TSI vs. JMM
Compare and contrast key facts about TCW Strategic Income Fund Inc. (TSI) and Nuveen Multi-Market Income Fund (JMM).
TSI is managed by TCW. JMM is managed by Nuveen. It was launched on Dec 30, 1988.
Performance
TSI vs. JMM - Performance Comparison
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TSI vs. JMM - 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% |
JMM Nuveen Multi-Market Income Fund | -1.07% | 5.61% | 8.15% | 6.57% | -17.95% | 10.53% | 1.77% | 13.56% | -5.37% | 10.58% |
Returns By Period
In the year-to-date period, TSI achieves a -7.86% return, which is significantly lower than JMM's -1.07% return. Over the past 10 years, TSI has outperformed JMM with an annualized return of 5.28%, while JMM has yielded a comparatively lower 3.37% 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%
JMM
- 1D
- 2.43%
- 1M
- -6.05%
- YTD
- -1.07%
- 6M
- -3.66%
- 1Y
- 0.20%
- 3Y*
- 6.30%
- 5Y*
- 1.27%
- 10Y*
- 3.37%
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TSI vs. JMM - Expense Ratio Comparison
Return for Risk
TSI vs. JMM — Risk / Return Rank
TSI
JMM
TSI vs. JMM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Nuveen Multi-Market Income Fund (JMM). 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 | JMM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 0.01 | -0.15 |
Sortino ratioReturn per unit of downside risk | -0.12 | 0.12 | -0.24 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.01 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 0.06 | -0.13 |
Martin ratioReturn relative to average drawdown | -0.25 | 0.17 | -0.42 |
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 | JMM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 0.01 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.10 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.24 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.18 | +0.29 |
Correlation
The correlation between TSI and JMM is 0.08, 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. JMM - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.24%, more than JMM's 5.91% 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% |
JMM Nuveen Multi-Market Income Fund | 5.91% | 5.76% | 5.48% | 5.58% | 6.13% | 4.60% | 4.49% | 4.86% | 5.34% | 5.63% | 6.19% | 6.76% |
Drawdowns
TSI vs. JMM - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than JMM's maximum drawdown of -48.15%. Use the drawdown chart below to compare losses from any high point for TSI and JMM.
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Drawdown Indicators
| TSI | JMM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -48.15% | -12.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -8.28% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -24.19% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -26.48% | -3.52% |
Current DrawdownCurrent decline from peak | -7.89% | -6.05% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -14.14% | +6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 3.12% | -0.92% |
Volatility
TSI vs. JMM - Volatility Comparison
The current volatility for TCW Strategic Income Fund Inc. (TSI) is 4.87%, while Nuveen Multi-Market Income Fund (JMM) has a volatility of 5.39%. This indicates that TSI experiences smaller price fluctuations and is considered to be less risky than JMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | JMM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 5.39% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 8.11% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 13.93% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 13.30% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 13.90% | +0.17% |