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TSI vs. TGCEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSI vs. TGCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Strategic Income Fund Inc. (TSI) and TCW Select Equities Fund (TGCEX). The values are adjusted to include any dividend payments, if applicable.

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TSI vs. TGCEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TGCEX
TCW Select Equities Fund
-14.71%10.77%30.65%44.34%-36.51%25.84%39.32%36.03%2.42%32.85%

Returns By Period

In the year-to-date period, TSI achieves a -7.86% return, which is significantly higher than TGCEX's -14.71% return. Over the past 10 years, TSI has underperformed TGCEX with an annualized return of 5.28%, while TGCEX has yielded a comparatively higher 13.75% 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%

TGCEX

1D
-0.23%
1M
-8.35%
YTD
-14.71%
6M
-16.07%
1Y
3.90%
3Y*
16.08%
5Y*
7.26%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSI vs. TGCEX - Expense Ratio Comparison


Return for Risk

TSI vs. TGCEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSI
TSI Risk / Return Rank: 44
Overall Rank
TSI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSI Sortino Ratio Rank: 33
Sortino Ratio Rank
TSI Omega Ratio Rank: 33
Omega Ratio Rank
TSI Calmar Ratio Rank: 55
Calmar Ratio Rank
TSI Martin Ratio Rank: 55
Martin Ratio Rank

TGCEX
TGCEX Risk / Return Rank: 88
Overall Rank
TGCEX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TGCEX Sortino Ratio Rank: 99
Sortino Ratio Rank
TGCEX Omega Ratio Rank: 99
Omega Ratio Rank
TGCEX Calmar Ratio Rank: 77
Calmar Ratio Rank
TGCEX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSI vs. TGCEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and TCW Select Equities Fund (TGCEX). 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.


TSITGCEXDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.17

-0.31

Sortino ratio

Return per unit of downside risk

-0.12

0.42

-0.54

Omega ratio

Gain probability vs. loss probability

0.98

1.06

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.07

0.06

-0.13

Martin ratio

Return relative to average drawdown

-0.25

0.18

-0.43

TSI vs. TGCEX - Sharpe Ratio Comparison

The current TSI Sharpe Ratio is -0.14, which is lower than the TGCEX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of TSI and TGCEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSITGCEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.17

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.32

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.61

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.34

+0.13

Correlation

The correlation between TSI and TGCEX 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. TGCEX - Dividend Comparison

TSI's dividend yield for the trailing twelve months is around 7.24%, less than TGCEX's 14.75% yield.


TTM20252024202320222021202020192018201720162015
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%
TGCEX
TCW Select Equities Fund
14.75%12.58%15.71%12.24%20.14%12.87%7.11%9.06%16.70%26.37%6.68%7.52%

Drawdowns

TSI vs. TGCEX - Drawdown Comparison

The maximum TSI drawdown since its inception was -60.35%, smaller than the maximum TGCEX drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for TSI and TGCEX.


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Drawdown Indicators


TSITGCEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.35%

-63.61%

+3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-20.31%

+12.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.56%

-42.96%

+24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-30.00%

-42.96%

+12.96%

Current Drawdown

Current decline from peak

-7.89%

-20.31%

+12.42%

Average Drawdown

Average peak-to-trough decline

-7.70%

-16.74%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

6.46%

-4.26%

Volatility

TSI vs. TGCEX - Volatility Comparison

The current volatility for TCW Strategic Income Fund Inc. (TSI) is 4.87%, while TCW Select Equities Fund (TGCEX) has a volatility of 5.60%. This indicates that TSI experiences smaller price fluctuations and is considered to be less risky than TGCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSITGCEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

5.60%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

12.54%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

9.21%

22.35%

-13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.03%

23.10%

-12.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.07%

22.48%

-8.41%