TSI vs. DBSCX
TSI (TCW Strategic Income Fund Inc.) and DBSCX (Doubleline Selective Credit Fund) are both Multisector Bonds funds. Over the past 10 years, TSI returned 4.79%/yr vs 4.28%/yr for DBSCX. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
TSI vs. DBSCX - Performance Comparison
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Returns By Period
In the year-to-date period, TSI achieves a -7.62% return, which is significantly lower than DBSCX's 1.36% return. Over the past 10 years, TSI has outperformed DBSCX with an annualized return of 4.79%, while DBSCX has yielded a comparatively lower 4.28% annualized return.
TSI
- 1D
- -0.68%
- 1M
- -1.60%
- 6M
- -6.32%
- YTD
- -7.62%
- 1Y
- -3.50%
- 3Y*
- 5.99%
- 5Y*
- 1.75%
- 10Y*
- 4.79%
- ALL TIME*
- 9.35%
DBSCX
- 1D
- -0.67%
- 1M
- -0.81%
- 6M
- 0.87%
- YTD
- 1.36%
- 1Y
- 4.46%
- 3Y*
- 7.33%
- 5Y*
- 3.59%
- 10Y*
- 4.28%
- ALL TIME*
- 4.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $605.00K | $596.77K | $548.55K |
TSI vs. DBSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -7.62% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 17.97% | -3.83% | 16.42% |
DBSCX Doubleline Selective Credit Fund | 1.36% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
Correlation
The correlation between TSI and DBSCX is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.12 |
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Return for Risk
TSI vs. DBSCX — Risk / Return Rank
TSI
DBSCX
TSI vs. DBSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Doubleline Selective Credit Fund (DBSCX). 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.
| TSI | DBSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.50 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.74 | -4.17 |
| Martin ratioReturn relative to average drawdown | -0.82 | 14.55 | -15.37 |
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Drawdowns
TSI vs. DBSCX - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for TSI and DBSCX.
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Drawdown Indicators
| TSI | DBSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -14.12% | -46.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -1.32% | -6.98% |
Max Drawdown (3Y)Largest decline over 3 years | -8.30% | -1.91% | -6.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -9.52% | -9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -14.12% | -15.88% |
Current DrawdownCurrent decline from peak | -7.65% | -1.01% | -6.64% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -1.23% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 0.34% | +3.94% |
Volatility
TSI vs. DBSCX - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 2.30% compared to Doubleline Selective Credit Fund (DBSCX) at 0.88%. This indicates that TSI's price experiences larger fluctuations and is considered to be riskier than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | DBSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 0.88% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 1.76% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.44% | 2.15% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 2.75% | +8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.04% | 2.91% | +11.13% |
Dividends
TSI vs. DBSCX - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 8.50%, more than DBSCX's 6.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 6.10% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
TSI TCW Strategic Income Fund Inc. | 8.50% | 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
TSI and DBSCX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSI has higher volatility (2.30%) compared to DBSCX (0.88%). In terms of maximum drawdown, TSI dropped -60.35% vs DBSCX's -14.12%.
DBSCX currently has the higher Sharpe Ratio (2.30 vs -0.42), 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.
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