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TGLMX vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLMX vs. VTI - Performance Comparison

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

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Returns By Period

In the year-to-date period, TGLMX achieves a 1.65% return, which is significantly lower than VTI's 9.44% return. Over the past 10 years, TGLMX has underperformed VTI with an annualized return of 1.52%, while VTI has yielded a comparatively higher 15.02% annualized return.


TGLMX

1D
0.26%
1M
1.44%
YTD
1.65%
6M
1.81%
1Y
6.88%
3Y*
4.86%
5Y*
-0.11%
10Y*
1.52%

VTI

1D
-1.24%
1M
0.94%
YTD
9.44%
6M
11.26%
1Y
25.88%
3Y*
20.20%
5Y*
12.60%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLMX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGLMX
TCW Total Return Bond Fund
1.65%8.99%1.82%5.05%-16.59%-1.05%8.32%7.28%0.80%3.44%
VTI
Vanguard Total Stock Market ETF
9.44%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between TGLMX and VTI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since May 31, 2001

-0.14

The correlation between TGLMX and VTI shifts across timeframes, from -0.14 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TGLMX vs. VTI — Risk / Return Rank

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

TGLMX
TGLMX Risk / Return Rank: 4545
Overall Rank
TGLMX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TGLMX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TGLMX Omega Ratio Rank: 4343
Omega Ratio Rank
TGLMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TGLMX Martin Ratio Rank: 3939
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6767
Overall Rank
VTI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6464
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7474
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Total Return Bond Fund (TGLMX) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TGLMXVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.79

2.91

-0.13

Martin ratioReturn relative to average drawdown

8.08

13.05

-4.96

TGLMX vs. VTI - Sharpe Ratio Comparison

The current TGLMX Sharpe Ratio is 1.73, which is comparable to the VTI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of TGLMX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TGLMX vs. VTI - Drawdown Comparison

The maximum TGLMX drawdown since its inception was -22.26%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TGLMX and VTI.


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Drawdown Indicators


TGLMXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-55.45%

+33.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-8.92%

+6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-8.56%

-19.30%

+10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-25.36%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-22.26%

-35.00%

+12.74%

Current Drawdown

Current decline from peak

-2.35%

-2.30%

-0.05%

Average Drawdown

Average peak-to-trough decline

-3.79%

-8.02%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.99%

-1.09%

Volatility

TGLMX vs. VTI - Volatility Comparison

The current volatility for TCW Total Return Bond Fund (TGLMX) is 1.27%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.78%. This indicates that TGLMX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGLMXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

4.78%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

9.98%

-6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

12.73%

-8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

17.50%

-10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

18.35%

-12.75%

TGLMX vs. VTI - Expense Ratio Comparison

TGLMX has a 0.49% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

TGLMX vs. VTI - Dividend Comparison

TGLMX's dividend yield for the trailing twelve months is around 6.72%, more than VTI's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
TGLMX
TCW Total Return Bond Fund
6.72%7.19%6.52%6.13%3.27%2.08%3.37%4.07%3.55%2.89%4.13%2.88%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


TGLMX and VTI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (4.78%) compared to TGLMX (1.27%). In terms of maximum drawdown, TGLMX dropped -22.26% vs VTI's -55.45%.

VTI currently has the higher Sharpe Ratio (2.05 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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