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KIO vs. TSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KIO vs. TSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR Income Opportunities Fund (KIO) and TCW Strategic Income Fund Inc. (TSI). The values are adjusted to include any dividend payments, if applicable.

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KIO vs. TSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KIO
KKR Income Opportunities Fund
-2.01%-2.49%18.45%31.53%-28.25%26.82%2.04%21.92%-2.53%9.68%
TSI
TCW Strategic Income Fund Inc.
-7.86%9.72%13.45%7.13%-14.33%8.08%3.77%17.97%-3.83%16.42%

Returns By Period

In the year-to-date period, KIO achieves a -2.01% return, which is significantly higher than TSI's -7.86% return. Over the past 10 years, KIO has outperformed TSI with an annualized return of 8.06%, while TSI has yielded a comparatively lower 5.28% annualized return.


KIO

1D
3.19%
1M
-3.03%
YTD
-2.01%
6M
-7.08%
1Y
1.11%
3Y*
12.45%
5Y*
3.89%
10Y*
8.06%

TSI

1D
0.45%
1M
-4.02%
YTD
-7.86%
6M
-5.00%
1Y
-1.27%
3Y*
6.20%
5Y*
2.49%
10Y*
5.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KIO vs. TSI - Expense Ratio Comparison


Return for Risk

KIO vs. TSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KIO
KIO Risk / Return Rank: 66
Overall Rank
KIO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
KIO Sortino Ratio Rank: 66
Sortino Ratio Rank
KIO Omega Ratio Rank: 66
Omega Ratio Rank
KIO Calmar Ratio Rank: 77
Calmar Ratio Rank
KIO Martin Ratio Rank: 77
Martin Ratio Rank

TSI
TSI Risk / Return Rank: 44
Overall Rank
TSI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSI Sortino Ratio Rank: 33
Sortino Ratio Rank
TSI Omega Ratio Rank: 33
Omega Ratio Rank
TSI Calmar Ratio Rank: 55
Calmar Ratio Rank
TSI Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KIO vs. TSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR Income Opportunities Fund (KIO) and TCW Strategic Income Fund Inc. (TSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


KIOTSIDifference

Sharpe ratio

Return per unit of total volatility

0.08

-0.14

+0.22

Sortino ratio

Return per unit of downside risk

0.20

-0.12

+0.32

Omega ratio

Gain probability vs. loss probability

1.03

0.98

+0.05

Calmar ratio

Return relative to maximum drawdown

0.08

-0.07

+0.14

Martin ratio

Return relative to average drawdown

0.18

-0.25

+0.43

KIO vs. TSI - Sharpe Ratio Comparison

The current KIO Sharpe Ratio is 0.08, which is higher than the TSI Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of KIO and TSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KIOTSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.14

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.23

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.38

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.47

-0.10

Correlation

The correlation between KIO and TSI is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KIO vs. TSI - Dividend Comparison

KIO's dividend yield for the trailing twelve months is around 13.25%, more than TSI's 7.24% yield.


TTM20252024202320222021202020192018201720162015
KIO
KKR Income Opportunities Fund
13.25%12.58%10.90%11.32%11.44%7.45%10.12%9.51%10.53%9.66%9.92%10.81%
TSI
TCW Strategic Income Fund Inc.
7.24%6.58%8.00%7.73%7.00%6.36%4.83%7.39%7.07%5.36%5.21%4.08%

Drawdowns

KIO vs. TSI - Drawdown Comparison

The maximum KIO drawdown since its inception was -43.87%, smaller than the maximum TSI drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for KIO and TSI.


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Drawdown Indicators


KIOTSIDifference

Max Drawdown

Largest peak-to-trough decline

-43.87%

-60.35%

+16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-8.30%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-31.87%

-18.56%

-13.31%

Max Drawdown (10Y)

Largest decline over 10 years

-43.87%

-30.00%

-13.87%

Current Drawdown

Current decline from peak

-12.77%

-7.89%

-4.88%

Average Drawdown

Average peak-to-trough decline

-8.06%

-7.70%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

2.20%

+2.55%

Volatility

KIO vs. TSI - Volatility Comparison

KKR Income Opportunities Fund (KIO) has a higher volatility of 5.24% compared to TCW Strategic Income Fund Inc. (TSI) at 4.87%. This indicates that KIO's price experiences larger fluctuations and is considered to be riskier than TSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KIOTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

4.87%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

7.31%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

9.21%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

11.03%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

14.07%

+2.30%