TGGBX vs. VTIBX
Compare and contrast key facts about TCW Global Bond Fund (TGGBX) and Vanguard Total International Bond Index Fund (VTIBX).
TGGBX is managed by TCW. It was launched on Nov 29, 2011. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
TGGBX vs. VTIBX - Performance Comparison
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TGGBX vs. VTIBX - 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% |
VTIBX Vanguard Total International Bond Index Fund | -0.51% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Returns By Period
In the year-to-date period, TGGBX achieves a -1.43% return, which is significantly lower than VTIBX's -0.51% return. Over the past 10 years, TGGBX has underperformed VTIBX with an annualized return of 1.02%, while VTIBX has yielded a comparatively higher 1.67% 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%
VTIBX
- 1D
- 0.31%
- 1M
- -1.94%
- YTD
- -0.51%
- 6M
- -0.04%
- 1Y
- 2.36%
- 3Y*
- 3.77%
- 5Y*
- 0.12%
- 10Y*
- 1.67%
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TGGBX vs. VTIBX - Expense Ratio Comparison
TGGBX has a 0.60% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
TGGBX vs. VTIBX — Risk / Return Rank
TGGBX
VTIBX
TGGBX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Global Bond Fund (TGGBX) and Vanguard Total International Bond Index Fund (VTIBX). 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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.86 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.20 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.91 | +0.24 |
Martin ratioReturn relative to average drawdown | 4.11 | 3.79 | +0.33 |
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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.86 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.03 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.46 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.69 | -0.41 |
Correlation
The correlation between TGGBX and VTIBX is 0.58, 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. VTIBX - Dividend Comparison
TGGBX's dividend yield for the trailing twelve months is around 3.96%, less than VTIBX's 4.18% 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% |
VTIBX Vanguard Total International Bond Index Fund | 4.18% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
TGGBX vs. VTIBX - Drawdown Comparison
The maximum TGGBX drawdown since its inception was -27.37%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for TGGBX and VTIBX.
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Drawdown Indicators
| TGGBX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.37% | -16.15% | -11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -4.16% | -2.95% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -15.81% | -10.39% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -16.15% | -11.22% |
Current DrawdownCurrent decline from peak | -10.44% | -2.34% | -8.10% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -3.09% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 0.71% | +0.46% |
Volatility
TGGBX vs. VTIBX - Volatility Comparison
TCW Global Bond Fund (TGGBX) has a higher volatility of 2.10% compared to Vanguard Total International Bond Index Fund (VTIBX) at 1.43%. This indicates that TGGBX's price experiences larger fluctuations and is considered to be riskier than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGGBX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 1.43% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 2.09% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.41% | 3.12% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.71% | 4.43% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 3.62% | +2.13% |