TSI vs. ANGLX
Compare and contrast key facts about TCW Strategic Income Fund Inc. (TSI) and Angel Oak Multi-Strategy Income Fund (ANGLX).
TSI is managed by TCW. ANGLX is managed by Angel Oak. It was launched on Jun 27, 2011.
Performance
TSI vs. ANGLX - Performance Comparison
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TSI vs. ANGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ANGLX Angel Oak Multi-Strategy Income Fund | 0.41% | 7.45% | 7.60% | 4.06% | -14.00% | 4.26% | -1.99% | 4.73% | 2.62% | 5.47% |
Returns By Period
In the year-to-date period, TSI achieves a -7.86% return, which is significantly lower than ANGLX's 0.41% return. Over the past 10 years, TSI has outperformed ANGLX with an annualized return of 5.28%, while ANGLX has yielded a comparatively lower 2.49% annualized return.
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%
ANGLX
- 1D
- 0.23%
- 1M
- -1.24%
- YTD
- 0.41%
- 6M
- 1.99%
- 1Y
- 5.50%
- 3Y*
- 6.11%
- 5Y*
- 1.36%
- 10Y*
- 2.49%
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TSI vs. ANGLX - Expense Ratio Comparison
Return for Risk
TSI vs. ANGLX — Risk / Return Rank
TSI
ANGLX
TSI vs. ANGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Angel Oak Multi-Strategy Income Fund (ANGLX). 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.
| TSI | ANGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 2.57 | -2.71 |
Sortino ratioReturn per unit of downside risk | -0.12 | 4.73 | -4.85 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.64 | -0.65 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 4.23 | -4.30 |
Martin ratioReturn relative to average drawdown | -0.25 | 14.83 | -15.08 |
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
| TSI | ANGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 2.57 | -2.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.49 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.76 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.26 | -0.79 |
Correlation
The correlation between TSI and ANGLX is 0.11, 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
TSI vs. ANGLX - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.24%, more than ANGLX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ANGLX Angel Oak Multi-Strategy Income Fund | 4.88% | 5.41% | 5.89% | 4.78% | 3.69% | 4.69% | 4.38% | 4.53% | 4.70% | 4.97% | 5.83% | 6.74% |
Drawdowns
TSI vs. ANGLX - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than ANGLX's maximum drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for TSI and ANGLX.
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Drawdown Indicators
| TSI | ANGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -16.40% | -43.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -1.47% | -6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -14.34% | -4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -16.40% | -13.60% |
Current DrawdownCurrent decline from peak | -7.89% | -1.24% | -6.65% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -2.78% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.42% | +1.78% |
Volatility
TSI vs. ANGLX - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 4.87% compared to Angel Oak Multi-Strategy Income Fund (ANGLX) at 0.61%. This indicates that TSI's price experiences larger fluctuations and is considered to be riskier than ANGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | ANGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 0.61% | +4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 1.45% | +5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 2.34% | +6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 2.76% | +8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 3.28% | +10.79% |