Correlation
The correlation between TGLMX and PTSAX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
TGLMX vs. PTSAX
Compare and contrast key facts about TCW Total Return Bond Fund (TGLMX) and PIMCO Total Return ESG Fund (PTSAX).
TGLMX is managed by TCW. It was launched on Jun 17, 1993. PTSAX is managed by PIMCO. It was launched on May 1, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGLMX or PTSAX.
Performance
TGLMX vs. PTSAX - Performance Comparison
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Key characteristics
TGLMX:
1.04
PTSAX:
1.05
TGLMX:
1.54
PTSAX:
1.52
TGLMX:
1.18
PTSAX:
1.18
TGLMX:
0.43
PTSAX:
0.43
TGLMX:
2.41
PTSAX:
2.89
TGLMX:
2.84%
PTSAX:
2.00%
TGLMX:
6.61%
PTSAX:
5.58%
TGLMX:
-22.26%
PTSAX:
-20.57%
TGLMX:
-9.57%
PTSAX:
-7.99%
Returns By Period
In the year-to-date period, TGLMX achieves a 2.59% return, which is significantly higher than PTSAX's 2.12% return. Over the past 10 years, TGLMX has underperformed PTSAX with an annualized return of 1.13%, while PTSAX has yielded a comparatively higher 1.56% annualized return.
TGLMX
2.59%
-0.90%
0.58%
6.43%
0.62%
-1.59%
1.13%
PTSAX
2.12%
-0.78%
0.34%
5.02%
1.28%
-0.79%
1.56%
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TGLMX vs. PTSAX - Expense Ratio Comparison
TGLMX has a 0.49% expense ratio, which is lower than PTSAX's 0.51% expense ratio.
Risk-Adjusted Performance
TGLMX vs. PTSAX — Risk-Adjusted Performance Rank
TGLMX
PTSAX
TGLMX vs. PTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Total Return Bond Fund (TGLMX) and PIMCO Total Return ESG Fund (PTSAX). 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.
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Dividends
TGLMX vs. PTSAX - Dividend Comparison
TGLMX's dividend yield for the trailing twelve months is around 6.54%, more than PTSAX's 3.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGLMX TCW Total Return Bond Fund | 6.54% | 6.54% | 6.17% | 3.33% | 2.14% | 3.38% | 4.07% | 3.57% | 2.92% | 4.17% | 2.93% | 2.78% |
PTSAX PIMCO Total Return ESG Fund | 3.60% | 3.88% | 3.57% | 4.41% | 2.95% | 4.60% | 3.49% | 2.56% | 2.05% | 2.96% | 4.72% | 5.42% |
Drawdowns
TGLMX vs. PTSAX - Drawdown Comparison
The maximum TGLMX drawdown since its inception was -22.26%, which is greater than PTSAX's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for TGLMX and PTSAX.
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Volatility
TGLMX vs. PTSAX - Volatility Comparison
TCW Total Return Bond Fund (TGLMX) and PIMCO Total Return ESG Fund (PTSAX) have volatilities of 1.64% and 1.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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