Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGFNX (TCW CORE FIXED INCOME FUND N CLASS) | 3.07% | 3.51% | 1.21% | -1.45% | 1.28% | 2.11% | 3.41% | 4.01% |
Data as of 07/25/2025, AR inception is 06/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGFNX (TCW CORE FIXED INCOME FUND N CLASS) | 06/29/1999 | 07/25/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 3.51 | 1.21 | -1.45 | 1.28 | 2.11 | 3.41 | 4.01 | 3.07 | 0.59 | 5.38 | -14.27 | -1.47 | 8.58 | 8.53 | -0.14 | 2.98 | 1.97 | -0.28 | 5.41 | -1.86 | 6.70 | 6.65 | 9.95 | 15.27 | 3.67 | 6.96 | 3.71 | 0.32 | 4.97 | 7.39 | 10.93 | 5.02 | 6.95 | 0.99 |
| Sharpe Ratio | NA | -0.02 | -0.25 | -0.54 | -0.02 | NA | NA | 0.57 | 0.43 | -0.48 | 0.21 | -1.91 | -0.46 | 1.77 | 2.11 | -0.52 | 0.86 | 0.61 | -0.09 | 2.23 | -0.63 | 3.45 | 2.23 | 1.23 | 3.05 | 0.39 | 0.96 | 0.10 | -0.61 | 1.10 | 1.90 | 2.45 | 0.59 | 0.71 | -0.44 |
| Standard Deviation(%) | NA | 5.82 | 7.37 | 6.42 | 5.15 | NA | NA | 4.60 | 5.84 | 6.29 | 8.17 | 8.25 | 3.27 | 4.69 | 3.34 | 2.95 | 2.72 | 2.87 | 3.33 | 2.41 | 3.02 | 1.94 | 2.97 | 8.03 | 4.98 | 6.86 | 3.99 | 2.82 | 3.18 | 3.64 | 3.51 | 3.99 | 4.40 | 3.83 | 3.53 |
| Draw Down(%) | NA | 5.85 | 11.01 | 19.58 | 19.58 | NA | NA | 19.58 | 2.81 | 4.94 | 8.90 | 18.36 | 3.17 | 6.97 | 2.09 | 2.90 | 1.41 | 4.06 | 2.65 | 1.00 | 4.76 | 0.82 | 1.47 | 4.89 | 2.48 | 4.78 | 2.52 | 2.05 | 2.44 | 4.44 | 4.53 | 2.13 | 2.63 | 3.44 | 2.16 |
| Yield(%) | 0.00 | 4.08 | 3.39 | 2.67 | 2.65 | 2.88 | 3.74 | 4.20 | 1.90 | 4.06 | 3.57 | 1.72 | 1.32 | 4.10 | 2.56 | 2.30 | 1.95 | 2.71 | 2.31 | 1.97 | 1.53 | 3.05 | 4.38 | 7.44 | 8.91 | 5.52 | 4.42 | 4.01 | 4.89 | 4.26 | 4.86 | 5.14 | 5.42 | 5.76 | 3.37 |
Data as of 07/25/2025, AR inception is 06/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGFNX (TCW CORE FIXED INCOME FUND N CLASS) |
-6.28%
Oct 2020 - Oct 2023 |
-1.12%
May 2020 - May 2025 |
0.44%
Oct 2012 - Oct 2022 |
2.22%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGFNX (TCW CORE FIXED INCOME FUND N CLASS) |
12.15%
Oct 2008 - Oct 2011 |
9.06%
Jun 2007 - Jun 2012 |
7.16%
Oct 2000 - Oct 2010 |
6.21%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart