SMIFX vs. TGPCX
SMIFX (Sound Mind Investing Fund) and TGPCX (TCW Conservative Allocation Fund) are both Diversified Portfolio funds. Over the past 10 years, SMIFX returned 9.72%/yr vs 6.02%/yr for TGPCX. Their correlation of 0.84 suggests significant overlap in exposure. SMIFX charges 1.19%/yr vs 0.41%/yr for TGPCX.
Performance
SMIFX vs. TGPCX - Performance Comparison
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Returns By Period
In the year-to-date period, SMIFX achieves a 15.84% return, which is significantly higher than TGPCX's 5.07% return. Over the past 10 years, SMIFX has outperformed TGPCX with an annualized return of 9.72%, while TGPCX has yielded a comparatively lower 6.02% annualized return.
SMIFX
- 1D
- -0.09%
- 1M
- 0.45%
- YTD
- 15.84%
- 6M
- 14.50%
- 1Y
- 20.23%
- 3Y*
- 12.61%
- 5Y*
- 6.19%
- 10Y*
- 9.72%
TGPCX
- 1D
- 0.00%
- 1M
- 1.39%
- YTD
- 5.07%
- 6M
- 4.73%
- 1Y
- 9.49%
- 3Y*
- 9.60%
- 5Y*
- 4.01%
- 10Y*
- 6.02%
SMIFX vs. TGPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMIFX Sound Mind Investing Fund | 15.84% | 3.16% | 16.65% | 5.17% | -8.93% | 11.15% | 20.76% | 19.28% | -8.56% | 17.49% |
TGPCX TCW Conservative Allocation Fund | 5.07% | 9.17% | 4.10% | 16.54% | -15.22% | 8.45% | 14.24% | 14.83% | -3.10% | 8.83% |
Correlation
The correlation between SMIFX and TGPCX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.84 |
The correlation between SMIFX and TGPCX shifts across timeframes, from 0.72 (5 years) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SMIFX vs. TGPCX — Risk / Return Rank
SMIFX
TGPCX
SMIFX vs. TGPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sound Mind Investing Fund (SMIFX) and TCW Conservative Allocation Fund (TGPCX). 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.
| SMIFX | TGPCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.30 | +0.57 |
| Martin ratioReturn relative to average drawdown | 9.07 | 9.42 | -0.35 |
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Drawdowns
SMIFX vs. TGPCX - Drawdown Comparison
The maximum SMIFX drawdown since its inception was -54.33%, which is greater than TGPCX's maximum drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for SMIFX and TGPCX.
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Drawdown Indicators
| SMIFX | TGPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.33% | -21.03% | -33.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.42% | -4.43% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.98% | -7.12% | -12.86% |
Max Drawdown (5Y)Largest decline over 5 years | -41.36% | -20.27% | -21.09% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -20.27% | -21.09% |
Current DrawdownCurrent decline from peak | -9.55% | -0.08% | -9.47% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -3.13% | -11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.08% | +1.26% |
Volatility
SMIFX vs. TGPCX - Volatility Comparison
Sound Mind Investing Fund (SMIFX) has a higher volatility of 5.19% compared to TCW Conservative Allocation Fund (TGPCX) at 2.46%. This indicates that SMIFX's price experiences larger fluctuations and is considered to be riskier than TGPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMIFX | TGPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 2.46% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 4.92% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 5.89% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.06% | 7.97% | +21.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 7.72% | +16.50% |
SMIFX vs. TGPCX - Expense Ratio Comparison
SMIFX has a 1.19% expense ratio, which is higher than TGPCX's 0.41% expense ratio.
Dividends
SMIFX vs. TGPCX - Dividend Comparison
SMIFX's dividend yield for the trailing twelve months is around 4.60%, more than TGPCX's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIFX Sound Mind Investing Fund | 4.60% | 5.33% | 1.28% | 1.73% | 0.97% | 46.86% | 0.00% | 0.48% | 26.02% | 10.06% | 0.00% | 14.94% |
TGPCX TCW Conservative Allocation Fund | 4.36% | 4.58% | 7.42% | 3.00% | 4.86% | 9.89% | 1.47% | 7.04% | 6.71% | 4.24% | 6.84% | 3.94% |
Frequently Asked Questions
SMIFX and TGPCX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMIFX has higher volatility (5.19%) compared to TGPCX (2.46%). In terms of maximum drawdown, SMIFX dropped -54.33% vs TGPCX's -21.03%.
TGPCX currently has the higher Sharpe Ratio (1.73 vs 1.71), 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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