TGPCX vs. AAAAX
Compare and contrast key facts about TCW Conservative Allocation Fund (TGPCX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
TGPCX is managed by TCW. It was launched on Nov 15, 2006. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
TGPCX vs. AAAAX - Performance Comparison
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TGPCX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGPCX TCW Conservative Allocation Fund | -1.52% | 9.17% | 4.10% | 16.54% | -15.22% | 8.45% | 14.24% | 14.83% | -3.10% | 8.83% |
AAAAX DWS RREEF Real Assets Fund - Class A | 8.59% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, TGPCX achieves a -1.52% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, TGPCX has underperformed AAAAX with an annualized return of 5.35%, while AAAAX has yielded a comparatively higher 7.28% annualized return.
TGPCX
- 1D
- 0.09%
- 1M
- -4.35%
- YTD
- -1.52%
- 6M
- -0.47%
- 1Y
- 5.65%
- 3Y*
- 7.92%
- 5Y*
- 3.51%
- 10Y*
- 5.35%
AAAAX
- 1D
- 0.36%
- 1M
- -4.37%
- YTD
- 8.59%
- 6M
- 10.72%
- 1Y
- 16.80%
- 3Y*
- 9.80%
- 5Y*
- 6.74%
- 10Y*
- 7.28%
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TGPCX vs. AAAAX - Expense Ratio Comparison
TGPCX has a 0.41% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
TGPCX vs. AAAAX — Risk / Return Rank
TGPCX
AAAAX
TGPCX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Conservative Allocation Fund (TGPCX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| TGPCX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.49 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.00 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.80 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.84 | 9.69 | -4.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TGPCX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.49 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.56 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.58 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.38 | +0.29 |
Correlation
The correlation between TGPCX and AAAAX 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.
Dividends
TGPCX vs. AAAAX - Dividend Comparison
TGPCX's dividend yield for the trailing twelve months is around 4.65%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGPCX TCW Conservative Allocation Fund | 4.65% | 4.58% | 7.42% | 3.00% | 4.86% | 9.89% | 1.47% | 7.04% | 6.71% | 4.24% | 6.84% | 3.94% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.26% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
TGPCX vs. AAAAX - Drawdown Comparison
The maximum TGPCX drawdown since its inception was -21.03%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for TGPCX and AAAAX.
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Drawdown Indicators
| TGPCX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.03% | -40.47% | +19.44% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -9.55% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.27% | -22.62% | +2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -20.27% | -29.41% | +9.14% |
Current DrawdownCurrent decline from peak | -4.35% | -4.57% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -6.89% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 1.77% | -0.60% |
Volatility
TGPCX vs. AAAAX - Volatility Comparison
The current volatility for TCW Conservative Allocation Fund (TGPCX) is 2.34%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.03%. This indicates that TGPCX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGPCX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 3.03% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 7.22% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.46% | 11.60% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.89% | 12.18% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.64% | 12.66% | -5.02% |