TSI vs. SDIV
Compare and contrast key facts about TCW Strategic Income Fund Inc. (TSI) and Global X SuperDividend ETF (SDIV).
TSI is managed by TCW. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011.
Performance
TSI vs. SDIV - Performance Comparison
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TSI vs. SDIV - 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% |
SDIV Global X SuperDividend ETF | 6.70% | 29.12% | 1.77% | 5.46% | -26.43% | 3.76% | -20.89% | 13.04% | -15.07% | 11.95% |
Returns By Period
In the year-to-date period, TSI achieves a -7.86% return, which is significantly lower than SDIV's 6.70% return. Over the past 10 years, TSI has outperformed SDIV with an annualized return of 5.28%, while SDIV has yielded a comparatively lower 0.55% 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%
SDIV
- 1D
- 2.27%
- 1M
- -2.96%
- YTD
- 6.70%
- 6M
- 10.37%
- 1Y
- 32.97%
- 3Y*
- 14.76%
- 5Y*
- 0.59%
- 10Y*
- 0.55%
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TSI vs. SDIV - Expense Ratio Comparison
Return for Risk
TSI vs. SDIV — Risk / Return Rank
TSI
SDIV
TSI vs. SDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Global X SuperDividend ETF (SDIV). 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 | SDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 2.07 | -2.21 |
Sortino ratioReturn per unit of downside risk | -0.12 | 2.66 | -2.79 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.41 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.43 | -2.49 |
Martin ratioReturn relative to average drawdown | -0.25 | 12.21 | -12.46 |
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 | SDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 2.07 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.04 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.03 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.06 | +0.41 |
Correlation
The correlation between TSI and SDIV is 0.17, 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. SDIV - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.24%, less than SDIV's 9.10% 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% |
SDIV Global X SuperDividend ETF | 9.10% | 9.59% | 11.33% | 11.73% | 14.17% | 8.95% | 7.96% | 8.73% | 9.22% | 6.66% | 6.95% | 7.33% |
Drawdowns
TSI vs. SDIV - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than SDIV's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for TSI and SDIV.
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Drawdown Indicators
| TSI | SDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -56.90% | -3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -13.37% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -41.94% | +23.38% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -56.90% | +26.90% |
Current DrawdownCurrent decline from peak | -7.89% | -17.21% | +9.32% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -18.63% | +10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.66% | -0.46% |
Volatility
TSI vs. SDIV - Volatility Comparison
The current volatility for TCW Strategic Income Fund Inc. (TSI) is 4.87%, while Global X SuperDividend ETF (SDIV) has a volatility of 6.25%. This indicates that TSI experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | SDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 6.25% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 9.21% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 16.03% | -6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 16.79% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 18.96% | -4.89% |