TSI vs. JSVIX
TSI (TCW Strategic Income Fund Inc.) and JSVIX (Easterly Income Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, TSI returned 1.66%/yr vs 3.18%/yr for JSVIX. At a 0.17 correlation, their price movements are largely independent.
Performance
TSI vs. JSVIX - Performance Comparison
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Returns By Period
In the year-to-date period, TSI achieves a -7.37% return, which is significantly lower than JSVIX's 0.31% return.
TSI
- 1D
- -0.45%
- 1M
- -1.59%
- 6M
- -6.81%
- YTD
- -7.37%
- 1Y
- -2.65%
- 3Y*
- 6.01%
- 5Y*
- 1.66%
- 10Y*
- 4.83%
JSVIX
- 1D
- -0.10%
- 1M
- -0.27%
- 6M
- 0.11%
- YTD
- 0.31%
- 1Y
- 4.32%
- 3Y*
- 6.32%
- 5Y*
- 3.18%
- 10Y*
- —
TSI vs. JSVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -7.37% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 17.97% | -2.18% |
JSVIX Easterly Income Opportunities Fund | 0.31% | 7.88% | 8.22% | 5.92% | -6.27% | 4.79% | 14.05% | 7.32% | 1.26% |
Correlation
The correlation between TSI and JSVIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.17 |
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Return for Risk
TSI vs. JSVIX — Risk / Return Rank
TSI
JSVIX
TSI vs. JSVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Easterly Income Opportunities Fund (JSVIX). 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 | JSVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -4.43 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.60 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.91 | -3.23 |
| Martin ratioReturn relative to average drawdown | -0.68 | 6.59 | -7.27 |
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Drawdowns
TSI vs. JSVIX - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than JSVIX's maximum drawdown of -8.75%. Use the drawdown chart below to compare losses from any high point for TSI and JSVIX.
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Drawdown Indicators
| TSI | JSVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -8.75% | -51.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -1.49% | -6.81% |
Max Drawdown (3Y)Largest decline over 3 years | -8.30% | -1.49% | -6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -8.75% | -9.81% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | — | — |
Current DrawdownCurrent decline from peak | -7.40% | -1.23% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -1.70% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 0.66% | +3.26% |
Volatility
TSI vs. JSVIX - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 2.22% compared to Easterly Income Opportunities Fund (JSVIX) at 0.46%. This indicates that TSI's price experiences larger fluctuations and is considered to be riskier than JSVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | JSVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 0.46% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 1.22% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.35% | 1.72% | +6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 2.49% | +8.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 2.55% | +11.48% |
Dividends
TSI vs. JSVIX - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.79%, more than JSVIX's 5.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSVIX Easterly Income Opportunities Fund | 5.00% | 4.83% | 5.88% | 5.33% | 5.57% | 5.34% | 6.69% | 6.29% | 0.96% | 0.00% | 0.00% | 0.00% |
TSI TCW Strategic Income Fund Inc. | 7.79% | 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 JSVIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSI has higher volatility (2.22%) compared to JSVIX (0.46%). In terms of maximum drawdown, TSI dropped -60.35% vs JSVIX's -8.75%.
JSVIX currently has the higher Sharpe Ratio (2.52 vs -0.32), 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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