TGCFX vs. TSI
Compare and contrast key facts about TCW Core Fixed Income Fund (TGCFX) and TCW Strategic Income Fund Inc. (TSI).
TGCFX is managed by TCW. It was launched on Feb 26, 1993. TSI is managed by TCW.
Performance
TGCFX vs. TSI - Performance Comparison
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TGCFX vs. TSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGCFX TCW Core Fixed Income Fund | -0.21% | 7.51% | 0.75% | 5.61% | -14.25% | -1.27% | 8.79% | 8.75% | 0.09% | 3.23% |
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, TGCFX achieves a -0.21% return, which is significantly higher than TSI's -7.86% return. Over the past 10 years, TGCFX has underperformed TSI with an annualized return of 1.66%, while TSI has yielded a comparatively higher 5.28% annualized return.
TGCFX
- 1D
- 0.62%
- 1M
- -2.13%
- YTD
- -0.21%
- 6M
- 0.86%
- 1Y
- 3.95%
- 3Y*
- 3.30%
- 5Y*
- -0.09%
- 10Y*
- 1.66%
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%
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TGCFX vs. TSI - Expense Ratio Comparison
Return for Risk
TGCFX vs. TSI — Risk / Return Rank
TGCFX
TSI
TGCFX vs. TSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Core Fixed Income Fund (TGCFX) 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.
| TGCFX | TSI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | -0.14 | +1.06 |
Sortino ratioReturn per unit of downside risk | 1.32 | -0.12 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.98 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | -0.07 | +1.82 |
Martin ratioReturn relative to average drawdown | 4.63 | -0.25 | +4.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TGCFX | TSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | -0.14 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.23 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.38 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.47 | -0.13 |
Correlation
The correlation between TGCFX and TSI is 0.04, 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
TGCFX vs. TSI - Dividend Comparison
TGCFX's dividend yield for the trailing twelve months is around 4.11%, less than TSI's 7.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGCFX TCW Core Fixed Income Fund | 4.11% | 4.51% | 4.34% | 3.66% | 2.22% | 1.56% | 4.14% | 2.63% | 2.57% | 2.17% | 2.95% | 2.59% |
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
TGCFX vs. TSI - Drawdown Comparison
The maximum TGCFX drawdown since its inception was -19.37%, smaller than the maximum TSI drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for TGCFX and TSI.
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Drawdown Indicators
| TGCFX | TSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.37% | -60.35% | +40.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -8.30% | +5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -18.56% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -19.37% | -30.00% | +10.63% |
Current DrawdownCurrent decline from peak | -3.41% | -7.89% | +4.48% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -7.70% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.20% | -1.14% |
Volatility
TGCFX vs. TSI - Volatility Comparison
The current volatility for TCW Core Fixed Income Fund (TGCFX) is 1.81%, while TCW Strategic Income Fund Inc. (TSI) has a volatility of 4.87%. This indicates that TGCFX experiences smaller price fluctuations and is considered to be less risky 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
| TGCFX | TSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 4.87% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 7.31% | -4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.66% | 9.21% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.52% | 11.03% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 14.07% | -8.87% |