TSI vs. RFXIX
TSI (TCW Strategic Income Fund Inc.) and RFXIX (Rational Special Situations Income Fund) are both Multisector Bonds funds. Over the past 5 years, TSI returned 1.75%/yr vs 4.10%/yr for RFXIX. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
TSI vs. RFXIX - 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 RFXIX's 2.23% 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%
RFXIX
- 1D
- -0.11%
- 1M
- 0.08%
- 6M
- 1.69%
- YTD
- 2.23%
- 1Y
- 4.75%
- 3Y*
- 5.69%
- 5Y*
- 4.10%
- 10Y*
- —
- ALL TIME*
- 4.12%
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. RFXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -7.62% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 7.32% |
RFXIX Rational Special Situations Income Fund | 2.23% | 4.73% | 8.95% | 4.08% | -0.85% | 5.30% | 2.84% | 1.91% |
Correlation
The correlation between TSI and RFXIX is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.11 |
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Return for Risk
TSI vs. RFXIX — Risk / Return Rank
TSI
RFXIX
TSI vs. RFXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Rational Special Situations Income Fund (RFXIX). 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 | RFXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.03 | ||
| Sortino ratioReturn per unit of downside risk | -5.94 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 2.05 | -1.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 6.94 | -7.36 |
| Martin ratioReturn relative to average drawdown | -0.82 | 28.72 | -29.53 |
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Drawdowns
TSI vs. RFXIX - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than RFXIX's maximum drawdown of -12.91%. Use the drawdown chart below to compare losses from any high point for TSI and RFXIX.
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Drawdown Indicators
| TSI | RFXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -12.91% | -47.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -0.72% | -7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -8.30% | -1.05% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -4.93% | -13.63% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | — | — |
Current DrawdownCurrent decline from peak | -7.65% | -0.11% | -7.54% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -0.85% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 0.17% | +4.11% |
Volatility
TSI vs. RFXIX - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 2.30% compared to Rational Special Situations Income Fund (RFXIX) at 0.32%. This indicates that TSI's price experiences larger fluctuations and is considered to be riskier than RFXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | RFXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 0.32% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 0.79% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.44% | 1.39% | +7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 1.96% | +8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.04% | 2.92% | +11.12% |
Dividends
TSI vs. RFXIX - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 8.50%, more than RFXIX's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFXIX Rational Special Situations Income Fund | 5.24% | 5.02% | 6.69% | 7.85% | 6.08% | 5.04% | 4.99% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% |
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 RFXIX have a correlation of 0.07, 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 RFXIX (0.32%). In terms of maximum drawdown, TSI dropped -60.35% vs RFXIX's -12.91%.
RFXIX currently has the higher Sharpe Ratio (3.61 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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