Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGVNX (TCW RELATIVE VALUE MID CAP FUND N CLASS) | 5.76% | 15.94% | 14.18% | 14.03% | 6.83% | 9.81% | 6.75% | 7.89% |
Data as of 07/03/2025, AR inception is 11/17/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGVNX (TCW RELATIVE VALUE MID CAP FUND N CLASS) | 11/17/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.49 | 15.94 | 14.18 | 14.03 | 6.83 | 9.81 | 6.75 | 7.89 | 5.76 | 6.77 | 14.07 | -13.42 | 17.22 | 3.60 | 29.17 | -22.26 | 19.56 | 25.66 | -12.32 | 5.38 | 35.53 | 20.82 | -5.48 | 22.63 | 30.00 | -38.06 | -1.27 | 12.56 | 5.92 | 10.37 | 48.35 | -27.43 | 33.02 | 4.99 |
| Sharpe Ratio | NA | 0.43 | 0.48 | 0.59 | 0.21 | NA | NA | 0.28 | 0.13 | 0.01 | 0.59 | -0.57 | 0.75 | 0.08 | 1.69 | -1.24 | 1.58 | 1.25 | -0.70 | 0.38 | 2.42 | 1.20 | -0.18 | 1.06 | 0.95 | -0.95 | -0.25 | 0.74 | 0.30 | 0.66 | 2.43 | -0.92 | 1.29 | 1.82 |
| Standard Deviation(%) | NA | 22.37 | 19.42 | 21.34 | 23.07 | NA | NA | 22.99 | 26.98 | 17.94 | 16.70 | 25.88 | 22.88 | 43.17 | 16.44 | 19.10 | 12.03 | 20.42 | 17.53 | 14.19 | 14.69 | 17.46 | 29.99 | 21.31 | 31.58 | 41.11 | 16.80 | 12.59 | 12.35 | 14.34 | 19.64 | 30.98 | 24.32 | 28.04 |
| Draw Down(%) | NA | 22.68 | 22.68 | 32.25 | 51.20 | NA | NA | 58.39 | 22.18 | 15.60 | 12.85 | 23.90 | 12.64 | 48.42 | 11.81 | 31.59 | 5.08 | 16.25 | 19.21 | 14.95 | 7.80 | 13.92 | 29.30 | 17.22 | 26.82 | 53.23 | 16.18 | 13.10 | 9.58 | 14.78 | 13.56 | 45.62 | 23.82 | 7.69 |
| Yield(%) | 0.00 | 9.86 | 4.70 | 3.95 | 4.44 | 7.72 | 5.37 | 7.16 | 0.00 | 10.54 | 0.78 | 0.65 | 0.61 | 0.66 | 2.98 | 6.96 | 9.04 | 0.50 | 12.25 | 12.70 | 12.74 | 0.73 | 0.03 | 0.77 | 0.51 | 0.38 | 14.63 | 9.81 | 7.75 | 1.47 | 0.00 | 0.00 | 1.19 | 8.46 |
Data as of 07/03/2025, AR inception is 11/17/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGVNX (TCW RELATIVE VALUE MID CAP FUND N CLASS) |
-17.93%
Feb 2006 - Feb 2009 |
-8.36%
Feb 2004 - Feb 2009 |
2.70%
Dec 2001 - Dec 2011 |
3.03%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGVNX (TCW RELATIVE VALUE MID CAP FUND N CLASS) |
26.17%
Feb 2009 - Feb 2012 |
24.23%
Feb 2009 - Feb 2014 |
13.99%
Feb 2009 - Feb 2019 |
11.38%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart