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TGLMX vs. TGWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGLMX vs. TGWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Total Return Bond Fund (TGLMX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). The values are adjusted to include any dividend payments, if applicable.

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TGLMX vs. TGWIX - 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%
TGWIX
TCW Emerging Markets Local Currency Income Fund
-3.32%21.09%-3.66%13.22%-12.30%-9.32%1.78%12.91%-8.22%16.28%

Returns By Period

In the year-to-date period, TGLMX achieves a 0.57% return, which is significantly higher than TGWIX's -3.32% return. Over the past 10 years, TGLMX has underperformed TGWIX with an annualized return of 1.54%, while TGWIX has yielded a comparatively higher 2.45% 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%

TGWIX

1D
-0.52%
1M
-7.43%
YTD
-3.32%
6M
0.16%
1Y
12.73%
3Y*
6.72%
5Y*
1.74%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGLMX vs. TGWIX - Expense Ratio Comparison

TGLMX has a 0.49% expense ratio, which is lower than TGWIX's 0.85% expense ratio.


Return for Risk

TGLMX vs. TGWIX — 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

TGWIX
TGWIX Risk / Return Rank: 8282
Overall Rank
TGWIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TGWIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TGWIX Omega Ratio Rank: 8484
Omega Ratio Rank
TGWIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TGWIX Martin Ratio Rank: 7878
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. TGWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Total Return Bond Fund (TGLMX) and TCW Emerging Markets Local Currency Income Fund (TGWIX). 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.


TGLMXTGWIXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.76

-0.58

Sortino ratio

Return per unit of downside risk

1.71

2.52

-0.81

Omega ratio

Gain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratio

Return relative to maximum drawdown

2.04

1.68

+0.36

Martin ratio

Return relative to average drawdown

6.03

7.60

-1.57

TGLMX vs. TGWIX - Sharpe Ratio Comparison

The current TGLMX Sharpe Ratio is 1.18, which is lower than the TGWIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TGLMX and TGWIX, 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


TGLMXTGWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.76

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.21

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.27

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.13

+0.27

Correlation

The correlation between TGLMX and TGWIX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TGLMX vs. TGWIX - Dividend Comparison

TGLMX's dividend yield for the trailing twelve months is around 6.39%, more than TGWIX's 5.58% 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%
TGWIX
TCW Emerging Markets Local Currency Income Fund
5.58%5.66%6.00%3.81%2.70%3.93%0.37%1.66%4.16%6.50%0.00%0.32%

Drawdowns

TGLMX vs. TGWIX - Drawdown Comparison

The maximum TGLMX drawdown since its inception was -22.26%, smaller than the maximum TGWIX drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for TGLMX and TGWIX.


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Drawdown Indicators


TGLMXTGWIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-31.56%

+9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-7.64%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-26.94%

+4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-22.26%

-28.28%

+6.02%

Current Drawdown

Current decline from peak

-3.38%

-7.64%

+4.26%

Average Drawdown

Average peak-to-trough decline

-3.80%

-11.59%

+7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.69%

-0.58%

Volatility

TGLMX vs. TGWIX - Volatility Comparison

The current volatility for TCW Total Return Bond Fund (TGLMX) is 1.85%, while TCW Emerging Markets Local Currency Income Fund (TGWIX) has a volatility of 4.39%. This indicates that TGLMX experiences smaller price fluctuations and is considered to be less risky than TGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGLMXTGWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

4.39%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

5.70%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

7.40%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

8.25%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

9.02%

-3.45%