Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGLMX (TCW TOTAL RETURN BOND FUND I CLASS) | 3.79% | 6.19% | 1.35% | -1.48% | 1.28% | 2.77% | 4.03% | 3.37% |
Data as of 07/03/2025, AR inception is 06/17/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGLMX (TCW TOTAL RETURN BOND FUND I CLASS) | 06/17/1993 | 07/03/2025 |
| 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 (%) | -1.15 | 6.19 | 1.35 | -1.48 | 1.28 | 2.77 | 4.03 | 3.37 | 3.79 | 1.84 | 5.09 | -16.46 | -1.09 | 8.32 | 7.28 | 0.82 | 3.47 | 1.57 | 1.14 | 5.81 | 1.69 | 12.86 | 4.13 | 10.65 | 19.92 | 1.11 | 6.62 | 5.31 | 3.41 | 5.24 | 2.00 | 8.96 | 9.41 | 12.93 | -7.31 | -2.64 | 2.93 | -2.35 | 12.14 | -13.31 | 0.70 |
| Sharpe Ratio | NA | 0.46 | -0.22 | -0.51 | -0.02 | NA | NA | 0.24 | 0.71 | -0.25 | 0.16 | -2.09 | -0.30 | 1.70 | 1.59 | -0.18 | 1.05 | 0.46 | 0.37 | 2.93 | 0.61 | 7.75 | 1.78 | 3.55 | 4.07 | 0.02 | 0.86 | 0.76 | 0.54 | 1.43 | 0.55 | 2.77 | 1.92 | 1.90 | -1.08 | -0.41 | -0.05 | -0.44 | 0.63 | -2.99 | -0.34 |
| Standard Deviation(%) | NA | 6.45 | 8.07 | 6.93 | 5.50 | NA | NA | 6.62 | 6.58 | 7.01 | 8.89 | 8.59 | 3.66 | 4.74 | 3.65 | 3.07 | 2.70 | 2.95 | 2.97 | 1.98 | 2.69 | 1.67 | 2.30 | 2.97 | 4.87 | 7.37 | 4.06 | 2.50 | 2.13 | 2.98 | 2.32 | 2.83 | 3.69 | 4.59 | 9.90 | 14.99 | 13.94 | 13.62 | 13.01 | 5.48 | 2.60 |
| Draw Down(%) | NA | 6.24 | 13.24 | 22.14 | 22.14 | NA | NA | 22.14 | 3.28 | 5.31 | 10.31 | 20.17 | 3.30 | 5.31 | 2.35 | 2.58 | 1.36 | 4.25 | 1.77 | 0.59 | 4.19 | 0.41 | 1.41 | 1.98 | 1.94 | 3.51 | 2.87 | 1.13 | 1.78 | 3.78 | 2.15 | 1.28 | 2.09 | 3.46 | 7.60 | 7.78 | 8.81 | 11.36 | 8.30 | 14.44 | 1.47 |
| Yield(%) | 0.00 | 6.60 | 5.30 | 3.67 | 3.63 | 4.25 | 4.99 | 3.92 | 3.24 | 6.28 | 6.07 | 2.71 | 2.07 | 3.53 | 4.19 | 3.48 | 2.94 | 4.06 | 2.88 | 2.86 | 4.28 | 5.79 | 6.89 | 10.24 | 10.33 | 6.32 | 5.04 | 4.83 | 5.09 | 4.80 | 5.77 | 5.56 | 6.34 | 6.27 | 0.42 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/03/2025, AR inception is 06/17/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGLMX (TCW TOTAL RETURN BOND FUND I CLASS) |
-7.55%
Oct 2020 - Oct 2023 |
-1.42%
May 2020 - May 2025 |
0.29%
Oct 2013 - Oct 2023 |
2.67%
Oct 1993 - Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGLMX (TCW TOTAL RETURN BOND FUND I CLASS) |
12.02%
Feb 2009 - Feb 2012 |
9.84%
Oct 2008 - Oct 2013 |
7.77%
May 2000 - May 2010 |
7.42%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart