TGVOX vs. TGWIX
Compare and contrast key facts about TCW Relative Value Mid Cap Fund (TGVOX) and TCW Emerging Markets Local Currency Income Fund (TGWIX).
TGVOX is managed by TCW. It was launched on Oct 31, 1997. TGWIX is managed by TCW. It was launched on Dec 13, 2010.
Performance
TGVOX vs. TGWIX - Performance Comparison
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TGVOX vs. TGWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGVOX TCW Relative Value Mid Cap Fund | 3.04% | 15.53% | 17.26% | 15.99% | -11.80% | 31.99% | 3.66% | 29.34% | -22.17% | 19.74% |
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, TGVOX achieves a 3.04% return, which is significantly higher than TGWIX's -3.32% return. Over the past 10 years, TGVOX has outperformed TGWIX with an annualized return of 11.18%, while TGWIX has yielded a comparatively lower 2.45% annualized return.
TGVOX
- 1D
- -0.79%
- 1M
- -7.80%
- YTD
- 3.04%
- 6M
- 7.64%
- 1Y
- 23.04%
- 3Y*
- 16.71%
- 5Y*
- 9.55%
- 10Y*
- 11.18%
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%
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TGVOX vs. TGWIX - Expense Ratio Comparison
Both TGVOX and TGWIX have an expense ratio of 0.85%.
Return for Risk
TGVOX vs. TGWIX — Risk / Return Rank
TGVOX
TGWIX
TGVOX vs. TGWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Mid Cap Fund (TGVOX) 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.
| TGVOX | TGWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.76 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.52 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.68 | -0.28 |
Martin ratioReturn relative to average drawdown | 6.22 | 7.60 | -1.38 |
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 | TGWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.76 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.21 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.27 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.13 | +0.29 |
Correlation
The correlation between TGVOX and TGWIX is 0.33, 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
TGVOX vs. TGWIX - Dividend Comparison
TGVOX's dividend yield for the trailing twelve months is around 21.06%, more than TGWIX's 5.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGVOX TCW Relative Value Mid Cap Fund | 21.06% | 21.70% | 9.54% | 2.34% | 2.54% | 12.69% | 0.75% | 2.43% | 9.90% | 8.25% | 0.56% | 16.12% |
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
TGVOX vs. TGWIX - Drawdown Comparison
The maximum TGVOX drawdown since its inception was -58.14%, which is greater than TGWIX's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for TGVOX and TGWIX.
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Drawdown Indicators
| TGVOX | TGWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.14% | -31.56% | -26.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.42% | -7.64% | -7.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -26.94% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -51.10% | -28.28% | -22.82% |
Current DrawdownCurrent decline from peak | -8.65% | -7.64% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -10.35% | -11.59% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 1.69% | +1.78% |
Volatility
TGVOX vs. TGWIX - Volatility Comparison
TCW Relative Value Mid Cap Fund (TGVOX) has a higher volatility of 4.90% compared to TCW Emerging Markets Local Currency Income Fund (TGWIX) at 4.39%. This indicates that TGVOX's price experiences larger fluctuations and is considered to be riskier 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
| TGVOX | TGWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.39% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 5.70% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 7.40% | +13.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 8.25% | +11.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.31% | 9.02% | +13.29% |