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TGCFX vs. TGWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGCFX vs. TGWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Core Fixed Income Fund (TGCFX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). The values are adjusted to include any dividend payments, if applicable.

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TGCFX vs. TGWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGCFX
TCW Core Fixed Income Fund
-0.21%7.51%0.75%5.61%-14.25%-1.27%8.79%8.75%0.09%3.23%
TGWIX
TCW Emerging Markets Local Currency Income Fund
-3.32%21.09%-3.66%13.22%-12.30%-9.32%1.78%12.91%-8.22%16.28%

Returns By Period

In the year-to-date period, TGCFX achieves a -0.21% return, which is significantly higher than TGWIX's -3.32% return. Over the past 10 years, TGCFX has underperformed TGWIX with an annualized return of 1.66%, while TGWIX has yielded a comparatively higher 2.45% annualized return.


TGCFX

1D
0.62%
1M
-2.13%
YTD
-0.21%
6M
0.86%
1Y
3.95%
3Y*
3.30%
5Y*
-0.09%
10Y*
1.66%

TGWIX

1D
-0.52%
1M
-7.43%
YTD
-3.32%
6M
0.16%
1Y
12.73%
3Y*
6.72%
5Y*
1.74%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGCFX vs. TGWIX - Expense Ratio Comparison

TGCFX has a 0.49% expense ratio, which is lower than TGWIX's 0.85% expense ratio.


Return for Risk

TGCFX vs. TGWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TGCFX
TGCFX Risk / Return Rank: 4949
Overall Rank
TGCFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TGCFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TGCFX Omega Ratio Rank: 3232
Omega Ratio Rank
TGCFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TGCFX Martin Ratio Rank: 4646
Martin Ratio Rank

TGWIX
TGWIX Risk / Return Rank: 8282
Overall Rank
TGWIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TGWIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TGWIX Omega Ratio Rank: 8484
Omega Ratio Rank
TGWIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TGWIX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TGCFX vs. TGWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Core Fixed Income Fund (TGCFX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). 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.


TGCFXTGWIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.76

-0.85

Sortino ratio

Return per unit of downside risk

1.32

2.52

-1.20

Omega ratio

Gain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratio

Return relative to maximum drawdown

1.75

1.68

+0.08

Martin ratio

Return relative to average drawdown

4.63

7.60

-2.97

TGCFX vs. TGWIX - Sharpe Ratio Comparison

The current TGCFX Sharpe Ratio is 0.92, which is lower than the TGWIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TGCFX and TGWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGCFXTGWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.76

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.21

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.27

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.13

+0.20

Correlation

The correlation between TGCFX and TGWIX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TGCFX vs. TGWIX - Dividend Comparison

TGCFX's dividend yield for the trailing twelve months is around 4.11%, less than TGWIX's 5.58% yield.


TTM20252024202320222021202020192018201720162015
TGCFX
TCW Core Fixed Income Fund
4.11%4.51%4.34%3.66%2.22%1.56%4.14%2.63%2.57%2.17%2.95%2.59%
TGWIX
TCW Emerging Markets Local Currency Income Fund
5.58%5.66%6.00%3.81%2.70%3.93%0.37%1.66%4.16%6.50%0.00%0.32%

Drawdowns

TGCFX vs. TGWIX - Drawdown Comparison

The maximum TGCFX drawdown since its inception was -19.37%, smaller than the maximum TGWIX drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for TGCFX and TGWIX.


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Drawdown Indicators


TGCFXTGWIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-31.56%

+12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-7.64%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.37%

-26.94%

+7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-19.37%

-28.28%

+8.91%

Current Drawdown

Current decline from peak

-3.41%

-7.64%

+4.23%

Average Drawdown

Average peak-to-trough decline

-3.61%

-11.59%

+7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.69%

-0.63%

Volatility

TGCFX vs. TGWIX - Volatility Comparison

The current volatility for TCW Core Fixed Income Fund (TGCFX) is 1.81%, while TCW Emerging Markets Local Currency Income Fund (TGWIX) has a volatility of 4.39%. This indicates that TGCFX experiences smaller price fluctuations and is considered to be less risky than TGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGCFXTGWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

4.39%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

5.70%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

7.40%

-2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.52%

8.25%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

9.02%

-3.82%