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TCW Relative Value Mid Cap Fund Class N TGVNX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TGVNX | Replication |
|---|---|---|
| Annualized growth | 10.6% | 8.7% |
| Annualized volatility | 18.2% | 17.5% |
| Sharpe ratio | 0.65 | 0.57 |
| Maximum drawdown | 23.5% | 22.2% |
| Replication fit (R²) | 0.95 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model TGVNX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 51.5% |
| IJH | US Mid Cap | 21.8% |
| XLF | Sector · Financials | 9.5% |
| MTUM | Factor · Momentum | 8.9% |
| VOE | Mid-Cap · Value | 8.2% |