TGLMX vs. TGDVX
Compare and contrast key facts about TCW Total Return Bond Fund (TGLMX) and TCW Relative Value Large Cap Fund (TGDVX).
TGLMX is managed by TCW. It was launched on Jun 17, 1993. TGDVX is managed by TCW. It was launched on Dec 31, 1997.
Performance
TGLMX vs. TGDVX - Performance Comparison
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TGLMX vs. TGDVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGLMX TCW Total Return Bond Fund | 0.31% | 8.99% | 1.82% | 5.05% | -16.59% | -1.05% | 8.32% | 7.28% | 0.80% | 3.44% |
TGDVX TCW Relative Value Large Cap Fund | 0.07% | 19.17% | 18.29% | 16.05% | -6.98% | 29.16% | 6.30% | 25.79% | -17.00% | 15.02% |
Returns By Period
In the year-to-date period, TGLMX achieves a 0.31% return, which is significantly higher than TGDVX's 0.07% return. Over the past 10 years, TGLMX has underperformed TGDVX with an annualized return of 1.52%, while TGDVX has yielded a comparatively higher 11.06% annualized return.
TGLMX
- 1D
- -0.26%
- 1M
- -1.52%
- YTD
- 0.31%
- 6M
- 1.30%
- 1Y
- 5.07%
- 3Y*
- 4.13%
- 5Y*
- -0.15%
- 10Y*
- 1.52%
TGDVX
- 1D
- 2.28%
- 1M
- -4.82%
- YTD
- 0.07%
- 6M
- 3.81%
- 1Y
- 19.02%
- 3Y*
- 16.75%
- 5Y*
- 11.09%
- 10Y*
- 11.06%
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TGLMX vs. TGDVX - Expense Ratio Comparison
TGLMX has a 0.49% expense ratio, which is lower than TGDVX's 0.90% expense ratio.
Return for Risk
TGLMX vs. TGDVX — Risk / Return Rank
TGLMX
TGDVX
TGLMX vs. TGDVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Total Return Bond Fund (TGLMX) and TCW Relative Value Large Cap Fund (TGDVX). 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.
| TGLMX | TGDVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.07 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.51 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.44 | +0.27 |
Martin ratioReturn relative to average drawdown | 5.02 | 6.22 | -1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TGLMX | TGDVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.07 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.66 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.57 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.38 | +0.02 |
Correlation
The correlation between TGLMX and TGDVX is -0.16. 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.
Dividends
TGLMX vs. TGDVX - Dividend Comparison
TGLMX's dividend yield for the trailing twelve months is around 6.41%, less than TGDVX's 24.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGLMX TCW Total Return Bond Fund | 6.41% | 7.19% | 6.52% | 6.13% | 3.27% | 2.08% | 3.37% | 4.07% | 3.55% | 2.89% | 4.13% | 2.88% |
TGDVX TCW Relative Value Large Cap Fund | 24.93% | 24.95% | 6.80% | 4.56% | 6.93% | 8.25% | 8.40% | 60.34% | 14.36% | 16.19% | 6.77% | 5.35% |
Drawdowns
TGLMX vs. TGDVX - Drawdown Comparison
The maximum TGLMX drawdown since its inception was -22.26%, smaller than the maximum TGDVX drawdown of -60.90%. Use the drawdown chart below to compare losses from any high point for TGLMX and TGDVX.
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Drawdown Indicators
| TGLMX | TGDVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -60.90% | +38.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -14.01% | +10.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -21.40% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -22.26% | -42.66% | +20.40% |
Current DrawdownCurrent decline from peak | -3.63% | -5.67% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -10.19% | +6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 3.24% | -2.12% |
Volatility
TGLMX vs. TGDVX - Volatility Comparison
The current volatility for TCW Total Return Bond Fund (TGLMX) is 1.77%, while TCW Relative Value Large Cap Fund (TGDVX) has a volatility of 4.73%. This indicates that TGLMX experiences smaller price fluctuations and is considered to be less risky than TGDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGLMX | TGDVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 4.73% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 9.43% | -6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.01% | 18.08% | -13.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.03% | 16.84% | -9.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.57% | 19.38% | -13.81% |