Turbine housing assemblies and related turbocharger systems are provided. One exemplary turbine housing assembly includes a core structure having a voided inner region defining an axial outlet and an outer surface defining an inner contour of a volute and an inner sheet metal shell having an inner base portion defining an inlet in fluid communication with the volute and a volute portion defining an outer contour of the volute, wherein at least a portion of the core structure defining the axial outlet extends in an axial direction through an opening in the inner sheet metal shell defined by the volute portion. The turbine housing assembly also includes an outer sheet metal shell surrounding the volute portion and including an outer base portion circumscribing the inner base portion.