LPCIX vs. TGLMX
LPCIX (MetLife Core Plus Fund) and TGLMX (TCW Total Return Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, LPCIX returned 1.45%/yr vs 1.31%/yr for TGLMX. Their correlation of 0.92 means they have usually moved in the same direction. LPCIX charges 0.64%/yr vs 0.49%/yr for TGLMX.
Performance
LPCIX vs. TGLMX - Performance Comparison
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Returns By Period
In the year-to-date period, LPCIX achieves a -0.46% return, which is significantly lower than TGLMX's 0.59% return. Over the past 10 years, LPCIX has outperformed TGLMX with an annualized return of 1.45%, while TGLMX has yielded a comparatively lower 1.31% annualized return.
LPCIX
- 1D
- 0.12%
- 1M
- -1.16%
- 6M
- -0.80%
- YTD
- -0.46%
- 1Y
- 2.00%
- 3Y*
- 3.74%
- 5Y*
- -0.66%
- 10Y*
- 1.45%
- ALL TIME*
- 1.71%
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) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LPCIX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPCIX MetLife Core Plus Fund | -0.46% | 7.16% | 1.27% | 5.52% | -14.24% | -0.99% | 7.58% | 9.56% | -0.64% | 4.87% |
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 LPCIX and TGLMX is 0.92, 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. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.92 |
The correlation between LPCIX and TGLMX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
LPCIX vs. TGLMX — Risk / Return Rank
LPCIX
TGLMX
LPCIX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetLife Core Plus Fund (LPCIX) 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.
| LPCIX | TGLMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.84 | -0.79 |
| Martin ratioReturn relative to average drawdown | 2.62 | 4.83 | -2.21 |
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Drawdowns
LPCIX vs. TGLMX - Drawdown Comparison
The maximum LPCIX drawdown since its inception was -18.98%, smaller than the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for LPCIX and TGLMX.
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Drawdown Indicators
| LPCIX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.98% | -22.26% | +3.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -2.63% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -5.64% | -7.20% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.98% | -22.17% | +3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -18.98% | -22.26% | +3.28% |
Current DrawdownCurrent decline from peak | -3.53% | -3.36% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -3.79% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.00% | +0.08% |
Volatility
LPCIX vs. TGLMX - Volatility Comparison
MetLife Core Plus Fund (LPCIX) and TCW Total Return Bond Fund (TGLMX) have volatilities of 1.06% 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
| LPCIX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 1.03% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 3.22% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 4.16% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 7.06% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 5.60% | -0.66% |
LPCIX vs. TGLMX - Expense Ratio Comparison
LPCIX has a 0.64% expense ratio, which is higher than TGLMX's 0.49% expense ratio.
Dividends
LPCIX vs. TGLMX - Dividend Comparison
LPCIX's dividend yield for the trailing twelve months is around 4.41%, less than TGLMX's 6.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPCIX MetLife Core Plus Fund | 4.41% | 4.12% | 3.43% | 3.95% | 2.58% | 1.52% | 2.48% | 5.87% | 2.73% | 2.63% | 2.66% | 2.04% |
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
With a correlation of 0.92, LPCIX 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.
LPCIX has higher volatility (1.06%) compared to TGLMX (1.03%). In terms of maximum drawdown, LPCIX dropped -18.98% vs TGLMX's -22.26%.
TGLMX currently has the higher Sharpe Ratio (1.16 vs 0.75), 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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