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 1.66%/yr vs 4.15%/yr for RFXIX. At a 0.12 correlation, their price movements are largely independent.
Performance
TSI vs. RFXIX - 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 RFXIX's 1.97% 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%
RFXIX
- 1D
- -0.06%
- 1M
- 0.13%
- 6M
- 1.69%
- YTD
- 1.97%
- 1Y
- 4.80%
- 3Y*
- 5.64%
- 5Y*
- 4.15%
- 10Y*
- —
TSI vs. RFXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -7.37% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 7.32% |
RFXIX Rational Special Situations Income Fund | 1.97% | 4.73% | 8.95% | 4.08% | -0.85% | 5.30% | 2.84% | 1.91% |
Correlation
The correlation between TSI and RFXIX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.12 |
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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 | -3.77 | ||
| Sortino ratioReturn per unit of downside risk | -5.51 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 2.01 | -1.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 6.68 | -7.00 |
| Martin ratioReturn relative to average drawdown | -0.68 | 27.30 | -27.98 |
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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 | -7.40% | -0.22% | -7.18% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -0.86% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 0.18% | +3.74% |
Volatility
TSI vs. RFXIX - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 2.22% compared to Rational Special Situations Income Fund (RFXIX) at 0.30%. 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 | 2.22% | 0.30% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 0.76% | +6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.35% | 1.40% | +6.95% |
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 | 14.03% | 2.93% | +11.10% |
Dividends
TSI vs. RFXIX - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.79%, more than RFXIX's 5.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFXIX Rational Special Situations Income Fund | 5.34% | 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. | 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 RFXIX have a correlation of 0.10, 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 RFXIX (0.30%). In terms of maximum drawdown, TSI dropped -60.35% vs RFXIX's -12.91%.
RFXIX currently has the higher Sharpe Ratio (3.45 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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