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TGFTX vs. THNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

TGFTX vs. THNQ

Last updated May 16, 2025

Compare and contrast key facts about TCW Artificial Intelligence Equity Fund (TGFTX) and ROBO Global Artificial Intelligence ETF (THNQ).

TGFTX is managed by TCW. It was launched on Aug 30, 2017. THNQ is a passively managed fund by Exchange Traded Concepts that tracks the performance of the ROBO Global Artificial Intelligence Index. It was launched on May 11, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGFTX or THNQ.

Correlation

The correlation between TGFTX and THNQ is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

TGFTX vs. THNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Artificial Intelligence Equity Fund (TGFTX) and ROBO Global Artificial Intelligence ETF (THNQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

TGFTX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

THNQ

YTD

4.00%

1M

18.54%

6M

5.08%

1Y

14.76%

5Y*

15.33%

10Y*

N/A

*Annualized

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TGFTX vs. THNQ - Expense Ratio Comparison

TGFTX has a 0.90% expense ratio, which is higher than THNQ's 0.68% expense ratio.

TGFTX
TCW Artificial Intelligence Equity Fund
THNQ
ROBO Global Artificial Intelligence ETF

Risk-Adjusted Performance

TGFTX vs. THNQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TGFTX
The Risk-Adjusted Performance Rank of TGFTX is 5858
Overall Rank
The Sharpe Ratio Rank of TGFTX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of TGFTX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of TGFTX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of TGFTX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of TGFTX is 7474
Martin Ratio Rank
THNQ
The Risk-Adjusted Performance Rank of THNQ is 5858
Overall Rank
The Sharpe Ratio Rank of THNQ is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of THNQ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of THNQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of THNQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of THNQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGFTX vs. THNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Artificial Intelligence Equity Fund (TGFTX) and ROBO Global Artificial Intelligence ETF (THNQ). 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.

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Dividends

TGFTX vs. THNQ - Dividend Comparison

Neither TGFTX nor THNQ has paid dividends to shareholders.

TTM20242023202220212020201920182017
TGFTX
TCW Artificial Intelligence Equity Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%
THNQ
ROBO Global Artificial Intelligence ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGFTX vs. THNQ - Drawdown Comparison

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Volatility

TGFTX vs. THNQ - Volatility Comparison

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