TGIGX vs. FLBL
Compare and contrast key facts about TCW Relative Value Dividend Appreciation Fund (TGIGX) and Franklin Liberty Senior Loan ETF (FLBL).
TGIGX is managed by TCW. It was launched on Sep 19, 1986. FLBL is an actively managed fund by Franklin Templeton. It was launched on May 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGIGX or FLBL.
Performance
TGIGX vs. FLBL - Performance Comparison
Returns By Period
In the year-to-date period, TGIGX achieves a 10.10% return, which is significantly higher than FLBL's 7.52% return.
TGIGX
10.10%
0.00%
-0.97%
19.16%
11.38%
8.25%
FLBL
7.52%
0.85%
3.59%
9.75%
5.31%
N/A
Key characteristics
| TGIGX | FLBL | |
|---|---|---|
| Sharpe Ratio | 2.34 | 5.21 |
| Sortino Ratio | 3.47 | 8.14 |
| Omega Ratio | 1.60 | 2.36 |
| Calmar Ratio | 3.86 | 11.31 |
| Martin Ratio | 9.28 | 69.45 |
| Ulcer Index | 2.06% | 0.14% |
| Daily Std Dev | 8.20% | 1.87% |
| Max Drawdown | -62.44% | -19.52% |
| Current Drawdown | -2.49% | 0.00% |
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TGIGX vs. FLBL - Expense Ratio Comparison
TGIGX has a 0.90% expense ratio, which is higher than FLBL's 0.45% expense ratio.
Correlation
The correlation between TGIGX and FLBL is 0.39, 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.
Risk-Adjusted Performance
TGIGX vs. FLBL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Dividend Appreciation Fund (TGIGX) and Franklin Liberty Senior Loan ETF (FLBL). 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.
Dividends
TGIGX vs. FLBL - Dividend Comparison
TGIGX's dividend yield for the trailing twelve months is around 3.46%, less than FLBL's 8.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGIGX TCW Relative Value Dividend Appreciation Fund | 3.46% | 1.42% | 1.90% | 1.55% | 2.12% | 2.08% | 2.30% | 2.27% | 1.59% | 1.46% | 1.29% | 1.07% |
FLBL Franklin Liberty Senior Loan ETF | 8.12% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TGIGX vs. FLBL - Drawdown Comparison
The maximum TGIGX drawdown since its inception was -62.44%, which is greater than FLBL's maximum drawdown of -19.52%. Use the drawdown chart below to compare losses from any high point for TGIGX and FLBL. For additional features, visit the drawdowns tool.
Volatility
TGIGX vs. FLBL - Volatility Comparison
The current volatility for TCW Relative Value Dividend Appreciation Fund (TGIGX) is 0.00%, while Franklin Liberty Senior Loan ETF (FLBL) has a volatility of 0.38%. This indicates that TGIGX experiences smaller price fluctuations and is considered to be less risky than FLBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.