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TCW Securitized Bond Fund Class Plan TGLSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TGLSX | Replication |
|---|---|---|
| Annualized growth | -0.9% | -1.2% |
| Annualized volatility | 7.0% | 6.8% |
| Sharpe ratio | -0.10 | -0.14 |
| Maximum drawdown | 21.7% | 19.0% |
| Replication fit (R²) | 0.98 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model TGLSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 55.7% |
| VGIT | FI · Intermediate Gov | 26.4% |
| SPTL | FI · Long Gov | 13.3% |
| AGG | FI · Aggregate | 4.6% |