Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGHYX (TCW HIGH YIELD BOND FUND I CLASS) | 0.00% | 9.42% | 1.57% | 41.13% | 21.91% | 16.68% | 13.70% | 11.21% |
Data as of 01/15/2025, AR inception is 03/30/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGHYX (TCW HIGH YIELD BOND FUND I CLASS) | 03/30/1993 | 01/15/2025 |
| 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 (%) | 0.00 | 9.42 | 1.57 | 41.13 | 21.91 | 16.68 | 13.70 | 11.21 | 0.00 | 9.06 | 7.56 | -11.74 | -0.05 | 442.78 | 12.98 | 0.01 | 5.22 | 8.08 | 0.65 | 3.70 | 5.55 | 13.41 | -0.75 | 15.41 | 50.88 | -25.54 | 1.24 | 9.62 | 0.52 | 9.75 | 20.83 | -1.66 | 3.28 | -6.76 | 5.23 | 2.30 | 10.71 | 11.98 | 16.04 | -0.32 | 7.25 |
| Sharpe Ratio | NA | 0.63 | -0.49 | 0.53 | 0.40 | NA | NA | 0.31 | 0.00 | 0.61 | 0.75 | -1.83 | -0.02 | 2.73 | 5.08 | -0.57 | 2.32 | 2.56 | 0.19 | 1.09 | 1.83 | 4.26 | -0.14 | 3.18 | 7.88 | -3.07 | -0.46 | 3.74 | -0.53 | 3.22 | 5.50 | -0.70 | 0.20 | -3.15 | 0.22 | -0.08 | 0.46 | 0.56 | 0.88 | -1.15 | 2.63 |
| Standard Deviation(%) | NA | 3.97 | 5.42 | 72.37 | 51.20 | NA | NA | 29.35 | NA | 4.03 | 4.42 | 7.20 | 3.08 | 160.99 | 2.28 | 2.29 | 1.99 | 3.07 | 3.27 | 3.39 | 3.02 | 3.16 | 5.73 | 4.82 | 6.44 | 8.59 | 3.86 | 1.70 | 3.09 | 2.73 | 3.66 | 3.94 | 4.90 | 3.44 | 8.96 | 12.09 | 15.52 | 15.08 | 13.82 | 2.85 | 2.87 |
| Draw Down(%) | NA | 1.81 | 14.12 | 17.25 | 17.25 | NA | NA | 34.34 | 0.00 | 1.81 | 4.18 | 14.88 | 2.79 | 15.40 | 0.63 | 2.42 | 1.27 | 1.83 | 3.91 | 4.76 | 5.02 | 2.51 | 12.44 | 5.98 | 8.63 | 33.22 | 6.19 | 2.26 | 6.68 | 4.61 | 4.84 | 11.69 | 8.60 | 8.82 | 5.94 | 6.37 | 6.31 | 9.64 | 5.58 | 6.21 | 1.74 |
| Yield(%) | 0.00 | 7.80 | 3.87 | 16.76 | 11.01 | 9.58 | 7.89 | 6.62 | 0.00 | 7.80 | 3.27 | 1.60 | 2.14 | 13.49 | 4.67 | 4.91 | 4.42 | 4.29 | 4.38 | 4.81 | 5.69 | 5.62 | 7.33 | 9.08 | 11.55 | 7.52 | 7.79 | 7.60 | 7.61 | 7.88 | 7.47 | 6.72 | 9.52 | 9.97 | 9.35 | 8.68 | 9.31 | 9.11 | 10.01 | 8.83 | 7.06 |
Data as of 01/15/2025, 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 |
|---|---|---|---|---|
| TGHYX (TCW HIGH YIELD BOND FUND I CLASS) |
-7.79%
Nov 2005 - Nov 2008 |
-2.41%
Nov 2003 - Nov 2008 |
0.33%
Nov 1998 - Nov 2008 |
2.79%
Nov 1993 - Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGHYX (TCW HIGH YIELD BOND FUND I CLASS) |
83.85%
Jun 2018 - Jun 2021 |
47.50%
Jan 2016 - Jan 2021 |
25.05%
Sep 2011 - Sep 2021 |
19.64%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart