MFIOX vs. TGLMX
Compare and contrast key facts about MFS Income Fund (MFIOX) and TCW Total Return Bond Fund (TGLMX).
MFIOX is managed by MFS. It was launched on Oct 29, 1987. TGLMX is managed by TCW. It was launched on Jun 17, 1993.
Performance
MFIOX vs. TGLMX - Performance Comparison
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MFIOX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFIOX MFS Income Fund | -0.75% | 7.37% | 2.66% | 7.46% | -14.14% | -0.28% | 9.47% | 11.36% | -2.38% | 5.73% |
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, MFIOX achieves a -0.75% return, which is significantly lower than TGLMX's 0.57% return. Over the past 10 years, MFIOX has outperformed TGLMX with an annualized return of 2.86%, while TGLMX has yielded a comparatively lower 1.54% annualized return.
MFIOX
- 1D
- 0.51%
- 1M
- -2.32%
- YTD
- -0.75%
- 6M
- 0.23%
- 1Y
- 4.02%
- 3Y*
- 4.39%
- 5Y*
- 0.72%
- 10Y*
- 2.86%
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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MFIOX vs. TGLMX - Expense Ratio Comparison
MFIOX has a 0.73% expense ratio, which is higher than TGLMX's 0.49% expense ratio.
Return for Risk
MFIOX vs. TGLMX — Risk / Return Rank
MFIOX
TGLMX
MFIOX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Income Fund (MFIOX) 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.
| MFIOX | TGLMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.18 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.71 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.04 | -0.30 |
Martin ratioReturn relative to average drawdown | 5.58 | 6.03 | -0.45 |
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
| MFIOX | TGLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.18 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | -0.00 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.28 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.40 | +0.95 |
Correlation
The correlation between MFIOX and TGLMX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MFIOX vs. TGLMX - Dividend Comparison
MFIOX's dividend yield for the trailing twelve months is around 4.32%, less than TGLMX's 6.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFIOX MFS Income Fund | 4.32% | 4.70% | 5.04% | 4.72% | 2.24% | 3.29% | 2.80% | 3.04% | 3.07% | 3.26% | 3.61% | 4.35% |
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
MFIOX vs. TGLMX - Drawdown Comparison
The maximum MFIOX drawdown since its inception was -19.07%, smaller than the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for MFIOX and TGLMX.
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Drawdown Indicators
| MFIOX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.07% | -22.26% | +3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.28% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.07% | -22.17% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -19.07% | -22.26% | +3.19% |
Current DrawdownCurrent decline from peak | -2.32% | -3.38% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -3.80% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 1.11% | -0.22% |
Volatility
MFIOX vs. TGLMX - Volatility Comparison
The current volatility for MFS Income Fund (MFIOX) is 1.39%, while TCW Total Return Bond Fund (TGLMX) has a volatility of 1.85%. This indicates that MFIOX 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
| MFIOX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 1.85% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.88% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.10% | 5.02% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.48% | 7.03% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 5.57% | -0.71% |