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TGGBX vs. VTIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGGBX vs. VTIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Global Bond Fund (TGGBX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). The values are adjusted to include any dividend payments, if applicable.

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TGGBX vs. VTIIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TGGBX
TCW Global Bond Fund
-1.43%10.17%-2.27%7.01%-17.09%-2.40%
VTIIX
Vanguard Total International Bond II Index Fund Investor Class
-0.38%2.95%3.82%8.72%-13.03%-0.52%

Returns By Period

In the year-to-date period, TGGBX achieves a -1.43% return, which is significantly lower than VTIIX's -0.38% 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%

VTIIX

1D
0.35%
1M
-1.91%
YTD
-0.38%
6M
0.10%
1Y
2.41%
3Y*
3.80%
5Y*
0.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGGBX vs. VTIIX - Expense Ratio Comparison

TGGBX has a 0.60% expense ratio, which is higher than VTIIX's 0.11% expense ratio.


Return for Risk

TGGBX vs. VTIIX — 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

VTIIX
VTIIX Risk / Return Rank: 2727
Overall Rank
VTIIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VTIIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VTIIX Omega Ratio Rank: 2424
Omega Ratio Rank
VTIIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VTIIX Martin Ratio Rank: 2828
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. VTIIX - 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 II Index Fund Investor Class (VTIIX). 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.


TGGBXVTIIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.86

+0.03

Sortino ratio

Return per unit of downside risk

1.33

1.21

+0.12

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

1.15

0.93

+0.22

Martin ratio

Return relative to average drawdown

4.11

3.91

+0.21

TGGBX vs. VTIIX - Sharpe Ratio Comparison

The current TGGBX Sharpe Ratio is 0.89, which is comparable to the VTIIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of TGGBX and VTIIX, 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


TGGBXVTIIXDifference

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

0.02

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.01

+0.27

Correlation

The correlation between TGGBX and VTIIX is 0.68, 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. VTIIX - Dividend Comparison

TGGBX's dividend yield for the trailing twelve months is around 3.96%, less than VTIIX's 4.06% 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%
VTIIX
Vanguard Total International Bond II Index Fund Investor Class
4.06%4.21%4.46%4.16%0.89%0.58%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TGGBX vs. VTIIX - Drawdown Comparison

The maximum TGGBX drawdown since its inception was -27.37%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for TGGBX and VTIIX.


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Drawdown Indicators


TGGBXVTIIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.37%

-15.95%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-2.94%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-15.95%

-10.25%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

Current Drawdown

Current decline from peak

-10.44%

-2.27%

-8.17%

Average Drawdown

Average peak-to-trough decline

-6.44%

-6.19%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.70%

+0.47%

Volatility

TGGBX vs. VTIIX - Volatility Comparison

TCW Global Bond Fund (TGGBX) has a higher volatility of 2.10% compared to Vanguard Total International Bond II Index Fund Investor Class (VTIIX) at 1.54%. This indicates that TGGBX's price experiences larger fluctuations and is considered to be riskier than VTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGGBXVTIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

1.54%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

2.14%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

3.21%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

4.47%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.75%

4.45%

+1.30%