Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGCFX (TCW CORE FIXED INCOME FUND I CLASS) | 3.06% | 4.03% | 1.85% | -1.60% | 1.26% | 2.26% | 3.51% | 4.31% |
Data as of 07/07/2025, AR inception is 03/30/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGCFX (TCW CORE FIXED INCOME FUND I CLASS) | 03/30/1993 | 07/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.83 | 4.03 | 1.85 | -1.60 | 1.26 | 2.26 | 3.51 | 4.31 | 3.06 | 0.78 | 5.63 | -14.14 | -1.35 | 6.41 | 8.75 | 0.08 | 3.23 | 2.28 | 0.03 | 5.67 | -1.53 | 7.03 | 6.98 | 9.77 | 15.64 | 4.01 | 7.15 | 3.92 | 0.59 | 5.30 | 6.65 | 9.50 | 5.82 | 8.29 | -0.86 | 9.05 | 8.92 | 2.02 | 18.07 | -7.69 | 4.50 |
| Sharpe Ratio | NA | 0.29 | -0.22 | -0.55 | -0.02 | NA | NA | 0.38 | 0.61 | -0.45 | 0.24 | -1.89 | -0.42 | 1.18 | 2.16 | -0.45 | 0.98 | 0.70 | 0.00 | 2.34 | -0.50 | 3.63 | 2.37 | 2.92 | 3.13 | 0.44 | 0.99 | 0.18 | -0.52 | 1.21 | 1.69 | 2.10 | 0.77 | 1.10 | -0.53 | 0.39 | 0.36 | -0.10 | 1.09 | -1.71 | 0.94 |
| Standard Deviation(%) | NA | 5.82 | 7.38 | 6.49 | 5.20 | NA | NA | 6.71 | 5.89 | 6.25 | 8.21 | 8.27 | 3.29 | 5.20 | 3.36 | 2.89 | 2.64 | 2.94 | 3.25 | 2.42 | 3.11 | 1.94 | 2.93 | 3.32 | 4.97 | 6.84 | 4.04 | 2.86 | 3.21 | 3.58 | 3.50 | 3.98 | 4.42 | 3.70 | 8.02 | 14.43 | 14.38 | 15.99 | 12.93 | 6.30 | 4.02 |
| Draw Down(%) | NA | 5.86 | 10.95 | 20.91 | 20.91 | NA | NA | 20.91 | 2.79 | 4.95 | 8.73 | 18.19 | 3.13 | 6.96 | 2.08 | 2.82 | 1.39 | 4.00 | 2.58 | 0.98 | 4.68 | 0.91 | 1.46 | 2.76 | 2.50 | 4.73 | 2.44 | 2.05 | 2.36 | 4.44 | 4.50 | 2.25 | 2.54 | 3.37 | 5.33 | 5.62 | 8.49 | 10.91 | 8.15 | 9.24 | 2.84 |
| Yield(%) | 0.00 | 4.30 | 3.60 | 2.41 | 2.61 | 2.97 | 3.80 | 4.36 | 1.99 | 4.24 | 3.71 | 1.92 | 1.52 | 1.99 | 2.78 | 2.51 | 2.20 | 2.93 | 2.52 | 2.23 | 1.78 | 3.27 | 4.50 | 7.48 | 8.39 | 5.57 | 4.77 | 4.33 | 5.28 | 4.57 | 4.34 | 3.89 | 5.96 | 6.59 | 5.58 | 5.76 | 6.30 | 5.71 | 5.30 | 5.49 | 4.36 |
Data as of 07/07/2025, AR inception is 03/30/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGCFX (TCW CORE FIXED INCOME FUND I CLASS) |
-6.76%
Oct 2020 - Oct 2023 |
-1.40%
May 2020 - May 2025 |
0.47%
Oct 2012 - Oct 2022 |
2.32%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGCFX (TCW CORE FIXED INCOME FUND I CLASS) |
12.31%
Oct 2008 - Oct 2011 |
9.29%
Jun 2007 - Jun 2012 |
7.25%
Oct 2000 - Oct 2010 |
6.92%
Nov 1994 - Nov 2009 |
Annualized Rolling Returns Comparison Chart