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TGLMX vs. TGVOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGLMX vs. TGVOX - Performance Comparison

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

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TGLMX vs. TGVOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

TGLMX
TGLMX Risk / Return Rank: 5252
Overall Rank
TGLMX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
TGLMX Sortino Ratio Rank: 5555
Sortino Ratio Rank
TGLMX Omega Ratio Rank: 4141
Omega Ratio Rank
TGLMX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TGLMX Martin Ratio Rank: 4444
Martin Ratio Rank

TGVOX
TGVOX Risk / Return Rank: 6868
Overall Rank
TGVOX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TGVOX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TGVOX Omega Ratio Rank: 6666
Omega Ratio Rank
TGVOX Calmar Ratio Rank: 6868
Calmar Ratio Rank
TGVOX Martin Ratio Rank: 7373
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. 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.


TGLMXTGVOXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.27

-0.18

Sortino ratio

Return per unit of downside risk

1.60

1.78

-0.19

Omega ratio

Gain probability vs. loss probability

1.20

1.27

-0.07

Calmar ratio

Return relative to maximum drawdown

1.71

1.76

-0.05

Martin ratio

Return relative to average drawdown

5.02

7.78

-2.77

TGLMX vs. TGVOX - Sharpe Ratio Comparison

The current TGLMX Sharpe Ratio is 1.10, which is comparable to the TGVOX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of TGLMX and TGVOX, 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


TGLMXTGVOXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


TGLMXTGVOXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.63%

-6.22%

+2.59%

Average Drawdown

Average peak-to-trough decline

-3.80%

-10.35%

+6.55%

Ulcer Index

Depth 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.


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Volatility by Period


TGLMXTGVOXDifference

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%