TSI vs. TGEIX
Compare and contrast key facts about TCW Strategic Income Fund Inc. (TSI) and TCW Emerging Markets Income Fund (TGEIX).
TSI is managed by TCW. TGEIX is managed by TCW. It was launched on May 28, 1998.
Performance
TSI vs. TGEIX - Performance Comparison
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TSI vs. TGEIX - 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% |
TGEIX TCW Emerging Markets Income Fund | -1.32% | 14.59% | 7.33% | 12.10% | -17.54% | -5.07% | 5.13% | 15.86% | -6.16% | 11.40% |
Returns By Period
In the year-to-date period, TSI achieves a -7.86% return, which is significantly lower than TGEIX's -1.32% return. Over the past 10 years, TSI has outperformed TGEIX with an annualized return of 5.28%, while TGEIX has yielded a comparatively lower 3.99% 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%
TGEIX
- 1D
- -0.44%
- 1M
- -4.10%
- YTD
- -1.32%
- 6M
- 1.49%
- 1Y
- 10.54%
- 3Y*
- 10.06%
- 5Y*
- 2.30%
- 10Y*
- 3.99%
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TSI vs. TGEIX - Expense Ratio Comparison
Return for Risk
TSI vs. TGEIX — Risk / Return Rank
TSI
TGEIX
TSI vs. TGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and TCW Emerging Markets Income Fund (TGEIX). 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 | TGEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 2.11 | -2.25 |
Sortino ratioReturn per unit of downside risk | -0.12 | 3.01 | -3.13 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.46 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.29 | -2.35 |
Martin ratioReturn relative to average drawdown | -0.25 | 9.70 | -9.95 |
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 | TGEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 2.11 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.35 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.52 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.51 | -0.05 |
Correlation
The correlation between TSI and TGEIX is 0.14, 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. TGEIX - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.24%, more than TGEIX's 5.84% 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% |
TGEIX TCW Emerging Markets Income Fund | 5.84% | 6.12% | 6.67% | 5.23% | 5.07% | 4.88% | 4.00% | 4.92% | 4.59% | 5.47% | 5.16% | 5.33% |
Drawdowns
TSI vs. TGEIX - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than TGEIX's maximum drawdown of -46.33%. Use the drawdown chart below to compare losses from any high point for TSI and TGEIX.
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Drawdown Indicators
| TSI | TGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -46.33% | -14.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -4.56% | -3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -29.53% | +10.97% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -29.74% | -0.26% |
Current DrawdownCurrent decline from peak | -7.89% | -4.56% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -7.28% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.07% | +1.13% |
Volatility
TSI vs. TGEIX - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 4.87% compared to TCW Emerging Markets Income Fund (TGEIX) at 1.88%. This indicates that TSI's price experiences larger fluctuations and is considered to be riskier than TGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | TGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 1.88% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 3.11% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 4.97% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 6.58% | +4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 7.70% | +6.37% |