TGDVX vs. FLCOX
Compare and contrast key facts about TCW Relative Value Large Cap Fund (TGDVX) and Fidelity Large Cap Value Index Fund (FLCOX).
TGDVX is managed by TCW. It was launched on Dec 31, 1997. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
TGDVX vs. FLCOX - Performance Comparison
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TGDVX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGDVX TCW Relative Value Large Cap Fund | 0.07% | 19.17% | 18.29% | 16.05% | -6.98% | 29.16% | 6.30% | 25.79% | -17.00% | 13.88% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, TGDVX achieves a 0.07% return, which is significantly lower than FLCOX's 2.08% return.
TGDVX
- 1D
- 2.28%
- 1M
- -4.82%
- YTD
- 0.07%
- 6M
- 3.81%
- 1Y
- 19.02%
- 3Y*
- 16.75%
- 5Y*
- 11.09%
- 10Y*
- 11.06%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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TGDVX vs. FLCOX - Expense Ratio Comparison
TGDVX has a 0.90% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
TGDVX vs. FLCOX — Risk / Return Rank
TGDVX
FLCOX
TGDVX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Large Cap Fund (TGDVX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| TGDVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.02 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.48 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.44 | 0.00 |
Martin ratioReturn relative to average drawdown | 6.22 | 6.76 | -0.54 |
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
| TGDVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.02 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.62 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.54 | -0.16 |
Correlation
The correlation between TGDVX and FLCOX is 0.95, 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
TGDVX vs. FLCOX - Dividend Comparison
TGDVX's dividend yield for the trailing twelve months is around 24.93%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGDVX TCW Relative Value Large Cap Fund | 24.93% | 24.95% | 6.80% | 4.56% | 6.93% | 8.25% | 8.40% | 60.34% | 14.36% | 16.19% | 6.77% | 5.35% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
TGDVX vs. FLCOX - Drawdown Comparison
The maximum TGDVX drawdown since its inception was -60.90%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for TGDVX and FLCOX.
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Drawdown Indicators
| TGDVX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -38.28% | -22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -11.81% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -19.00% | -2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -42.66% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -4.82% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -4.52% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.51% | +0.73% |
Volatility
TGDVX vs. FLCOX - Volatility Comparison
TCW Relative Value Large Cap Fund (TGDVX) has a higher volatility of 4.73% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that TGDVX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGDVX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.38% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 8.29% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 15.73% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 14.83% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 17.73% | +1.65% |