TGEIX vs. TSI
Compare and contrast key facts about TCW Emerging Markets Income Fund (TGEIX) and TCW Strategic Income Fund Inc. (TSI).
TGEIX is managed by TCW. It was launched on May 28, 1998. TSI is managed by TCW.
Performance
TGEIX vs. TSI - Performance Comparison
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TGEIX vs. TSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGEIX TCW Emerging Markets Income Fund | -1.32% | 14.59% | 7.33% | 12.10% | -17.54% | -5.07% | 5.13% | 15.86% | -6.16% | 11.40% |
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, TGEIX achieves a -1.32% return, which is significantly higher than TSI's -7.86% return. Over the past 10 years, TGEIX has underperformed TSI with an annualized return of 3.99%, while TSI has yielded a comparatively higher 5.28% annualized return.
TGEIX
- 1D
- -0.44%
- 1M
- -4.10%
- YTD
- -1.32%
- 6M
- 1.49%
- 1Y
- 10.54%
- 3Y*
- 10.06%
- 5Y*
- 2.30%
- 10Y*
- 3.99%
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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TGEIX vs. TSI - Expense Ratio Comparison
Return for Risk
TGEIX vs. TSI — Risk / Return Rank
TGEIX
TSI
TGEIX vs. TSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Emerging Markets Income Fund (TGEIX) 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.
| TGEIX | TSI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | -0.14 | +2.25 |
Sortino ratioReturn per unit of downside risk | 3.01 | -0.12 | +3.13 |
Omega ratioGain probability vs. loss probability | 1.46 | 0.98 | +0.48 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | -0.07 | +2.35 |
Martin ratioReturn relative to average drawdown | 9.70 | -0.25 | +9.95 |
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
| TGEIX | TSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | -0.14 | +2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.23 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.38 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.05 |
Correlation
The correlation between TGEIX and TSI is 0.14, 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
TGEIX vs. TSI - Dividend Comparison
TGEIX's dividend yield for the trailing twelve months is around 5.84%, less than TSI's 7.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGEIX TCW Emerging Markets Income Fund | 5.84% | 6.12% | 6.67% | 5.23% | 5.07% | 4.88% | 4.00% | 4.92% | 4.59% | 5.47% | 5.16% | 5.33% |
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
TGEIX vs. TSI - Drawdown Comparison
The maximum TGEIX drawdown since its inception was -46.33%, smaller than the maximum TSI drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for TGEIX and TSI.
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Drawdown Indicators
| TGEIX | TSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.33% | -60.35% | +14.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.56% | -8.30% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -18.56% | -10.97% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | -30.00% | +0.26% |
Current DrawdownCurrent decline from peak | -4.56% | -7.89% | +3.33% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -7.70% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 2.20% | -1.13% |
Volatility
TGEIX vs. TSI - Volatility Comparison
The current volatility for TCW Emerging Markets Income Fund (TGEIX) is 1.88%, while TCW Strategic Income Fund Inc. (TSI) has a volatility of 4.87%. This indicates that TGEIX 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
| TGEIX | TSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 4.87% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 7.31% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.97% | 9.21% | -4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 11.03% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.70% | 14.07% | -6.37% |