See what your fund actually adds
TCW Concentrated Large Cap Growth Fund - I Class TGCEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TGCEX | Replication |
|---|---|---|
| Annualized growth | 8.7% | 11.9% |
| Annualized volatility | 22.6% | 21.0% |
| Sharpe ratio | 0.48 | 0.64 |
| Maximum drawdown | 42.8% | 35.7% |
| Replication fit (R²) | 0.95 · Tracking error 5.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model TGCEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 81.3% |
| VOT | Mid-Cap · Growth | 18.7% |