PortfoliosLab logoPortfoliosLab logo
TGGBX vs. TGCEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGGBX vs. TGCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Global Bond Fund (TGGBX) and TCW Select Equities Fund (TGCEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TGGBX vs. TGCEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TGCEX
TCW Select Equities Fund
-11.75%10.77%30.65%44.34%-36.51%25.84%39.32%36.03%2.42%32.85%

Returns By Period

In the year-to-date period, TGGBX achieves a -1.43% return, which is significantly higher than TGCEX's -11.75% return. Over the past 10 years, TGGBX has underperformed TGCEX with an annualized return of 1.02%, while TGCEX has yielded a comparatively higher 14.14% annualized return.


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%

TGCEX

1D
3.48%
1M
-5.54%
YTD
-11.75%
6M
-13.25%
1Y
6.48%
3Y*
17.41%
5Y*
7.59%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TGGBX vs. TGCEX - Expense Ratio Comparison

TGGBX has a 0.60% expense ratio, which is lower than TGCEX's 0.77% expense ratio.


Return for Risk

TGGBX vs. TGCEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TGGBX
TGGBX Risk / Return Rank: 3232
Overall Rank
TGGBX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TGGBX Sortino Ratio Rank: 3636
Sortino Ratio Rank
TGGBX Omega Ratio Rank: 2626
Omega Ratio Rank
TGGBX Calmar Ratio Rank: 3333
Calmar Ratio Rank
TGGBX Martin Ratio Rank: 3131
Martin Ratio Rank

TGCEX
TGCEX Risk / Return Rank: 1010
Overall Rank
TGCEX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TGCEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TGCEX Omega Ratio Rank: 1010
Omega Ratio Rank
TGCEX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TGCEX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TGGBX vs. TGCEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Global Bond Fund (TGGBX) and TCW Select Equities Fund (TGCEX). 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.


TGGBXTGCEXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.33

+0.56

Sortino ratio

Return per unit of downside risk

1.33

0.66

+0.68

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.08

Calmar ratio

Return relative to maximum drawdown

1.15

0.37

+0.79

Martin ratio

Return relative to average drawdown

4.11

1.14

+2.98

TGGBX vs. TGCEX - Sharpe Ratio Comparison

The current TGGBX Sharpe Ratio is 0.89, which is higher than the TGCEX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of TGGBX and TGCEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TGGBXTGCEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.33

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.33

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.63

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.35

-0.07

Correlation

The correlation between TGGBX and TGCEX is 0.07, 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

TGGBX vs. TGCEX - Dividend Comparison

TGGBX's dividend yield for the trailing twelve months is around 3.96%, less than TGCEX's 14.26% yield.


TTM20252024202320222021202020192018201720162015
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%
TGCEX
TCW Select Equities Fund
14.26%12.58%15.71%12.24%20.14%12.87%7.11%9.06%16.70%26.37%6.68%7.52%

Drawdowns

TGGBX vs. TGCEX - Drawdown Comparison

The maximum TGGBX drawdown since its inception was -27.37%, smaller than the maximum TGCEX drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for TGGBX and TGCEX.


Loading graphics...

Drawdown Indicators


TGGBXTGCEXDifference

Max Drawdown

Largest peak-to-trough decline

-27.37%

-63.61%

+36.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-20.31%

+16.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-42.96%

+16.76%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-42.96%

+15.59%

Current Drawdown

Current decline from peak

-10.44%

-17.53%

+7.09%

Average Drawdown

Average peak-to-trough decline

-6.44%

-16.74%

+10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

6.55%

-5.38%

Volatility

TGGBX vs. TGCEX - Volatility Comparison

The current volatility for TCW Global Bond Fund (TGGBX) is 2.10%, while TCW Select Equities Fund (TGCEX) has a volatility of 6.76%. This indicates that TGGBX experiences smaller price fluctuations and is considered to be less risky than TGCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TGGBXTGCEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

6.76%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

13.01%

-9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

22.57%

-17.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

23.15%

-16.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.75%

22.50%

-16.75%