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TGCFX vs. WFBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGCFX vs. WFBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Core Fixed Income Fund (TGCFX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). The values are adjusted to include any dividend payments, if applicable.

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TGCFX vs. WFBIX - 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%
WFBIX
iShares U.S. Aggregate Bond Index Fund
-0.46%7.16%1.43%9.65%-13.03%-1.79%7.40%8.72%-0.08%3.39%

Returns By Period

In the year-to-date period, TGCFX achieves a -0.21% return, which is significantly higher than WFBIX's -0.46% return. Over the past 10 years, TGCFX has underperformed WFBIX with an annualized return of 1.66%, while WFBIX has yielded a comparatively higher 1.98% 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%

WFBIX

1D
0.44%
1M
-2.37%
YTD
-0.46%
6M
0.51%
1Y
3.81%
3Y*
4.74%
5Y*
0.97%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGCFX vs. WFBIX - Expense Ratio Comparison

TGCFX has a 0.49% expense ratio, which is higher than WFBIX's 0.05% expense ratio.


Return for Risk

TGCFX vs. WFBIX — 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

WFBIX
WFBIX Risk / Return Rank: 5353
Overall Rank
WFBIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WFBIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WFBIX Omega Ratio Rank: 3838
Omega Ratio Rank
WFBIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
WFBIX Martin Ratio Rank: 5050
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. WFBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Core Fixed Income Fund (TGCFX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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.


TGCFXWFBIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.97

-0.05

Sortino ratio

Return per unit of downside risk

1.32

1.38

-0.06

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.75

1.73

+0.02

Martin ratio

Return relative to average drawdown

4.63

4.89

-0.25

TGCFX vs. WFBIX - Sharpe Ratio Comparison

The current TGCFX Sharpe Ratio is 0.92, which is comparable to the WFBIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TGCFX and WFBIX, 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


TGCFXWFBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.97

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.15

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.38

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.94

-0.61

Correlation

The correlation between TGCFX and WFBIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TGCFX vs. WFBIX - Dividend Comparison

TGCFX's dividend yield for the trailing twelve months is around 4.11%, more than WFBIX's 3.54% 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%
WFBIX
iShares U.S. Aggregate Bond Index Fund
3.54%3.78%3.68%6.82%2.60%2.04%2.43%2.88%2.71%2.24%2.25%2.20%

Drawdowns

TGCFX vs. WFBIX - Drawdown Comparison

The maximum TGCFX drawdown since its inception was -19.37%, roughly equal to the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for TGCFX and WFBIX.


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Drawdown Indicators


TGCFXWFBIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-18.68%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.80%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.37%

-17.84%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-19.37%

-18.68%

-0.69%

Current Drawdown

Current decline from peak

-3.41%

-2.37%

-1.04%

Average Drawdown

Average peak-to-trough decline

-3.61%

-2.27%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.99%

+0.07%

Volatility

TGCFX vs. WFBIX - Volatility Comparison

TCW Core Fixed Income Fund (TGCFX) has a higher volatility of 1.81% compared to iShares U.S. Aggregate Bond Index Fund (WFBIX) at 1.58%. This indicates that TGCFX's price experiences larger fluctuations and is considered to be riskier than WFBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGCFXWFBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.58%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

2.59%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

4.42%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.52%

6.37%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

5.15%

+0.05%