IDITX vs. TGLMX
IDITX (Transamerica Bond) and TGLMX (TCW Total Return Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, IDITX returned 2.08%/yr vs 1.53%/yr for TGLMX. A 0.70 correlation means they provide meaningful diversification when combined. IDITX charges 0.88%/yr vs 0.49%/yr for TGLMX.
Performance
IDITX vs. TGLMX - Performance Comparison
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Returns By Period
In the year-to-date period, IDITX achieves a 0.47% return, which is significantly lower than TGLMX's 1.25% return. Over the past 10 years, IDITX has outperformed TGLMX with an annualized return of 2.08%, while TGLMX has yielded a comparatively lower 1.53% annualized return.
IDITX
- 1D
- 0.00%
- 1M
- 0.46%
- YTD
- 0.47%
- 6M
- 0.34%
- 1Y
- 5.38%
- 3Y*
- 4.20%
- 5Y*
- 0.18%
- 10Y*
- 2.08%
TGLMX
- 1D
- 0.00%
- 1M
- 0.39%
- YTD
- 1.25%
- 6M
- 1.15%
- 1Y
- 7.29%
- 3Y*
- 4.76%
- 5Y*
- -0.09%
- 10Y*
- 1.53%
IDITX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDITX Transamerica Bond | 0.47% | 6.83% | 1.80% | 5.96% | -14.07% | -0.11% | 6.43% | 9.08% | -0.76% | 4.92% |
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 IDITX and TGLMX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1994 | 0.70 |
The correlation between IDITX and TGLMX shifts across timeframes, from 0.70 (all time) to 0.90 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDITX vs. TGLMX — Risk / Return Rank
IDITX
TGLMX
IDITX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Bond (IDITX) 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.
| IDITX | TGLMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.74 | -0.91 |
| Martin ratioReturn relative to average drawdown | 5.70 | 8.29 | -2.59 |
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
| IDITX | TGLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.64 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.01 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.28 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.40 | +0.71 |
Drawdowns
IDITX vs. TGLMX - Drawdown Comparison
The maximum IDITX drawdown since its inception was -21.27%, roughly equal to the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for IDITX and TGLMX.
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Drawdown Indicators
| IDITX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.27% | -22.26% | +0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -2.63% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -6.07% | -8.56% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -18.33% | -22.17% | +3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -18.33% | -22.26% | +3.93% |
Current DrawdownCurrent decline from peak | -1.45% | -2.72% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -3.80% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.86% | +0.11% |
Volatility
IDITX vs. TGLMX - Volatility Comparison
The current volatility for Transamerica Bond (IDITX) is 1.30%, while TCW Total Return Bond Fund (TGLMX) has a volatility of 1.44%. This indicates that IDITX 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
| IDITX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.44% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 3.00% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 4.39% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 7.05% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.49% | 5.59% | -1.10% |
IDITX vs. TGLMX - Expense Ratio Comparison
IDITX has a 0.88% expense ratio, which is higher than TGLMX's 0.49% expense ratio.
Dividends
IDITX vs. TGLMX - Dividend Comparison
IDITX's dividend yield for the trailing twelve months is around 4.15%, less than TGLMX's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDITX Transamerica Bond | 4.15% | 4.08% | 4.19% | 3.59% | 2.20% | 2.72% | 2.72% | 3.06% | 3.70% | 3.72% | 3.72% | 3.40% |
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
IDITX and TGLMX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGLMX has higher volatility (1.44%) compared to IDITX (1.30%). In terms of maximum drawdown, IDITX dropped -21.27% vs TGLMX's -22.26%.
TGLMX currently has the higher Sharpe Ratio (1.64 vs 1.45), 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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