TGGBX vs. TGREX
Compare and contrast key facts about TCW Global Bond Fund (TGGBX) and TCW Global Real Estate Fund (TGREX).
TGGBX is managed by TCW. It was launched on Nov 29, 2011. TGREX is managed by TCW. It was launched on Nov 27, 2014.
Performance
TGGBX vs. TGREX - Performance Comparison
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TGGBX vs. TGREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TGREX TCW Global Real Estate Fund | 1.07% | 7.69% | 1.94% | 11.29% | -25.92% | 27.96% | 14.65% | 29.50% | -11.22% | 11.06% |
Returns By Period
In the year-to-date period, TGGBX achieves a -1.43% return, which is significantly lower than TGREX's 1.07% return. Over the past 10 years, TGGBX has underperformed TGREX with an annualized return of 1.02%, while TGREX has yielded a comparatively higher 5.58% 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%
TGREX
- 1D
- 1.57%
- 1M
- -7.89%
- YTD
- 1.07%
- 6M
- -0.08%
- 1Y
- 6.18%
- 3Y*
- 6.35%
- 5Y*
- 1.09%
- 10Y*
- 5.58%
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TGGBX vs. TGREX - Expense Ratio Comparison
TGGBX has a 0.60% expense ratio, which is lower than TGREX's 0.90% expense ratio.
Return for Risk
TGGBX vs. TGREX — Risk / Return Rank
TGGBX
TGREX
TGGBX vs. TGREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Global Bond Fund (TGGBX) and TCW Global Real Estate Fund (TGREX). 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.
| TGGBX | TGREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.45 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.33 | 0.71 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.09 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.62 | +0.54 |
Martin ratioReturn relative to average drawdown | 4.11 | 2.20 | +1.92 |
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
| TGGBX | TGREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.45 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.07 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.33 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.30 | -0.02 |
Correlation
The correlation between TGGBX and TGREX is 0.29, 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. TGREX - Dividend Comparison
TGGBX's dividend yield for the trailing twelve months is around 3.96%, more than TGREX's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TGREX TCW Global Real Estate Fund | 2.52% | 2.96% | 1.90% | 1.76% | 2.10% | 10.16% | 0.75% | 2.65% | 2.81% | 2.15% | 3.85% | 2.80% |
Drawdowns
TGGBX vs. TGREX - Drawdown Comparison
The maximum TGGBX drawdown since its inception was -27.37%, smaller than the maximum TGREX drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for TGGBX and TGREX.
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Drawdown Indicators
| TGGBX | TGREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.37% | -37.78% | +10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -4.16% | -11.50% | +7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -33.48% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -37.78% | +10.41% |
Current DrawdownCurrent decline from peak | -10.44% | -8.53% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -9.01% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 3.23% | -2.06% |
Volatility
TGGBX vs. TGREX - Volatility Comparison
The current volatility for TCW Global Bond Fund (TGGBX) is 2.10%, while TCW Global Real Estate Fund (TGREX) has a volatility of 4.88%. This indicates that TGGBX experiences smaller price fluctuations and is considered to be less risky than TGREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGGBX | TGREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 4.88% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 8.87% | -5.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.41% | 15.27% | -9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.71% | 15.94% | -9.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 16.71% | -10.96% |