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

Correlation

The correlation between TGFTX and WKLY is 0.80, 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: 0.8

Performance

TGFTX vs. WKLY - Performance Comparison

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

TGFTX
WKLY

Key characteristics

Returns By Period


TGFTX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

WKLY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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TGFTX vs. WKLY - Expense Ratio Comparison

TGFTX has a 0.90% expense ratio, which is higher than WKLY's 0.49% expense ratio.


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%
Expense ratio chart for WKLY: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WKLY: 0.49%

Risk-Adjusted Performance

TGFTX vs. WKLY — 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

WKLY
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. WKLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Artificial Intelligence Equity Fund (TGFTX) and SoFi Weekly Dividend ETF (WKLY). 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.



Rolling 12-month Sharpe Ratio
TGFTX
WKLY

Dividends

TGFTX vs. WKLY - Dividend Comparison

Neither TGFTX nor WKLY has paid dividends to shareholders.


TTM2023202220212020201920182017
TGFTX
TCW Artificial Intelligence Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%
WKLY
SoFi Weekly Dividend ETF
0.00%2.93%3.20%1.21%0.00%0.00%0.00%0.00%

Drawdowns

TGFTX vs. WKLY - Drawdown Comparison


TGFTX
WKLY

Volatility

TGFTX vs. WKLY - Volatility Comparison

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


TGFTX
WKLY