TGPCX vs. TGLMX
Compare and contrast key facts about TCW Conservative Allocation Fund (TGPCX) and TCW Total Return Bond Fund (TGLMX).
TGPCX is managed by TCW. It was launched on Nov 15, 2006. TGLMX is managed by TCW. It was launched on Jun 17, 1993.
Performance
TGPCX vs. TGLMX - Performance Comparison
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TGPCX vs. TGLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGPCX TCW Conservative Allocation Fund | -1.52% | 9.17% | 4.10% | 16.54% | -15.22% | 8.45% | 14.24% | 14.83% | -3.10% | 8.83% |
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% |
Returns By Period
In the year-to-date period, TGPCX achieves a -1.52% return, which is significantly lower than TGLMX's 0.57% return. Over the past 10 years, TGPCX has outperformed TGLMX with an annualized return of 5.35%, while TGLMX has yielded a comparatively lower 1.54% annualized return.
TGPCX
- 1D
- 0.09%
- 1M
- -4.35%
- YTD
- -1.52%
- 6M
- -0.47%
- 1Y
- 5.65%
- 3Y*
- 7.92%
- 5Y*
- 3.51%
- 10Y*
- 5.35%
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%
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TGPCX vs. TGLMX - Expense Ratio Comparison
TGPCX has a 0.41% expense ratio, which is lower than TGLMX's 0.49% expense ratio.
Return for Risk
TGPCX vs. TGLMX — Risk / Return Rank
TGPCX
TGLMX
TGPCX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Conservative Allocation Fund (TGPCX) and TCW Total Return Bond Fund (TGLMX). 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.
| TGPCX | TGLMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.18 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.71 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.04 | -0.78 |
Martin ratioReturn relative to average drawdown | 4.84 | 6.03 | -1.19 |
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
| TGPCX | TGLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.18 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.00 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.28 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.40 | +0.27 |
Correlation
The correlation between TGPCX and TGLMX is 0.12, 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
TGPCX vs. TGLMX - Dividend Comparison
TGPCX's dividend yield for the trailing twelve months is around 4.65%, less than TGLMX's 6.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGPCX TCW Conservative Allocation Fund | 4.65% | 4.58% | 7.42% | 3.00% | 4.86% | 9.89% | 1.47% | 7.04% | 6.71% | 4.24% | 6.84% | 3.94% |
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% |
Drawdowns
TGPCX vs. TGLMX - Drawdown Comparison
The maximum TGPCX drawdown since its inception was -21.03%, smaller than the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for TGPCX and TGLMX.
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Drawdown Indicators
| TGPCX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.03% | -22.26% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -3.28% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.27% | -22.17% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -20.27% | -22.26% | +1.99% |
Current DrawdownCurrent decline from peak | -4.35% | -3.38% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -3.80% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 1.11% | +0.06% |
Volatility
TGPCX vs. TGLMX - Volatility Comparison
TCW Conservative Allocation Fund (TGPCX) has a higher volatility of 2.34% compared to TCW Total Return Bond Fund (TGLMX) at 1.85%. This indicates that TGPCX's price experiences larger fluctuations and is considered to be riskier than TGLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGPCX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 1.85% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 2.88% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.46% | 5.02% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.89% | 7.03% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.64% | 5.57% | +2.07% |