DSBFX vs. TGLMX
DSBFX (Domini Impact Bond Fund) and TGLMX (TCW Total Return Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, DSBFX returned 1.48%/yr vs 1.46%/yr for TGLMX. Their correlation of 0.84 suggests significant overlap in exposure. DSBFX charges 0.87%/yr vs 0.49%/yr for TGLMX.
Performance
DSBFX vs. TGLMX - Performance Comparison
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Returns By Period
In the year-to-date period, DSBFX achieves a 0.43% return, which is significantly lower than TGLMX's 1.25% return. Both investments have delivered pretty close results over the past 10 years, with DSBFX having a 1.48% annualized return and TGLMX not far behind at 1.46%.
DSBFX
- 1D
- 0.10%
- 1M
- 0.66%
- YTD
- 0.43%
- 6M
- 0.50%
- 1Y
- 3.58%
- 3Y*
- 3.80%
- 5Y*
- -0.50%
- 10Y*
- 1.48%
TGLMX
- 1D
- 0.13%
- 1M
- 0.65%
- YTD
- 1.25%
- 6M
- 1.15%
- 1Y
- 5.64%
- 3Y*
- 4.68%
- 5Y*
- -0.19%
- 10Y*
- 1.46%
DSBFX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | 0.43% | 6.07% | 1.73% | 5.73% | -15.11% | -0.80% | 10.10% | 9.15% | -0.77% | 3.28% |
TGLMX TCW Total Return Bond Fund | 1.25% | 8.99% | 1.82% | 5.05% | -16.59% | -1.05% | 8.32% | 7.28% | 0.80% | 3.44% |
Correlation
The correlation between DSBFX and TGLMX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 31, 2000 | 0.84 |
The correlation between DSBFX and TGLMX shifts across timeframes, from 0.84 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DSBFX vs. TGLMX — Risk / Return Rank
DSBFX
TGLMX
DSBFX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Bond Fund (DSBFX) 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.
| DSBFX | TGLMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.31 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.78 | 6.61 | -2.83 |
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Drawdowns
DSBFX vs. TGLMX - Drawdown Comparison
The maximum DSBFX drawdown since its inception was -20.10%, smaller than the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for DSBFX and TGLMX.
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Drawdown Indicators
| DSBFX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -22.26% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -2.63% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -6.59% | -8.56% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -22.17% | +2.07% |
Max Drawdown (10Y)Largest decline over 10 years | -20.10% | -22.26% | +2.16% |
Current DrawdownCurrent decline from peak | -3.83% | -2.72% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -3.79% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.92% | +0.11% |
Volatility
DSBFX vs. TGLMX - Volatility Comparison
The current volatility for Domini Impact Bond Fund (DSBFX) is 1.14%, while TCW Total Return Bond Fund (TGLMX) has a volatility of 1.24%. This indicates that DSBFX 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
| DSBFX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 1.24% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 3.10% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.69% | 4.27% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 7.06% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 5.60% | -0.58% |
DSBFX vs. TGLMX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is higher than TGLMX's 0.49% expense ratio.
Dividends
DSBFX vs. TGLMX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 3.14%, less than TGLMX's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | 3.14% | 3.09% | 3.13% | 2.59% | 1.81% | 2.31% | 5.03% | 2.38% | 2.67% | 1.70% | 0.48% | 0.55% |
TGLMX TCW Total Return Bond Fund | 6.74% | 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
With a correlation of 0.91, DSBFX and TGLMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TGLMX has higher volatility (1.24%) compared to DSBFX (1.14%). In terms of maximum drawdown, DSBFX dropped -20.10% vs TGLMX's -22.26%.
TGLMX currently has the higher Sharpe Ratio (1.43 vs 1.06), 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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