators
| TGCEX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -28.45% | -35.16% |
Max Drawdown (1Y)Largest decline over 1 year | -20.31% | -8.48% | -11.83% |
Max Drawdown (3Y)Largest decline over 3 years | -22.62% | -18.97% | -3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -42.96% | -20.49% | -22.47% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | — | — |
Current DrawdownCurrent decline from peak | -6.50% | -9.74% | +3.24% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -5.90% | -10.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 3.74% | +3.84% |
Volatility
TGCEX vs. GQEPX - Volatility Comparison
TCW Select Equities Fund (TGCEX) has a higher volatility of 4.71% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.69%. This indicates that TGCEX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGCEX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 2.69% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 8.34% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 10.57% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 15.89% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 18.62% | +3.95% |
TGCEX vs. GQEPX - Expense Ratio Comparison
TGCEX has a 0.77% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Dividends
TGCEX vs. GQEPX - Dividend Comparison
TGCEX's dividend yield for the trailing twelve months is around 12.58%, more than GQEPX's 6.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.60% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 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 GQEPX have a correlation of -0.28, 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 GQEPX (2.69%). In terms of maximum drawdown, TGCEX dropped -63.61% vs GQEPX's -28.45%.
GQEPX currently has the higher Sharpe Ratio (0.57 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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