TGDVX vs. TSI
Compare and contrast key facts about TCW Relative Value Large Cap Fund (TGDVX) and TCW Strategic Income Fund Inc. (TSI).
TGDVX is managed by TCW. It was launched on Dec 31, 1997. TSI is managed by TCW.
Performance
TGDVX vs. TSI - Performance Comparison
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TGDVX vs. TSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGDVX TCW Relative Value Large Cap Fund | 0.07% | 19.17% | 18.29% | 16.05% | -6.98% | 29.16% | 6.30% | 25.79% | -17.00% | 15.02% |
TSI TCW Strategic Income Fund Inc. | -7.65% | 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, TGDVX achieves a 0.07% return, which is significantly higher than TSI's -7.65% return. Over the past 10 years, TGDVX has outperformed TSI with an annualized return of 11.06%, while TSI has yielded a comparatively lower 5.30% annualized return.
TGDVX
- 1D
- 2.28%
- 1M
- -4.82%
- YTD
- 0.07%
- 6M
- 3.81%
- 1Y
- 19.02%
- 3Y*
- 16.75%
- 5Y*
- 11.09%
- 10Y*
- 11.06%
TSI
- 1D
- 0.22%
- 1M
- -2.56%
- YTD
- -7.65%
- 6M
- -5.18%
- 1Y
- -2.25%
- 3Y*
- 6.28%
- 5Y*
- 2.53%
- 10Y*
- 5.30%
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TGDVX vs. TSI - Expense Ratio Comparison
Return for Risk
TGDVX vs. TSI — Risk / Return Rank
TGDVX
TSI
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.
| TGDVX | TSI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | -0.25 | +1.32 |
Sortino ratioReturn per unit of downside risk | 1.51 | -0.27 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.24 | 0.96 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | -0.13 | +1.57 |
Martin ratioReturn relative to average drawdown | 6.22 | -0.46 | +6.69 |
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
| TGDVX | TSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | -0.25 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.23 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.38 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.47 | -0.09 |
Correlation
The correlation between TGDVX and TSI is 0.19, 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
TGDVX vs. TSI - Dividend Comparison
TGDVX's dividend yield for the trailing twelve months is around 24.93%, more than TSI's 7.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGDVX TCW Relative Value Large Cap Fund | 24.93% | 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. | 7.22% | 6.58% | 8.00% | 7.73% | 7.00% | 6.36% | 4.83% | 7.39% | 7.07% | 5.36% | 5.21% | 4.08% |
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.
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Drawdown Indicators
| TGDVX | TSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -60.35% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -8.30% | -5.71% |
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 DrawdownCurrent decline from peak | -5.67% | -7.68% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -7.70% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.25% | +0.99% |
Volatility
TGDVX vs. TSI - Volatility Comparison
TCW Relative Value Large Cap Fund (TGDVX) and TCW Strategic Income Fund Inc. (TSI) have volatilities of 4.73% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGDVX | TSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.85% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 7.31% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 9.18% | +8.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 11.03% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 14.07% | +5.31% |