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TGREX vs. TGWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGREX vs. TGWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Global Real Estate Fund (TGREX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). The values are adjusted to include any dividend payments, if applicable.

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TGREX vs. TGWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGREX
TCW Global Real Estate Fund
-0.49%7.69%1.94%11.29%-25.92%27.96%14.65%29.50%-11.22%11.06%
TGWIX
TCW Emerging Markets Local Currency Income Fund
-3.32%21.09%-3.66%13.22%-12.30%-9.32%1.78%12.91%-8.22%16.28%

Returns By Period

In the year-to-date period, TGREX achieves a -0.49% return, which is significantly higher than TGWIX's -3.32% return. Over the past 10 years, TGREX has outperformed TGWIX with an annualized return of 5.41%, while TGWIX has yielded a comparatively lower 2.45% annualized return.


TGREX

1D
-0.08%
1M
-9.66%
YTD
-0.49%
6M
-1.55%
1Y
5.16%
3Y*
5.80%
5Y*
1.08%
10Y*
5.41%

TGWIX

1D
-0.52%
1M
-7.43%
YTD
-3.32%
6M
0.16%
1Y
12.73%
3Y*
6.72%
5Y*
1.74%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGREX vs. TGWIX - Expense Ratio Comparison

TGREX has a 0.90% expense ratio, which is higher than TGWIX's 0.85% expense ratio.


Return for Risk

TGREX vs. TGWIX — 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: 1212
Omega Ratio Rank
TGREX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TGREX Martin Ratio Rank: 1515
Martin Ratio Rank

TGWIX
TGWIX Risk / Return Rank: 8282
Overall Rank
TGWIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TGWIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TGWIX Omega Ratio Rank: 8484
Omega Ratio Rank
TGWIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TGWIX Martin Ratio Rank: 7878
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. TGWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Global Real Estate Fund (TGREX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). 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.


TGREXTGWIXDifference

Sharpe ratio

Return per unit of total volatility

0.36

1.76

-1.41

Sortino ratio

Return per unit of downside risk

0.59

2.52

-1.93

Omega ratio

Gain probability vs. loss probability

1.08

1.34

-0.26

Calmar ratio

Return relative to maximum drawdown

0.42

1.68

-1.26

Martin ratio

Return relative to average drawdown

1.51

7.60

-6.09

TGREX vs. TGWIX - Sharpe Ratio Comparison

The current TGREX Sharpe Ratio is 0.36, which is lower than the TGWIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TGREX and TGWIX, 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


TGREXTGWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.76

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.21

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.27

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.13

+0.16

Correlation

The correlation between TGREX and TGWIX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TGREX vs. TGWIX - Dividend Comparison

TGREX's dividend yield for the trailing twelve months is around 2.56%, less than TGWIX's 5.58% yield.


TTM20252024202320222021202020192018201720162015
TGREX
TCW Global Real Estate Fund
2.56%2.96%1.90%1.76%2.10%10.16%0.75%2.65%2.81%2.15%3.85%2.80%
TGWIX
TCW Emerging Markets Local Currency Income Fund
5.58%5.66%6.00%3.81%2.70%3.93%0.37%1.66%4.16%6.50%0.00%0.32%

Drawdowns

TGREX vs. TGWIX - Drawdown Comparison

The maximum TGREX drawdown since its inception was -37.78%, which is greater than TGWIX's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for TGREX and TGWIX.


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Drawdown Indicators


TGREXTGWIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.78%

-31.56%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-7.64%

-3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-33.48%

-26.94%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-28.28%

-9.50%

Current Drawdown

Current decline from peak

-9.95%

-7.64%

-2.31%

Average Drawdown

Average peak-to-trough decline

-9.01%

-11.59%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

1.69%

+1.49%

Volatility

TGREX vs. TGWIX - Volatility Comparison

TCW Global Real Estate Fund (TGREX) and TCW Emerging Markets Local Currency Income Fund (TGWIX) have volatilities of 4.43% and 4.39%, 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


TGREXTGWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.39%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

5.70%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

7.40%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

8.25%

+7.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

9.02%

+7.68%