TGVOX vs. TGPCX
Compare and contrast key facts about TCW Relative Value Mid Cap Fund (TGVOX) and TCW Conservative Allocation Fund (TGPCX).
TGVOX is managed by TCW. It was launched on Oct 31, 1997. TGPCX is managed by TCW. It was launched on Nov 15, 2006.
Performance
TGVOX vs. TGPCX - Performance Comparison
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TGVOX vs. TGPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TGPCX TCW Conservative Allocation Fund | -0.42% | 9.17% | 4.10% | 16.54% | -15.22% | 8.45% | 14.24% | 14.83% | -3.10% | 8.83% |
Returns By Period
In the year-to-date period, TGVOX achieves a 5.79% return, which is significantly higher than TGPCX's -0.42% return. Over the past 10 years, TGVOX has outperformed TGPCX with an annualized return of 11.47%, while TGPCX has yielded a comparatively lower 5.46% annualized return.
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%
TGPCX
- 1D
- 1.11%
- 1M
- -2.88%
- YTD
- -0.42%
- 6M
- 0.39%
- 1Y
- 6.37%
- 3Y*
- 8.32%
- 5Y*
- 3.58%
- 10Y*
- 5.46%
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TGVOX vs. TGPCX - Expense Ratio Comparison
TGVOX has a 0.85% expense ratio, which is higher than TGPCX's 0.41% expense ratio.
Return for Risk
TGVOX vs. TGPCX — Risk / Return Rank
TGVOX
TGPCX
TGVOX vs. TGPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Mid Cap Fund (TGVOX) and TCW Conservative Allocation Fund (TGPCX). 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.
| TGVOX | TGPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.05 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.50 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.57 | +0.20 |
Martin ratioReturn relative to average drawdown | 7.78 | 5.91 | +1.87 |
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
| TGVOX | TGPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.05 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.46 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.72 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.68 | -0.25 |
Correlation
The correlation between TGVOX and TGPCX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TGVOX vs. TGPCX - Dividend Comparison
TGVOX's dividend yield for the trailing twelve months is around 20.51%, more than TGPCX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TGPCX TCW Conservative Allocation Fund | 4.60% | 4.58% | 7.42% | 3.00% | 4.86% | 9.89% | 1.47% | 7.04% | 6.71% | 4.24% | 6.84% | 3.94% |
Drawdowns
TGVOX vs. TGPCX - Drawdown Comparison
The maximum TGVOX drawdown since its inception was -58.14%, which is greater than TGPCX's maximum drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for TGVOX and TGPCX.
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Drawdown Indicators
| TGVOX | TGPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.14% | -21.03% | -37.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.42% | -4.48% | -10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -20.27% | -3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -51.10% | -20.27% | -30.83% |
Current DrawdownCurrent decline from peak | -6.22% | -3.28% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -10.35% | -3.16% | -7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.19% | +2.30% |
Volatility
TGVOX vs. TGPCX - Volatility Comparison
TCW Relative Value Mid Cap Fund (TGVOX) has a higher volatility of 5.75% compared to TCW Conservative Allocation Fund (TGPCX) at 2.67%. This indicates that TGVOX's price experiences larger fluctuations and is considered to be riskier than TGPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGVOX | TGPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 2.67% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 4.01% | +7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.80% | 6.54% | +14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 7.90% | +11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 7.65% | +14.68% |