TGDVX vs. VVIAX
Compare and contrast key facts about TCW Relative Value Large Cap Fund (TGDVX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
TGDVX is managed by TCW. It was launched on Dec 31, 1997. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
TGDVX vs. VVIAX - Performance Comparison
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TGDVX vs. VVIAX - 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 3.30% | 15.27% | 16.00% | 9.22% | -2.07% | 26.51% | 2.29% | 25.81% | -5.45% | 17.13% |
Returns By Period
In the year-to-date period, TGDVX achieves a 0.07% return, which is significantly lower than VVIAX's 3.30% return. Over the past 10 years, TGDVX has underperformed VVIAX with an annualized return of 11.06%, while VVIAX has yielded a comparatively higher 11.79% 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%
VVIAX
- 1D
- 1.65%
- 1M
- -4.61%
- YTD
- 3.30%
- 6M
- 6.13%
- 1Y
- 16.29%
- 3Y*
- 15.07%
- 5Y*
- 10.84%
- 10Y*
- 11.79%
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TGDVX vs. VVIAX - Expense Ratio Comparison
TGDVX has a 0.90% expense ratio, which is higher than VVIAX's 0.05% expense ratio.
Return for Risk
TGDVX vs. VVIAX — Risk / Return Rank
TGDVX
VVIAX
TGDVX vs. VVIAX - 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 Admiral Shares (VVIAX). 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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.08 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.56 | -0.04 |
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 | 6.89 | -0.67 |
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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.08 | -0.01 |
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 VVIAX is 0.94, 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. VVIAX - Dividend Comparison
TGDVX's dividend yield for the trailing twelve months is around 24.93%, more than VVIAX's 2.01% 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.01% | 2.04% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% |
Drawdowns
TGDVX vs. VVIAX - Drawdown Comparison
The maximum TGDVX drawdown since its inception was -60.90%, roughly equal to the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for TGDVX and VVIAX.
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Drawdown Indicators
| TGDVX | VVIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -59.32% | -1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -11.28% | -2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -17.14% | -4.26% |
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% | -9.67% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.50% | +0.74% |
Volatility
TGDVX vs. VVIAX - Volatility Comparison
TCW Relative Value Large Cap Fund (TGDVX) has a higher volatility of 4.73% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.80%. This indicates that TGDVX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGDVX | VVIAX | 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% |