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TGLMX vs. SAMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGLMX vs. SAMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Total Return Bond Fund (TGLMX) and Virtus Seix Total Return Bond Fund (SAMFX). The values are adjusted to include any dividend payments, if applicable.

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TGLMX vs. SAMFX - 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%
SAMFX
Virtus Seix Total Return Bond Fund
-0.55%6.87%0.43%4.35%-13.57%-1.44%10.24%7.12%-0.32%2.68%

Returns By Period

In the year-to-date period, TGLMX achieves a 0.57% return, which is significantly higher than SAMFX's -0.55% return. Over the past 10 years, TGLMX has outperformed SAMFX with an annualized return of 1.54%, while SAMFX has yielded a comparatively lower 1.41% annualized return.


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%

SAMFX

1D
0.54%
1M
-2.30%
YTD
-0.55%
6M
0.49%
1Y
3.56%
3Y*
2.52%
5Y*
-0.33%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGLMX vs. SAMFX - Expense Ratio Comparison

TGLMX has a 0.49% expense ratio, which is higher than SAMFX's 0.46% expense ratio.


Return for Risk

TGLMX vs. SAMFX — 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

SAMFX
SAMFX Risk / Return Rank: 5050
Overall Rank
SAMFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SAMFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SAMFX Omega Ratio Rank: 3535
Omega Ratio Rank
SAMFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SAMFX Martin Ratio Rank: 4949
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. SAMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Total Return Bond Fund (TGLMX) and Virtus Seix Total Return Bond Fund (SAMFX). 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.


TGLMXSAMFXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.96

+0.22

Sortino ratio

Return per unit of downside risk

1.71

1.37

+0.35

Omega ratio

Gain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

2.04

1.63

+0.41

Martin ratio

Return relative to average drawdown

6.03

4.81

+1.22

TGLMX vs. SAMFX - Sharpe Ratio Comparison

The current TGLMX Sharpe Ratio is 1.18, which is comparable to the SAMFX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of TGLMX and SAMFX, 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


TGLMXSAMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.96

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.06

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.29

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.57

-0.17

Correlation

The correlation between TGLMX and SAMFX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TGLMX vs. SAMFX - Dividend Comparison

TGLMX's dividend yield for the trailing twelve months is around 6.39%, more than SAMFX's 3.85% 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%
SAMFX
Virtus Seix Total Return Bond Fund
3.85%4.25%3.57%3.16%3.33%1.09%1.99%1.95%2.09%2.36%3.59%2.12%

Drawdowns

TGLMX vs. SAMFX - Drawdown Comparison

The maximum TGLMX drawdown since its inception was -22.26%, which is greater than SAMFX's maximum drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for TGLMX and SAMFX.


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Drawdown Indicators


TGLMXSAMFXDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-18.72%

-3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-2.82%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-17.95%

-4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-22.26%

-18.72%

-3.54%

Current Drawdown

Current decline from peak

-3.38%

-5.71%

+2.33%

Average Drawdown

Average peak-to-trough decline

-3.80%

-3.50%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.96%

+0.15%

Volatility

TGLMX vs. SAMFX - Volatility Comparison

TCW Total Return Bond Fund (TGLMX) has a higher volatility of 1.85% compared to Virtus Seix Total Return Bond Fund (SAMFX) at 1.60%. This indicates that TGLMX's price experiences larger fluctuations and is considered to be riskier than SAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGLMXSAMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.60%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

2.52%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

4.37%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

5.84%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

4.87%

+0.70%