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TGREX vs. TGDVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGREX vs. TGDVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Global Real Estate Fund (TGREX) and TCW Relative Value Large Cap Fund (TGDVX). The values are adjusted to include any dividend payments, if applicable.

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TGREX vs. TGDVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGREX
TCW Global Real Estate Fund
1.07%7.69%1.94%11.29%-25.92%27.96%14.65%29.50%-11.22%11.06%
TGDVX
TCW Relative Value Large Cap Fund
0.07%19.17%18.29%16.05%-6.98%29.16%6.30%25.79%-17.00%15.02%

Returns By Period

In the year-to-date period, TGREX achieves a 1.07% return, which is significantly higher than TGDVX's 0.07% return. Over the past 10 years, TGREX has underperformed TGDVX with an annualized return of 5.58%, while TGDVX has yielded a comparatively higher 11.06% annualized return.


TGREX

1D
1.57%
1M
-7.89%
YTD
1.07%
6M
-0.08%
1Y
6.18%
3Y*
6.35%
5Y*
1.09%
10Y*
5.58%

TGDVX

1D
2.28%
1M
-4.82%
YTD
0.07%
6M
3.81%
1Y
19.02%
3Y*
16.75%
5Y*
11.09%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGREX vs. TGDVX - Expense Ratio Comparison

Both TGREX and TGDVX have an expense ratio of 0.90%.


Return for Risk

TGREX vs. TGDVX — Risk / Return Rank

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

TGREX
TGREX Risk / Return Rank: 1414
Overall Rank
TGREX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TGREX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TGREX Omega Ratio Rank: 1111
Omega Ratio Rank
TGREX Calmar Ratio Rank: 1515
Calmar Ratio Rank
TGREX Martin Ratio Rank: 1616
Martin Ratio Rank

TGDVX
TGDVX Risk / Return Rank: 5353
Overall Rank
TGDVX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TGDVX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TGDVX Omega Ratio Rank: 5656
Omega Ratio Rank
TGDVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
TGDVX Martin Ratio Rank: 5757
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.

TGREX vs. TGDVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Global Real Estate Fund (TGREX) and TCW Relative Value Large Cap Fund (TGDVX). 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.


TGREXTGDVXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.07

-0.62

Sortino ratio

Return per unit of downside risk

0.71

1.51

-0.80

Omega ratio

Gain probability vs. loss probability

1.09

1.24

-0.15

Calmar ratio

Return relative to maximum drawdown

0.62

1.44

-0.82

Martin ratio

Return relative to average drawdown

2.20

6.22

-4.03

TGREX vs. TGDVX - Sharpe Ratio Comparison

The current TGREX Sharpe Ratio is 0.45, which is lower than the TGDVX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TGREX and TGDVX, 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


TGREXTGDVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.07

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.66

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.57

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.38

-0.08

Correlation

The correlation between TGREX and TGDVX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TGREX vs. TGDVX - Dividend Comparison

TGREX's dividend yield for the trailing twelve months is around 2.52%, less than TGDVX's 24.93% yield.


TTM20252024202320222021202020192018201720162015
TGREX
TCW Global Real Estate Fund
2.52%2.96%1.90%1.76%2.10%10.16%0.75%2.65%2.81%2.15%3.85%2.80%
TGDVX
TCW Relative Value Large Cap Fund
24.93%24.95%6.80%4.56%6.93%8.25%8.40%60.34%14.36%16.19%6.77%5.35%

Drawdowns

TGREX vs. TGDVX - Drawdown Comparison

The maximum TGREX drawdown since its inception was -37.78%, smaller than the maximum TGDVX drawdown of -60.90%. Use the drawdown chart below to compare losses from any high point for TGREX and TGDVX.


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Drawdown Indicators


TGREXTGDVXDifference

Max Drawdown

Largest peak-to-trough decline

-37.78%

-60.90%

+23.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-14.01%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-33.48%

-21.40%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-42.66%

+4.88%

Current Drawdown

Current decline from peak

-8.53%

-5.67%

-2.86%

Average Drawdown

Average peak-to-trough decline

-9.01%

-10.19%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.24%

-0.01%

Volatility

TGREX vs. TGDVX - Volatility Comparison

TCW Global Real Estate Fund (TGREX) and TCW Relative Value Large Cap Fund (TGDVX) have volatilities of 4.88% and 4.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGREXTGDVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

4.73%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

9.43%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

18.08%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

16.84%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

19.38%

-2.67%