PortfoliosLab logoPortfoliosLab logo
TGDVX vs. TSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGDVX vs. TSI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TGDVX achieves a 13.12% return, which is significantly higher than TSI's -7.20% return. Over the past 10 years, TGDVX has outperformed TSI with an annualized return of 11.87%, while TSI has yielded a comparatively lower 4.76% annualized return.


TGDVX

1D
0.18%
1M
2.14%
6M
10.43%
YTD
13.12%
1Y
24.35%
3Y*
18.49%
5Y*
13.36%
10Y*
11.87%
ALL TIME*
7.99%

TSI

1D
0.46%
1M
-0.71%
6M
-5.70%
YTD
-7.20%
1Y
-2.06%
3Y*
5.85%
5Y*
1.80%
10Y*
4.76%
ALL TIME*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$572.30K$535.60K$539.45K

TGDVX vs. TSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGDVX
TCW Relative Value Large Cap Fund
13.12%19.17%18.29%16.05%-6.98%29.16%6.30%25.79%-17.00%15.02%
TSI
TCW Strategic Income Fund Inc.
-7.20%9.72%13.45%7.13%-14.33%8.08%3.77%17.97%-3.83%16.42%

Correlation

The correlation between TGDVX and TSI is 0.22, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.22

Correlation (3Y)
Balances recent behavior with more history.

0.21

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1998

0.19

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TGDVX vs. TSI — Risk / Return Rank

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

TGDVX
TGDVX Risk / Return Rank: 8585
Overall Rank
TGDVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TGDVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TGDVX Omega Ratio Rank: 8181
Omega Ratio Rank
TGDVX Calmar Ratio Rank: 8888
Calmar Ratio Rank
TGDVX Martin Ratio Rank: 8989
Martin Ratio Rank

TSI
TSI Risk / Return Rank: 33
Overall Rank
TSI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSI Sortino Ratio Rank: 33
Sortino Ratio Rank
TSI Omega Ratio Rank: 22
Omega Ratio Rank
TSI Calmar Ratio Rank: 33
Calmar Ratio Rank
TSI Martin Ratio Rank: 33
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.

TGDVX vs. TSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Relative Value Large Cap Fund (TGDVX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TGDVXTSIDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.37

0.96

+0.40

Calmar ratioReturn relative to maximum drawdown

3.17

-0.25

+3.42

Martin ratioReturn relative to average drawdown

11.97

-0.50

+12.47

TGDVX vs. TSI - Sharpe Ratio Comparison

The current TGDVX Sharpe Ratio is 2.04, which is higher than the TSI Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of TGDVX and TSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TGDVX vs. TSI - Drawdown Comparison

The maximum TGDVX drawdown since its inception was -60.90%, roughly equal to the maximum TSI drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for TGDVX and TSI.


Loading charts...

Drawdown Indicators


TGDVXTSIDifference

Max Drawdown

Largest peak-to-trough decline

-60.90%

-60.35%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-8.30%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.23%

-8.30%

-10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-18.56%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.66%

-30.00%

-12.66%

Current Drawdown

Current decline from peak

-0.18%

-7.23%

+7.05%

Average Drawdown

Average peak-to-trough decline

-10.09%

-7.69%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

4.15%

-2.09%

Volatility

TGDVX vs. TSI - Volatility Comparison

The current volatility for TCW Relative Value Large Cap Fund (TGDVX) is 1.78%, while TCW Strategic Income Fund Inc. (TSI) has a volatility of 2.18%. This indicates that TGDVX 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.


Loading charts...

Volatility by Period


TGDVXTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.18%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

7.13%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

8.41%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

10.83%

+5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

14.04%

+5.23%

Dividends

TGDVX vs. TSI - Dividend Comparison

TGDVX's dividend yield for the trailing twelve months is around 22.05%, more than TSI's 8.46% yield.


PositionTTM20252024202320222021202020192018201720162015
TGDVX
TCW Relative Value Large Cap Fund
22.05%24.95%6.80%4.56%6.93%8.25%8.40%60.34%14.36%16.19%6.77%5.35%
TSI
TCW Strategic Income Fund Inc.
8.46%6.58%8.00%7.73%7.00%6.36%4.83%7.39%7.07%5.36%5.21%4.08%

Frequently Asked Questions


TGDVX and TSI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSI has higher volatility (2.18%) compared to TGDVX (1.78%). In terms of maximum drawdown, TGDVX dropped -60.90% vs TSI's -60.35%.

TGDVX currently has the higher Sharpe Ratio (2.04 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TGDVX and TSI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer