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TGLMX vs. GUGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGLMX vs. GUGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Total Return Bond Fund (TGLMX) and GMO Multi-Sector Fixed Income Fund (GUGAX). The values are adjusted to include any dividend payments, if applicable.

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TGLMX vs. GUGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGLMX
TCW Total Return Bond Fund
0.57%8.99%1.82%5.05%-16.59%-1.05%8.32%7.28%0.80%3.44%
GUGAX
GMO Multi-Sector Fixed Income Fund
0.96%7.29%0.96%6.02%-14.52%-3.17%4.91%9.66%2.13%4.44%

Returns By Period

In the year-to-date period, TGLMX achieves a 0.57% return, which is significantly lower than GUGAX's 0.96% return. Both investments have delivered pretty close results over the past 10 years, with TGLMX having a 1.54% annualized return and GUGAX not far ahead at 1.60%.


TGLMX

1D
0.52%
1M
-1.89%
YTD
0.57%
6M
1.95%
1Y
5.74%
3Y*
4.22%
5Y*
-0.02%
10Y*
1.54%

GUGAX

1D
0.00%
1M
0.00%
YTD
0.96%
6M
1.90%
1Y
5.20%
3Y*
4.05%
5Y*
0.13%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGLMX vs. GUGAX - Expense Ratio Comparison

TGLMX has a 0.49% expense ratio, which is higher than GUGAX's 0.45% expense ratio.


Return for Risk

TGLMX vs. GUGAX — Risk / Return Rank

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

TGLMX
TGLMX Risk / Return Rank: 6767
Overall Rank
TGLMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TGLMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
TGLMX Omega Ratio Rank: 5555
Omega Ratio Rank
TGLMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
TGLMX Martin Ratio Rank: 6363
Martin Ratio Rank

GUGAX
GUGAX Risk / Return Rank: 7474
Overall Rank
GUGAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GUGAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GUGAX Omega Ratio Rank: 6969
Omega Ratio Rank
GUGAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GUGAX Martin Ratio Rank: 7070
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.

TGLMX vs. GUGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Total Return Bond Fund (TGLMX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.


TGLMXGUGAXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.36

-0.18

Sortino ratio

Return per unit of downside risk

1.71

1.98

-0.26

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

2.04

1.80

+0.24

Martin ratio

Return relative to average drawdown

6.03

6.66

-0.63

TGLMX vs. GUGAX - Sharpe Ratio Comparison

The current TGLMX Sharpe Ratio is 1.18, which is comparable to the GUGAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TGLMX and GUGAX, 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


TGLMXGUGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.36

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.02

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.30

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.08

+0.32

Correlation

The correlation between TGLMX and GUGAX is 0.69, 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

TGLMX vs. GUGAX - Dividend Comparison

TGLMX's dividend yield for the trailing twelve months is around 6.39%, more than GUGAX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
TGLMX
TCW Total Return Bond Fund
6.39%7.19%6.52%6.13%3.27%2.08%3.37%4.07%3.55%2.89%4.13%2.88%
GUGAX
GMO Multi-Sector Fixed Income Fund
4.52%3.69%4.34%0.00%1.94%2.90%7.96%5.74%5.08%2.43%3.29%1.76%

Drawdowns

TGLMX vs. GUGAX - Drawdown Comparison

The maximum TGLMX drawdown since its inception was -22.26%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for TGLMX and GUGAX.


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Drawdown Indicators


TGLMXGUGAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-38.57%

+16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-3.08%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-20.53%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.26%

-23.06%

+0.80%

Current Drawdown

Current decline from peak

-3.38%

-6.72%

+3.34%

Average Drawdown

Average peak-to-trough decline

-3.80%

-11.29%

+7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.84%

+0.27%

Volatility

TGLMX vs. GUGAX - Volatility Comparison

TCW Total Return Bond Fund (TGLMX) has a higher volatility of 1.85% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that TGLMX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGLMXGUGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

0.00%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

1.84%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

4.03%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

6.57%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

5.44%

+0.13%