TGDVX vs. TGGBX
Compare and contrast key facts about TCW Relative Value Large Cap Fund (TGDVX) and TCW Global Bond Fund (TGGBX).
TGDVX is managed by TCW. It was launched on Dec 31, 1997. TGGBX is managed by TCW. It was launched on Nov 29, 2011.
Performance
TGDVX vs. TGGBX - Performance Comparison
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TGDVX vs. TGGBX - 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% | 15.02% |
TGGBX TCW Global Bond Fund | -1.43% | 10.17% | -2.27% | 7.01% | -17.09% | -4.71% | 12.29% | 8.36% | -1.75% | 6.02% |
Returns By Period
In the year-to-date period, TGDVX achieves a 0.07% return, which is significantly higher than TGGBX's -1.43% return. Over the past 10 years, TGDVX has outperformed TGGBX with an annualized return of 11.06%, while TGGBX has yielded a comparatively lower 1.02% annualized 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%
TGGBX
- 1D
- 0.24%
- 1M
- -2.80%
- YTD
- -1.43%
- 6M
- -1.31%
- 1Y
- 4.43%
- 3Y*
- 3.16%
- 5Y*
- -1.29%
- 10Y*
- 1.02%
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TGDVX vs. TGGBX - Expense Ratio Comparison
TGDVX has a 0.90% expense ratio, which is higher than TGGBX's 0.60% expense ratio.
Return for Risk
TGDVX vs. TGGBX — Risk / Return Rank
TGDVX
TGGBX
TGDVX vs. TGGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Large Cap Fund (TGDVX) and TCW Global Bond Fund (TGGBX). 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 | TGGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.89 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.33 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.15 | +0.29 |
Martin ratioReturn relative to average drawdown | 6.22 | 4.11 | +2.11 |
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 | TGGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.89 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | -0.19 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.18 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.28 | +0.10 |
Correlation
The correlation between TGDVX and TGGBX is 0.02, 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
TGDVX vs. TGGBX - Dividend Comparison
TGDVX's dividend yield for the trailing twelve months is around 24.93%, more than TGGBX's 3.96% 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% |
TGGBX TCW Global Bond Fund | 3.96% | 4.12% | 2.99% | 3.65% | 1.97% | 1.93% | 3.70% | 4.18% | 0.50% | 1.88% | 2.91% | 2.25% |
Drawdowns
TGDVX vs. TGGBX - Drawdown Comparison
The maximum TGDVX drawdown since its inception was -60.90%, which is greater than TGGBX's maximum drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for TGDVX and TGGBX.
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Drawdown Indicators
| TGDVX | TGGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -27.37% | -33.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -4.16% | -9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -26.20% | +4.80% |
Max Drawdown (10Y)Largest decline over 10 years | -42.66% | -27.37% | -15.29% |
Current DrawdownCurrent decline from peak | -5.67% | -10.44% | +4.77% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -6.44% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 1.17% | +2.07% |
Volatility
TGDVX vs. TGGBX - Volatility Comparison
TCW Relative Value Large Cap Fund (TGDVX) has a higher volatility of 4.73% compared to TCW Global Bond Fund (TGGBX) at 2.10%. This indicates that TGDVX's price experiences larger fluctuations and is considered to be riskier than TGGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGDVX | TGGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 2.10% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 3.26% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 5.41% | +12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 6.71% | +10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 5.75% | +13.63% |