TGCEX vs. GXXIX
TGCEX (TCW Select Equities Fund) and GXXIX (abrdn U.S. Sustainable Leaders Fund) are both Large Cap Growth Equities funds. Over the past 10 years, TGCEX returned 14.83%/yr vs 14.16%/yr for GXXIX. Their correlation of 0.85 means they have usually moved in the same direction. TGCEX charges 0.77%/yr vs 0.97%/yr for GXXIX.
Performance
TGCEX vs. GXXIX - 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 GXXIX's 3.33% return. Both investments have delivered pretty close results over the past 10 years, with TGCEX having a 14.83% annualized return and GXXIX not far behind at 14.16%.
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%
GXXIX
- 1D
- 1.93%
- 1M
- -0.21%
- 6M
- 3.48%
- YTD
- 3.33%
- 1Y
- 6.34%
- 3Y*
- 6.62%
- 5Y*
- 9.39%
- 10Y*
- 14.16%
- ALL TIME*
- 13.26%
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. GXXIX - 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% |
GXXIX abrdn U.S. Sustainable Leaders Fund | 3.33% | 3.82% | 10.11% | 15.19% | -26.55% | 81.37% | 29.56% | 36.96% | -6.73% | 20.42% |
Correlation
The correlation between TGCEX and GXXIX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2011 | 0.85 |
The correlation between TGCEX and GXXIX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
TGCEX vs. GXXIX — Risk / Return Rank
TGCEX
GXXIX
TGCEX vs. GXXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Select Equities Fund (TGCEX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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 | GXXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.07 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 0.38 | -0.38 |
| Martin ratioReturn relative to average drawdown | -0.02 | 1.34 | -1.36 |
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Drawdowns
TGCEX vs. GXXIX - Drawdown Comparison
The maximum TGCEX drawdown since its inception was -63.61%, which is greater than GXXIX's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for TGCEX and GXXIX.
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Drawdown Indicators
| TGCEX | GXXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -33.65% | -29.96% |
Max Drawdown (1Y)Largest decline over 1 year | -20.31% | -11.78% | -8.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.62% | -19.74% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -42.96% | -33.65% | -9.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -33.65% | -9.31% |
Current DrawdownCurrent decline from peak | -6.50% | -3.51% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -6.13% | -10.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 3.31% | +4.27% |
Volatility
TGCEX vs. GXXIX - Volatility Comparison
TCW Select Equities Fund (TGCEX) has a higher volatility of 4.71% compared to abrdn U.S. Sustainable Leaders Fund (GXXIX) at 3.57%. This indicates that TGCEX's price experiences larger fluctuations and is considered to be riskier than GXXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGCEX | GXXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.57% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 10.45% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 12.86% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 27.84% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 23.70% | -1.13% |
TGCEX vs. GXXIX - Expense Ratio Comparison
TGCEX has a 0.77% expense ratio, which is lower than GXXIX's 0.97% expense ratio.
Dividends
TGCEX vs. GXXIX - Dividend Comparison
TGCEX's dividend yield for the trailing twelve months is around 12.58%, more than GXXIX's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXXIX abrdn U.S. Sustainable Leaders Fund | 2.22% | 2.30% | 0.00% | 0.28% | 0.39% | 59.39% | 14.10% | 9.76% | 12.93% | 10.11% | 12.20% | 5.82% |
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 GXXIX have a correlation of 0.84, 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 GXXIX (3.57%). In terms of maximum drawdown, TGCEX dropped -63.61% vs GXXIX's -33.65%.
GXXIX currently has the higher Sharpe Ratio (0.35 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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