TGDVX vs. VIVIX
Compare and contrast key facts about TCW Relative Value Large Cap Fund (TGDVX) and Vanguard Value Index Fund Institutional Shares (VIVIX).
TGDVX is managed by TCW. It was launched on Dec 31, 1997. VIVIX is managed by Vanguard. It was launched on Jul 2, 1998.
Performance
TGDVX vs. VIVIX - Performance Comparison
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TGDVX vs. VIVIX - 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 3.31% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Returns By Period
In the year-to-date period, TGDVX achieves a 0.07% return, which is significantly lower than VIVIX's 3.31% return. Over the past 10 years, TGDVX has underperformed VIVIX with an annualized return of 11.06%, while VIVIX has yielded a comparatively higher 11.80% 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%
VIVIX
- 1D
- 1.65%
- 1M
- -4.61%
- YTD
- 3.31%
- 6M
- 6.13%
- 1Y
- 16.30%
- 3Y*
- 15.09%
- 5Y*
- 10.86%
- 10Y*
- 11.80%
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TGDVX vs. VIVIX - Expense Ratio Comparison
TGDVX has a 0.90% expense ratio, which is higher than VIVIX's 0.04% expense ratio.
Return for Risk
TGDVX vs. VIVIX — Risk / Return Rank
TGDVX
VIVIX
TGDVX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Large Cap Fund (TGDVX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.09 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.56 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.53 | -0.09 |
Martin ratioReturn relative to average drawdown | 6.22 | 6.90 | -0.68 |
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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.09 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.71 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.40 | -0.02 |
Correlation
The correlation between TGDVX and VIVIX is 0.92, 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. VIVIX - Dividend Comparison
TGDVX's dividend yield for the trailing twelve months is around 24.93%, more than VIVIX's 2.02% 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 2.02% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Drawdowns
TGDVX vs. VIVIX - Drawdown Comparison
The maximum TGDVX drawdown since its inception was -60.90%, roughly equal to the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for TGDVX and VIVIX.
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Drawdown Indicators
| TGDVX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -59.30% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -11.29% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -17.12% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -42.66% | -36.80% | -5.86% |
Current DrawdownCurrent decline from peak | -5.67% | -4.82% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -9.31% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.50% | +0.74% |
Volatility
TGDVX vs. VIVIX - Volatility Comparison
TCW Relative Value Large Cap Fund (TGDVX) has a higher volatility of 4.73% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 3.80%. This indicates that TGDVX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGDVX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 3.80% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 7.69% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 14.88% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 13.92% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 16.74% | +2.64% |