TGRT vs. GRW

Last updated Jun 5, 2026

TGRT (T. Rowe Price Growth ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. TGRT charges 0.38%/yr vs 0.75%/yr for GRW.

Performance

TGRT vs. GRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth ETF (TGRT) and TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TGRT

• 1D: -0.13%
• 1M: 3.97%
• YTD: 5.36%
• 6M: 4.85%
• 1Y: 20.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GRW

• 1D: 0.18%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRT vs. GRW - Yearly Performance Comparison

	2026 (YTD)
TGRT T. Rowe Price Growth ETF	-0.87%
GRW TCW Durable Growth ETF	1.46%

Correlation

The correlation between TGRT and GRW is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.90

TGRT vs. GRW - Sectors Allocation Comparison

Sectors	TGRT	GRW
Technology	54.2%	26.6%
Communication Services	14.0%	9.1%
Consumer Cyclical	11.1%	8.3%
Healthcare	8.0%	4.1%
Financial Services	5.3%	9.8%
Industrials	4.6%	38.1%
Consumer Defensive	1.5%	-
Utilities	0.5%	-
Basic Materials	0.4%	4.0%
Energy	0.2%	-
Real Estate	-	-

Return for Risk

TGRT vs. GRW — Risk / Return Rank

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

TGRT

TGRT Risk / Return Rank: 32
TGRT Sharpe Ratio Rank: 37
TGRT Sortino Ratio Rank: 35
TGRT Omega Ratio Rank: 35
TGRT Calmar Ratio Rank: 25
TGRT Martin Ratio Rank: 28

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.

TGRT vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth ETF (TGRT) and TCW Durable Growth ETF (GRW). 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.

	TGRT	GRW	Difference
Sharpe ratio: Return per unit of total volatility	1.29	—	—
Sortino ratio: Return per unit of downside risk	1.81	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.16	—	—
Martin ratio: Return relative to average drawdown	3.81	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TGRT	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.21	13.58	-12.37

Drawdowns

TGRT vs. GRW - Drawdown Comparison

The maximum TGRT drawdown since its inception was -22.04%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for TGRT and GRW.

Drawdown Indicators

	TGRT	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-22.04%	-0.45%	-21.59%
Max Drawdown (1Y) Largest decline over 1 year	-17.89%	—	—
Current Drawdown Current decline from peak	-1.89%	-0.27%	-1.62%
Average Drawdown Average peak-to-trough decline	-3.27%	-0.17%	-3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	—	—

Volatility

Volatility by Period

	TGRT	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.09%	8.89%	+7.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.08%	8.89%	+10.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.08%	8.89%	+10.19%

TGRT vs. GRW - Expense Ratio Comparison

TGRT has a 0.38% expense ratio, which is lower than GRW's 0.75% expense ratio.

Dividends

TGRT vs. GRW - Dividend Comparison

TGRT's dividend yield for the trailing twelve months is around 0.07%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
GRW TCW Durable Growth ETF	0.00%	0.00%	0.00%	0.00%
TGRT T. Rowe Price Growth ETF	0.07%	0.08%	0.09%	0.06%

Frequently Asked Questions

Can I hold both TGRT and GRW in my portfolio?

With a correlation of 0.90, TGRT and GRW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, TGRT or GRW?

On fees, TGRT is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TGRT or GRW?

TGRT is cheaper with a 0.38% expense ratio, compared with 0.75% for GRW.

Which ETF pays a higher dividend yield, TGRT or GRW?

TGRT has the higher dividend yield at 0.07%, compared with 0.00% for GRW.

What is the main difference between TGRT and GRW?

They also come from different issuers: T. Rowe Price and TCW. Their fees differ too: 0.38% for TGRT and 0.75% for GRW.