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

TGFTX vs. THNQ

Last updated Apr 26, 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 0.75, 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.

-0.50.00.51.0
Correlation: 0.7

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.
50.00%60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
72.56%
77.39%
TGFTX
THNQ

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

-8.43%

1M

-4.47%

6M

-3.65%

1Y

8.25%

5Y*

N/A

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
Expense ratio chart for TGFTX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TGFTX: 0.90%
THNQ
ROBO Global Artificial Intelligence ETF
Expense ratio chart for THNQ: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
THNQ: 0.68%

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 4242
Overall Rank
The Sharpe Ratio Rank of THNQ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of THNQ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of THNQ is 4444
Omega Ratio Rank
The Calmar Ratio Rank of THNQ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of THNQ is 4040
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.

The chart of Sharpe ratio for TGFTX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.00
TGFTX: 0.77
THNQ: 0.29
The chart of Sortino ratio for TGFTX, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.00
TGFTX: 1.43
THNQ: 0.61
The chart of Omega ratio for TGFTX, currently valued at 2.04, compared to the broader market0.501.001.502.002.503.00
TGFTX: 2.04
THNQ: 1.08
The chart of Calmar ratio for TGFTX, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.00
TGFTX: 0.41
THNQ: 0.28
The chart of Martin ratio for TGFTX, currently valued at 14.86, compared to the broader market0.0010.0020.0030.0040.0050.00
TGFTX: 14.86
THNQ: 0.97

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.77
0.29
TGFTX
THNQ

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

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.35%
-18.74%
TGFTX
THNQ

Volatility

TGFTX vs. THNQ - Volatility Comparison

The current volatility for TCW Artificial Intelligence Equity Fund (TGFTX) is 0.00%, while ROBO Global Artificial Intelligence ETF (THNQ) has a volatility of 18.63%. This indicates that TGFTX experiences smaller price fluctuations and is considered to be less risky than THNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril0
18.63%
TGFTX
THNQ