TGPCX vs. TSI
Compare and contrast key facts about TCW Conservative Allocation Fund (TGPCX) and TCW Strategic Income Fund Inc. (TSI).
TGPCX is managed by TCW. It was launched on Nov 15, 2006. TSI is managed by TCW.
Performance
TGPCX vs. TSI - Performance Comparison
Loading graphics...
TGPCX vs. TSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGPCX TCW Conservative Allocation Fund | -1.52% | 9.17% | 4.10% | 16.54% | -15.22% | 8.45% | 14.24% | 14.83% | -3.10% | 8.83% |
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, TGPCX achieves a -1.52% return, which is significantly higher than TSI's -7.86% return. Both investments have delivered pretty close results over the past 10 years, with TGPCX having a 5.35% annualized return and TSI not far behind at 5.28%.
TGPCX
- 1D
- 0.09%
- 1M
- -4.35%
- YTD
- -1.52%
- 6M
- -0.47%
- 1Y
- 5.65%
- 3Y*
- 7.92%
- 5Y*
- 3.51%
- 10Y*
- 5.35%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TGPCX vs. TSI - Expense Ratio Comparison
Return for Risk
TGPCX vs. TSI — Risk / Return Rank
TGPCX
TSI
TGPCX vs. TSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Conservative Allocation Fund (TGPCX) 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.
| TGPCX | TSI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | -0.14 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.29 | -0.12 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.98 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.07 | +1.33 |
Martin ratioReturn relative to average drawdown | 4.84 | -0.25 | +5.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TGPCX | TSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | -0.14 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.23 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.38 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.47 | +0.20 |
Correlation
The correlation between TGPCX and TSI is 0.18, 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
TGPCX vs. TSI - Dividend Comparison
TGPCX's dividend yield for the trailing twelve months is around 4.65%, less than TSI's 7.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGPCX TCW Conservative Allocation Fund | 4.65% | 4.58% | 7.42% | 3.00% | 4.86% | 9.89% | 1.47% | 7.04% | 6.71% | 4.24% | 6.84% | 3.94% |
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
TGPCX vs. TSI - Drawdown Comparison
The maximum TGPCX drawdown since its inception was -21.03%, smaller than the maximum TSI drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for TGPCX and TSI.
Loading graphics...
Drawdown Indicators
| TGPCX | TSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.03% | -60.35% | +39.32% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -8.30% | +3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.27% | -18.56% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -20.27% | -30.00% | +9.73% |
Current DrawdownCurrent decline from peak | -4.35% | -7.89% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -7.70% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.20% | -1.03% |
Volatility
TGPCX vs. TSI - Volatility Comparison
The current volatility for TCW Conservative Allocation Fund (TGPCX) is 2.34%, while TCW Strategic Income Fund Inc. (TSI) has a volatility of 4.87%. This indicates that TGPCX 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 graphics...
Volatility by Period
| TGPCX | TSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 4.87% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 7.31% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.46% | 9.21% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.89% | 11.03% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.64% | 14.07% | -6.43% |