CFVAX vs. TGLMX
Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) and TCW Total Return Bond Fund (TGLMX).
CFVAX is managed by SEI. It was launched on Apr 30, 2015. TGLMX is managed by TCW. It was launched on Jun 17, 1993.
Performance
CFVAX vs. TGLMX - Performance Comparison
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CFVAX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFVAX SEI Catholic Values Trust Catholic Values Fixed Income Fund | -0.46% | 6.89% | -0.30% | 4.27% | -15.80% | -2.01% | 8.02% | 8.87% | -0.82% | 3.33% |
TGLMX TCW Total Return Bond Fund | 0.31% | 8.99% | 1.82% | 5.05% | -16.59% | -1.05% | 8.32% | 7.28% | 0.80% | 3.44% |
Returns By Period
In the year-to-date period, CFVAX achieves a -0.46% return, which is significantly lower than TGLMX's 0.31% return. Over the past 10 years, CFVAX has underperformed TGLMX with an annualized return of 0.87%, while TGLMX has yielded a comparatively higher 1.52% annualized return.
CFVAX
- 1D
- 0.12%
- 1M
- -1.81%
- YTD
- -0.46%
- 6M
- 0.14%
- 1Y
- 3.15%
- 3Y*
- 2.37%
- 5Y*
- -1.13%
- 10Y*
- 0.87%
TGLMX
- 1D
- -0.26%
- 1M
- -1.52%
- YTD
- 0.31%
- 6M
- 1.30%
- 1Y
- 5.07%
- 3Y*
- 4.13%
- 5Y*
- -0.15%
- 10Y*
- 1.52%
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CFVAX vs. TGLMX - Expense Ratio Comparison
CFVAX has a 0.71% expense ratio, which is higher than TGLMX's 0.49% expense ratio.
Return for Risk
CFVAX vs. TGLMX — Risk / Return Rank
CFVAX
TGLMX
CFVAX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) and TCW Total Return Bond Fund (TGLMX). 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.
| CFVAX | TGLMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.10 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.60 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.71 | -0.38 |
Martin ratioReturn relative to average drawdown | 3.54 | 5.02 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFVAX | TGLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.10 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.02 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.27 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.40 | -0.19 |
Correlation
The correlation between CFVAX and TGLMX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CFVAX vs. TGLMX - Dividend Comparison
CFVAX's dividend yield for the trailing twelve months is around 3.46%, less than TGLMX's 6.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFVAX SEI Catholic Values Trust Catholic Values Fixed Income Fund | 3.46% | 3.73% | 2.63% | 1.62% | 1.41% | 1.70% | 3.91% | 2.97% | 2.42% | 1.66% | 0.33% | 0.00% |
TGLMX TCW Total Return Bond Fund | 6.41% | 7.19% | 6.52% | 6.13% | 3.27% | 2.08% | 3.37% | 4.07% | 3.55% | 2.89% | 4.13% | 2.88% |
Drawdowns
CFVAX vs. TGLMX - Drawdown Comparison
The maximum CFVAX drawdown since its inception was -21.41%, roughly equal to the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for CFVAX and TGLMX.
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Drawdown Indicators
| CFVAX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.41% | -22.26% | +0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -3.28% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -22.17% | +1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -21.41% | -22.26% | +0.85% |
Current DrawdownCurrent decline from peak | -8.74% | -3.63% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -3.80% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.12% | -0.01% |
Volatility
CFVAX vs. TGLMX - Volatility Comparison
The current volatility for SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) is 1.63%, while TCW Total Return Bond Fund (TGLMX) has a volatility of 1.77%. This indicates that CFVAX experiences smaller price fluctuations and is considered to be less risky than TGLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFVAX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.77% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 2.89% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 5.01% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 7.03% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 5.57% | -0.31% |