TGLMX vs. TGVOX
Compare and contrast key facts about TCW Total Return Bond Fund (TGLMX) and TCW Relative Value Mid Cap Fund (TGVOX).
TGLMX is managed by TCW. It was launched on Jun 17, 1993. TGVOX is managed by TCW. It was launched on Oct 31, 1997.
Performance
TGLMX vs. TGVOX - Performance Comparison
Loading graphics...
TGLMX vs. TGVOX - 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% |
TGVOX TCW Relative Value Mid Cap Fund | 5.79% | 15.53% | 17.26% | 15.99% | -11.80% | 31.99% | 3.66% | 29.34% | -22.17% | 19.74% |
Returns By Period
In the year-to-date period, TGLMX achieves a 0.31% return, which is significantly lower than TGVOX's 5.79% return. Over the past 10 years, TGLMX has underperformed TGVOX with an annualized return of 1.52%, while TGVOX has yielded a comparatively higher 11.47% 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%
TGVOX
- 1D
- 2.66%
- 1M
- -5.28%
- YTD
- 5.79%
- 6M
- 11.04%
- 1Y
- 25.77%
- 3Y*
- 17.74%
- 5Y*
- 9.85%
- 10Y*
- 11.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TGLMX vs. TGVOX - Expense Ratio Comparison
TGLMX has a 0.49% expense ratio, which is lower than TGVOX's 0.85% expense ratio.
Return for Risk
TGLMX vs. TGVOX — Risk / Return Rank
TGLMX
TGVOX
TGLMX vs. TGVOX - 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 Mid Cap Fund (TGVOX). 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 | TGVOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.27 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.78 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.76 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.02 | 7.78 | -2.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TGLMX | TGVOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.27 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.50 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.52 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.43 | -0.02 |
Correlation
The correlation between TGLMX and TGVOX 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. TGVOX - Dividend Comparison
TGLMX's dividend yield for the trailing twelve months is around 6.41%, less than TGVOX's 20.51% 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% |
TGVOX TCW Relative Value Mid Cap Fund | 20.51% | 21.70% | 9.54% | 2.34% | 2.54% | 12.69% | 0.75% | 2.43% | 9.90% | 8.25% | 0.56% | 16.12% |
Drawdowns
TGLMX vs. TGVOX - Drawdown Comparison
The maximum TGLMX drawdown since its inception was -22.26%, smaller than the maximum TGVOX drawdown of -58.14%. Use the drawdown chart below to compare losses from any high point for TGLMX and TGVOX.
Loading graphics...
Drawdown Indicators
| TGLMX | TGVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -58.14% | +35.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -15.42% | +12.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -23.81% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -22.26% | -51.10% | +28.84% |
Current DrawdownCurrent decline from peak | -3.63% | -6.22% | +2.59% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -10.35% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 3.49% | -2.37% |
Volatility
TGLMX vs. TGVOX - Volatility Comparison
The current volatility for TCW Total Return Bond Fund (TGLMX) is 1.77%, while TCW Relative Value Mid Cap Fund (TGVOX) has a volatility of 5.75%. This indicates that TGLMX experiences smaller price fluctuations and is considered to be less risky than TGVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TGLMX | TGVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 5.75% | -3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 11.43% | -8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.01% | 20.80% | -15.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.03% | 19.65% | -12.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.57% | 22.33% | -16.76% |