TSI vs. ESIIX
Compare and contrast key facts about TCW Strategic Income Fund Inc. (TSI) and Eaton Vance Strategic Income Fund Class I (ESIIX).
TSI is managed by TCW. ESIIX is an actively managed fund by Eaton Vance. It was launched on Apr 3, 2009.
Performance
TSI vs. ESIIX - Performance Comparison
Loading graphics...
TSI vs. ESIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESIIX Eaton Vance Strategic Income Fund Class I | 0.83% | 12.46% | 6.66% | 8.52% | -2.32% | 1.59% | 7.80% | 7.65% | -2.44% | 5.16% |
Returns By Period
In the year-to-date period, TSI achieves a -7.65% return, which is significantly lower than ESIIX's 0.83% return. Both investments have delivered pretty close results over the past 10 years, with TSI having a 5.30% annualized return and ESIIX not far behind at 5.15%.
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%
ESIIX
- 1D
- 0.29%
- 1M
- -1.43%
- YTD
- 0.83%
- 6M
- 3.43%
- 1Y
- 9.56%
- 3Y*
- 8.62%
- 5Y*
- 5.25%
- 10Y*
- 5.15%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSI vs. ESIIX - Expense Ratio Comparison
Return for Risk
TSI vs. ESIIX — Risk / Return Rank
TSI
ESIIX
TSI vs. ESIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Eaton Vance Strategic Income Fund Class I (ESIIX). 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 | ESIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 3.22 | -3.47 |
Sortino ratioReturn per unit of downside risk | -0.27 | 4.58 | -4.85 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.73 | -0.77 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 3.99 | -4.12 |
Martin ratioReturn relative to average drawdown | -0.46 | 16.51 | -16.97 |
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
| TSI | ESIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 3.22 | -3.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 1.67 | -1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 1.64 | -1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.01 |
Correlation
The correlation between TSI and ESIIX is 0.13, 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. ESIIX - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.22%, less than ESIIX's 7.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESIIX Eaton Vance Strategic Income Fund Class I | 7.37% | 7.01% | 7.23% | 7.19% | 5.82% | 4.57% | 4.44% | 5.29% | 4.25% | 3.95% | 4.18% | 4.59% |
Drawdowns
TSI vs. ESIIX - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than ESIIX's maximum drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for TSI and ESIIX.
Loading graphics...
Drawdown Indicators
| TSI | ESIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -26.87% | -33.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -2.44% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -6.18% | -12.38% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -12.25% | -17.75% |
Current DrawdownCurrent decline from peak | -7.68% | -1.86% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -4.76% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 0.59% | +1.66% |
Volatility
TSI vs. ESIIX - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 4.85% compared to Eaton Vance Strategic Income Fund Class I (ESIIX) at 1.33%. This indicates that TSI's price experiences larger fluctuations and is considered to be riskier than ESIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TSI | ESIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 1.33% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 1.98% | +5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.18% | 3.04% | +6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 3.15% | +7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 3.16% | +10.91% |