TGDVX vs. TGVOX
Compare and contrast key facts about TCW Relative Value Large Cap Fund (TGDVX) and TCW Relative Value Mid Cap Fund (TGVOX).
TGDVX is managed by TCW. It was launched on Dec 31, 1997. TGVOX is managed by TCW. It was launched on Oct 31, 1997.
Performance
TGDVX vs. TGVOX - Performance Comparison
Loading graphics...
TGDVX vs. TGVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGDVX TCW Relative Value Large Cap Fund | 0.81% | 19.17% | 18.29% | 16.05% | -6.98% | 29.16% | 6.30% | 25.79% | -17.00% | 15.02% |
TGVOX TCW Relative Value Mid Cap Fund | 6.57% | 15.53% | 17.26% | 15.99% | -11.80% | 31.99% | 3.66% | 29.34% | -22.17% | 19.74% |
Returns By Period
In the year-to-date period, TGDVX achieves a 0.81% return, which is significantly lower than TGVOX's 6.57% return. Both investments have delivered pretty close results over the past 10 years, with TGDVX having a 11.14% annualized return and TGVOX not far ahead at 11.55%.
TGDVX
- 1D
- 0.74%
- 1M
- -2.99%
- YTD
- 0.81%
- 6M
- 4.70%
- 1Y
- 18.90%
- 3Y*
- 17.04%
- 5Y*
- 11.25%
- 10Y*
- 11.14%
TGVOX
- 1D
- 0.74%
- 1M
- -3.17%
- YTD
- 6.57%
- 6M
- 11.68%
- 1Y
- 24.74%
- 3Y*
- 18.03%
- 5Y*
- 10.02%
- 10Y*
- 11.55%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TGDVX vs. TGVOX - Expense Ratio Comparison
TGDVX has a 0.90% expense ratio, which is higher than TGVOX's 0.85% expense ratio.
Return for Risk
TGDVX vs. TGVOX — Risk / Return Rank
TGDVX
TGVOX
TGDVX vs. TGVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Large Cap Fund (TGDVX) and TCW Relative Value Mid Cap Fund (TGVOX). 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 | TGVOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.29 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.80 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.77 | -0.33 |
Martin ratioReturn relative to average drawdown | 6.18 | 7.77 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TGDVX | TGVOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.29 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.51 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.52 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.43 | -0.05 |
Correlation
The correlation between TGDVX and TGVOX is 0.90, 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. TGVOX - Dividend Comparison
TGDVX's dividend yield for the trailing twelve months is around 24.75%, more than TGVOX's 20.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGDVX TCW Relative Value Large Cap Fund | 24.75% | 24.95% | 6.80% | 4.56% | 6.93% | 8.25% | 8.40% | 60.34% | 14.36% | 16.19% | 6.77% | 5.35% |
TGVOX TCW Relative Value Mid Cap Fund | 20.36% | 21.70% | 9.54% | 2.34% | 2.54% | 12.69% | 0.75% | 2.43% | 9.90% | 8.25% | 0.56% | 16.12% |
Drawdowns
TGDVX vs. TGVOX - Drawdown Comparison
The maximum TGDVX drawdown since its inception was -60.90%, roughly equal to the maximum TGVOX drawdown of -58.14%. Use the drawdown chart below to compare losses from any high point for TGDVX and TGVOX.
Loading graphics...
Drawdown Indicators
| TGDVX | TGVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -58.14% | -2.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -9.04% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -23.81% | +2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.66% | -51.10% | +8.44% |
Current DrawdownCurrent decline from peak | -4.97% | -5.52% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -10.35% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.51% | -0.25% |
Volatility
TGDVX vs. TGVOX - Volatility Comparison
The current volatility for TCW Relative Value Large Cap Fund (TGDVX) is 4.72%, while TCW Relative Value Mid Cap Fund (TGVOX) has a volatility of 5.68%. This indicates that TGDVX experiences smaller price fluctuations and is considered to be less risky than TGVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TGDVX | TGVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 5.68% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 11.45% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 20.80% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 19.65% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 22.33% | -2.95% |