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TGGBX vs. TGWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGGBX vs. TGWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Global Bond Fund (TGGBX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). The values are adjusted to include any dividend payments, if applicable.

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TGGBX vs. TGWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGGBX
TCW Global Bond Fund
-1.66%10.17%-2.27%7.01%-17.09%-4.71%12.29%8.36%-1.75%6.02%
TGWIX
TCW Emerging Markets Local Currency Income Fund
-3.32%21.09%-3.66%13.22%-12.30%-9.32%1.78%12.91%-8.22%16.28%

Returns By Period

In the year-to-date period, TGGBX achieves a -1.66% return, which is significantly higher than TGWIX's -3.32% return. Over the past 10 years, TGGBX has underperformed TGWIX with an annualized return of 1.00%, while TGWIX has yielded a comparatively higher 2.45% annualized return.


TGGBX

1D
0.24%
1M
-3.93%
YTD
-1.66%
6M
-1.32%
1Y
4.55%
3Y*
3.07%
5Y*
-1.30%
10Y*
1.00%

TGWIX

1D
-0.52%
1M
-7.43%
YTD
-3.32%
6M
0.16%
1Y
12.73%
3Y*
6.72%
5Y*
1.74%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGGBX vs. TGWIX - Expense Ratio Comparison

TGGBX has a 0.60% expense ratio, which is lower than TGWIX's 0.85% expense ratio.


Return for Risk

TGGBX vs. TGWIX — Risk / Return Rank

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

TGGBX
TGGBX Risk / Return Rank: 4040
Overall Rank
TGGBX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TGGBX Sortino Ratio Rank: 3939
Sortino Ratio Rank
TGGBX Omega Ratio Rank: 2929
Omega Ratio Rank
TGGBX Calmar Ratio Rank: 5151
Calmar Ratio Rank
TGGBX Martin Ratio Rank: 4444
Martin Ratio Rank

TGWIX
TGWIX Risk / Return Rank: 8282
Overall Rank
TGWIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TGWIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TGWIX Omega Ratio Rank: 8484
Omega Ratio Rank
TGWIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TGWIX Martin Ratio Rank: 7878
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. TGWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Global Bond Fund (TGGBX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). 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.


TGGBXTGWIXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.76

-0.92

Sortino ratio

Return per unit of downside risk

1.27

2.52

-1.25

Omega ratio

Gain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratio

Return relative to maximum drawdown

1.25

1.68

-0.43

Martin ratio

Return relative to average drawdown

4.53

7.60

-3.07

TGGBX vs. TGWIX - Sharpe Ratio Comparison

The current TGGBX Sharpe Ratio is 0.85, which is lower than the TGWIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TGGBX and TGWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGGBXTGWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.76

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.21

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.27

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.13

+0.14

Correlation

The correlation between TGGBX and TGWIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TGGBX vs. TGWIX - Dividend Comparison

TGGBX's dividend yield for the trailing twelve months is around 3.97%, less than TGWIX's 5.58% yield.


TTM20252024202320222021202020192018201720162015
TGGBX
TCW Global Bond Fund
3.97%4.12%2.99%3.65%1.97%1.93%3.70%4.18%0.50%1.88%2.91%2.25%
TGWIX
TCW Emerging Markets Local Currency Income Fund
5.58%5.66%6.00%3.81%2.70%3.93%0.37%1.66%4.16%6.50%0.00%0.32%

Drawdowns

TGGBX vs. TGWIX - Drawdown Comparison

The maximum TGGBX drawdown since its inception was -27.37%, smaller than the maximum TGWIX drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for TGGBX and TGWIX.


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Drawdown Indicators


TGGBXTGWIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.37%

-31.56%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-7.64%

+3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-26.94%

+0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-28.28%

+0.91%

Current Drawdown

Current decline from peak

-10.66%

-7.64%

-3.02%

Average Drawdown

Average peak-to-trough decline

-6.44%

-11.59%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.69%

-0.55%

Volatility

TGGBX vs. TGWIX - Volatility Comparison

The current volatility for TCW Global Bond Fund (TGGBX) is 2.21%, while TCW Emerging Markets Local Currency Income Fund (TGWIX) has a volatility of 4.39%. This indicates that TGGBX experiences smaller price fluctuations and is considered to be less risky than TGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGGBXTGWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

4.39%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

5.70%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

7.40%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

8.25%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.75%

9.02%

-3.27%