Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGDIX (TCW RELATIVE VALUE LARGE CAP FUND I CLASS) | 7.52% | 13.73% | 14.64% | 13.01% | 7.12% | 10.15% | 6.95% | 7.69% |
Data as of 07/11/2025, AR inception is 12/31/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGDIX (TCW RELATIVE VALUE LARGE CAP FUND I CLASS) | 12/31/2003 | 07/11/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | 13.73 | 14.64 | 13.01 | 7.12 | 10.15 | 6.95 | 7.69 | 7.52 | 11.15 | 12.44 | -11.76 | 20.89 | -0.58 | 26.17 | -16.85 | 15.27 | 17.02 | -6.19 | 10.99 | 36.27 | 19.40 | -3.61 | 16.66 | 33.31 | -40.91 | -3.06 | 18.85 | 7.21 | 18.82 | 0.00 |
| Sharpe Ratio | NA | 0.54 | 0.65 | 0.59 | 0.29 | NA | NA | 0.31 | 0.51 | 0.31 | 0.59 | -0.55 | 1.22 | -0.02 | 1.78 | -1.02 | 1.65 | 1.05 | -0.39 | 0.88 | 2.87 | 1.34 | -0.13 | 0.85 | 1.14 | -1.05 | -0.40 | 1.54 | 0.50 | 1.48 | NA |
| Standard Deviation(%) | NA | 19.57 | 17.45 | 18.50 | 20.01 | NA | NA | 20.16 | 23.27 | 14.58 | 14.06 | 23.86 | 17.11 | 38.59 | 13.89 | 17.80 | 8.93 | 16.03 | 16.07 | 12.51 | 12.63 | 14.57 | 26.94 | 19.47 | 29.05 | 39.80 | 15.19 | 10.15 | 10.14 | 12.11 | 0.00 |
| Draw Down(%) | NA | 19.25 | 19.25 | 25.19 | 42.41 | NA | NA | 60.80 | 19.25 | 11.45 | 11.13 | 21.27 | 6.97 | 41.52 | 9.15 | 27.32 | 3.74 | 12.56 | 13.96 | 10.38 | 6.11 | 12.51 | 26.14 | 18.22 | 27.69 | 51.46 | 15.50 | 7.41 | 5.59 | 7.91 | 0.00 |
| Yield(%) | 0.00 | 6.72 | 3.96 | 3.61 | 7.81 | 11.13 | 7.27 | 8.54 | 0.00 | 7.53 | 1.55 | 1.34 | 1.57 | 1.75 | 47.40 | 10.46 | 16.13 | 7.72 | 4.97 | 1.08 | 1.53 | 1.23 | 0.90 | 1.18 | 1.98 | 1.28 | 3.06 | 1.55 | 2.29 | 0.36 | 0.00 |
Data as of 07/11/2025, AR inception is 12/31/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGDIX (TCW RELATIVE VALUE LARGE CAP FUND I CLASS) |
-18.51%
Feb 2006 - Feb 2009 |
-7.59%
Feb 2004 - Feb 2009 |
4.49%
Jan 2006 - Jan 2016 |
3.97%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGDIX (TCW RELATIVE VALUE LARGE CAP FUND I CLASS) |
26.29%
Feb 2009 - Feb 2012 |
24.12%
Feb 2009 - Feb 2014 |
14.69%
Feb 2009 - Feb 2019 |
11.98%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart