CSIBX vs. TGLMX
CSIBX (Calvert Bond Fund) and TGLMX (TCW Total Return Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, CSIBX returned 1.90%/yr vs 1.31%/yr for TGLMX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. CSIBX charges 0.73%/yr vs 0.49%/yr for TGLMX.
Performance
CSIBX vs. TGLMX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIBX achieves a -0.87% return, which is significantly lower than TGLMX's 0.59% return. Over the past 10 years, CSIBX has outperformed TGLMX with an annualized return of 1.90%, while TGLMX has yielded a comparatively lower 1.31% annualized return.
CSIBX
- 1D
- 0.00%
- 1M
- -1.24%
- 6M
- -1.22%
- YTD
- -0.87%
- 1Y
- 1.83%
- 3Y*
- 4.23%
- 5Y*
- 0.16%
- 10Y*
- 1.90%
- ALL TIME*
- 4.26%
TGLMX
- 1D
- 0.00%
- 1M
- -0.91%
- 6M
- 0.04%
- YTD
- 0.59%
- 1Y
- 3.77%
- 3Y*
- 4.75%
- 5Y*
- -0.60%
- 10Y*
- 1.31%
- ALL TIME*
- 3.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CSIBX Calvert Bond Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
CSIBX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | -0.87% | 7.93% | 2.45% | 6.55% | -12.85% | 0.11% | 7.39% | 8.44% | -0.16% | 4.19% |
TGLMX TCW Total Return Bond Fund | 0.59% | 8.99% | 1.82% | 5.05% | -16.59% | -1.05% | 8.32% | 7.28% | 0.80% | 3.44% |
Correlation
The correlation between CSIBX and TGLMX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996 | 0.77 |
The correlation between CSIBX and TGLMX shifts across timeframes, from 0.77 (all time) to 0.93 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSIBX vs. TGLMX — Risk / Return Rank
CSIBX
TGLMX
CSIBX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSIBX | TGLMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.84 | -0.89 |
| Martin ratioReturn relative to average drawdown | 2.37 | 4.83 | -2.47 |
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Drawdowns
CSIBX vs. TGLMX - Drawdown Comparison
The maximum CSIBX drawdown since its inception was -17.57%, smaller than the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for CSIBX and TGLMX.
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Drawdown Indicators
| CSIBX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.57% | -22.26% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.63% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -7.20% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -22.17% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -17.57% | -22.26% | +4.69% |
Current DrawdownCurrent decline from peak | -2.60% | -3.36% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -3.79% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.00% | +0.26% |
Volatility
CSIBX vs. TGLMX - Volatility Comparison
Calvert Bond Fund (CSIBX) and TCW Total Return Bond Fund (TGLMX) have volatilities of 0.98% and 1.03%, 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
| CSIBX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.03% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 3.22% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 4.16% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.52% | 7.06% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.56% | 5.60% | -1.04% |
CSIBX vs. TGLMX - Expense Ratio Comparison
CSIBX has a 0.73% expense ratio, which is higher than TGLMX's 0.49% expense ratio.
Dividends
CSIBX vs. TGLMX - Dividend Comparison
CSIBX's dividend yield for the trailing twelve months is around 3.97%, less than TGLMX's 6.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | 3.97% | 4.35% | 4.18% | 3.28% | 2.34% | 3.12% | 3.39% | 3.43% | 2.49% | 2.22% | 2.58% | 2.45% |
TGLMX TCW Total Return Bond Fund | 6.07% | 7.19% | 6.52% | 6.13% | 3.27% | 2.08% | 3.37% | 4.07% | 3.55% | 2.89% | 4.13% | 2.88% |
Frequently Asked Questions
CSIBX and TGLMX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGLMX has higher volatility (1.03%) compared to CSIBX (0.98%). In terms of maximum drawdown, CSIBX dropped -17.57% vs TGLMX's -22.26%.
TGLMX currently has the higher Sharpe Ratio (1.16 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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