DBLFX vs. TGLMX
Compare and contrast key facts about DoubleLine Core Fixed Income Fund (DBLFX) and TCW Total Return Bond Fund (TGLMX).
DBLFX is managed by DoubleLine. It was launched on Jun 1, 2010. TGLMX is managed by TCW. It was launched on Jun 17, 1993.
Performance
DBLFX vs. TGLMX - Performance Comparison
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DBLFX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBLFX DoubleLine Core Fixed Income Fund | -0.74% | 7.54% | 3.04% | 6.44% | -12.76% | -0.34% | 5.61% | 7.99% | -0.01% | 4.66% |
TGLMX TCW Total Return Bond Fund | 0.57% | 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, DBLFX achieves a -0.74% return, which is significantly lower than TGLMX's 0.57% return. Over the past 10 years, DBLFX has outperformed TGLMX with an annualized return of 2.11%, while TGLMX has yielded a comparatively lower 1.54% annualized return.
DBLFX
- 1D
- 0.55%
- 1M
- -2.33%
- YTD
- -0.74%
- 6M
- 0.36%
- 1Y
- 3.98%
- 3Y*
- 4.17%
- 5Y*
- 0.78%
- 10Y*
- 2.11%
TGLMX
- 1D
- 0.52%
- 1M
- -1.89%
- YTD
- 0.57%
- 6M
- 1.95%
- 1Y
- 5.74%
- 3Y*
- 4.22%
- 5Y*
- -0.02%
- 10Y*
- 1.54%
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DBLFX vs. TGLMX - Expense Ratio Comparison
DBLFX has a 0.47% expense ratio, which is lower than TGLMX's 0.49% expense ratio.
Return for Risk
DBLFX vs. TGLMX — Risk / Return Rank
DBLFX
TGLMX
DBLFX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Core Fixed Income Fund (DBLFX) 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.
| DBLFX | TGLMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.18 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.71 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.04 | -0.42 |
Martin ratioReturn relative to average drawdown | 5.47 | 6.03 | -0.56 |
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
| DBLFX | TGLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.18 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.00 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.28 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.40 | +0.46 |
Correlation
The correlation between DBLFX and TGLMX is 0.86, 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
DBLFX vs. TGLMX - Dividend Comparison
DBLFX's dividend yield for the trailing twelve months is around 4.39%, less than TGLMX's 6.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLFX DoubleLine Core Fixed Income Fund | 4.39% | 4.87% | 5.22% | 4.66% | 3.99% | 3.12% | 3.17% | 3.42% | 3.35% | 2.90% | 2.95% | 3.59% |
TGLMX TCW Total Return Bond Fund | 6.39% | 7.19% | 6.52% | 6.13% | 3.27% | 2.08% | 3.37% | 4.07% | 3.55% | 2.89% | 4.13% | 2.88% |
Drawdowns
DBLFX vs. TGLMX - Drawdown Comparison
The maximum DBLFX drawdown since its inception was -17.09%, smaller than the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for DBLFX and TGLMX.
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Drawdown Indicators
| DBLFX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.09% | -22.26% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.28% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -17.09% | -22.17% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -17.09% | -22.26% | +5.17% |
Current DrawdownCurrent decline from peak | -2.33% | -3.38% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -3.80% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 1.11% | -0.26% |
Volatility
DBLFX vs. TGLMX - Volatility Comparison
The current volatility for DoubleLine Core Fixed Income Fund (DBLFX) is 1.60%, while TCW Total Return Bond Fund (TGLMX) has a volatility of 1.85%. This indicates that DBLFX 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
| DBLFX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.85% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.42% | 2.88% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 5.02% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.20% | 7.03% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.27% | 5.57% | -1.30% |