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TGCEX vs. TGWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGCEX vs. TGWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Select Equities Fund (TGCEX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). The values are adjusted to include any dividend payments, if applicable.

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TGCEX vs. TGWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGCEX
TCW Select Equities Fund
-14.71%10.77%30.65%44.34%-36.51%25.84%39.32%36.03%2.42%32.85%
TGWIX
TCW Emerging Markets Local Currency Income Fund
-3.32%21.09%-3.66%13.22%-12.30%-9.32%1.78%12.91%-8.22%16.28%

Returns By Period

In the year-to-date period, TGCEX achieves a -14.71% return, which is significantly lower than TGWIX's -3.32% return. Over the past 10 years, TGCEX has outperformed TGWIX with an annualized return of 13.75%, while TGWIX has yielded a comparatively lower 2.45% annualized return.


TGCEX

1D
-0.23%
1M
-8.35%
YTD
-14.71%
6M
-16.07%
1Y
3.90%
3Y*
16.08%
5Y*
7.26%
10Y*
13.75%

TGWIX

1D
-0.52%
1M
-7.43%
YTD
-3.32%
6M
0.16%
1Y
12.73%
3Y*
6.72%
5Y*
1.74%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGCEX vs. TGWIX - Expense Ratio Comparison

TGCEX has a 0.77% expense ratio, which is lower than TGWIX's 0.85% expense ratio.


Return for Risk

TGCEX vs. TGWIX — Risk / Return Rank

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

TGCEX
TGCEX Risk / Return Rank: 88
Overall Rank
TGCEX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TGCEX Sortino Ratio Rank: 99
Sortino Ratio Rank
TGCEX Omega Ratio Rank: 99
Omega Ratio Rank
TGCEX Calmar Ratio Rank: 77
Calmar Ratio Rank
TGCEX Martin Ratio Rank: 77
Martin Ratio Rank

TGWIX
TGWIX Risk / Return Rank: 8282
Overall Rank
TGWIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TGWIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TGWIX Omega Ratio Rank: 8484
Omega Ratio Rank
TGWIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TGWIX Martin Ratio Rank: 7878
Martin Ratio Rank
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.

TGCEX vs. TGWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Select Equities Fund (TGCEX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). 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.


TGCEXTGWIXDifference

Sharpe ratio

Return per unit of total volatility

0.17

1.76

-1.59

Sortino ratio

Return per unit of downside risk

0.42

2.52

-2.10

Omega ratio

Gain probability vs. loss probability

1.06

1.34

-0.28

Calmar ratio

Return relative to maximum drawdown

0.06

1.68

-1.62

Martin ratio

Return relative to average drawdown

0.18

7.60

-7.42

TGCEX vs. TGWIX - Sharpe Ratio Comparison

The current TGCEX Sharpe Ratio is 0.17, which is lower than the TGWIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TGCEX and TGWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGCEXTGWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

1.76

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.21

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.27

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.13

+0.21

Correlation

The correlation between TGCEX and TGWIX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TGCEX vs. TGWIX - Dividend Comparison

TGCEX's dividend yield for the trailing twelve months is around 14.75%, more than TGWIX's 5.58% yield.


TTM20252024202320222021202020192018201720162015
TGCEX
TCW Select Equities Fund
14.75%12.58%15.71%12.24%20.14%12.87%7.11%9.06%16.70%26.37%6.68%7.52%
TGWIX
TCW Emerging Markets Local Currency Income Fund
5.58%5.66%6.00%3.81%2.70%3.93%0.37%1.66%4.16%6.50%0.00%0.32%

Drawdowns

TGCEX vs. TGWIX - Drawdown Comparison

The maximum TGCEX drawdown since its inception was -63.61%, which is greater than TGWIX's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for TGCEX and TGWIX.


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Drawdown Indicators


TGCEXTGWIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

-31.56%

-32.05%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

-7.64%

-12.67%

Max Drawdown (5Y)

Largest decline over 5 years

-42.96%

-26.94%

-16.02%

Max Drawdown (10Y)

Largest decline over 10 years

-42.96%

-28.28%

-14.68%

Current Drawdown

Current decline from peak

-20.31%

-7.64%

-12.67%

Average Drawdown

Average peak-to-trough decline

-16.74%

-11.59%

-5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

1.69%

+4.77%

Volatility

TGCEX vs. TGWIX - Volatility Comparison

TCW Select Equities Fund (TGCEX) has a higher volatility of 5.60% compared to TCW Emerging Markets Local Currency Income Fund (TGWIX) at 4.39%. This indicates that TGCEX's price experiences larger fluctuations and is considered to be riskier than TGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGCEXTGWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

4.39%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

5.70%

+6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

7.40%

+14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.10%

8.25%

+14.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.48%

9.02%

+13.46%