TSI vs. VZ
TSI (TCW Strategic Income Fund Inc.) is Multisector Bonds fund managed by TCW, while VZ (Verizon Communications Inc.) is a stock. Over the past 10 years, TSI returned 5.05%/yr vs 3.55%/yr for VZ. At a 0.12 correlation, their price movements are largely independent.
Performance
TSI vs. VZ - Performance Comparison
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Returns By Period
In the year-to-date period, TSI achieves a -6.53% return, which is significantly lower than VZ's 15.00% return. Over the past 10 years, TSI has outperformed VZ with an annualized return of 5.05%, while VZ has yielded a comparatively lower 3.55% annualized return.
TSI
- 1D
- 0.22%
- 1M
- -0.26%
- YTD
- -6.53%
- 6M
- -4.22%
- 1Y
- -0.26%
- 3Y*
- 6.94%
- 5Y*
- 2.14%
- 10Y*
- 5.05%
VZ
- 1D
- -0.02%
- 1M
- -6.18%
- YTD
- 15.00%
- 6M
- 17.16%
- 1Y
- 16.10%
- 3Y*
- 16.06%
- 5Y*
- 1.99%
- 10Y*
- 3.55%
TSI vs. VZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -6.53% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 17.97% | -3.83% | 16.42% |
VZ Verizon Communications Inc. | 15.00% | 8.86% | 13.14% | 2.71% | -20.02% | -7.55% | -0.13% | 13.83% | 11.26% | 3.97% |
Correlation
The correlation between TSI and VZ is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2000 | 0.12 |
The correlation between TSI and VZ shifts across timeframes, from -0.05 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSI vs. VZ — Risk / Return Rank
TSI
VZ
TSI vs. VZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Verizon Communications Inc. (VZ). 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 | VZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.16 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.21 | -1.25 |
| Martin ratioReturn relative to average drawdown | -0.07 | 2.55 | -2.62 |
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Drawdowns
TSI vs. VZ - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than VZ's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for TSI and VZ.
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Drawdown Indicators
| TSI | VZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -50.66% | -9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -13.32% | +5.02% |
Max Drawdown (3Y)Largest decline over 3 years | -8.30% | -14.93% | +6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -38.38% | +19.82% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -41.21% | +11.21% |
Current DrawdownCurrent decline from peak | -6.57% | -10.39% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -14.82% | +7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 6.34% | -2.75% |
Volatility
TSI vs. VZ - Volatility Comparison
The current volatility for TCW Strategic Income Fund Inc. (TSI) is 1.45%, while Verizon Communications Inc. (VZ) has a volatility of 6.99%. This indicates that TSI experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | VZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 6.99% | -5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 18.16% | -10.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.40% | 22.92% | -14.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.89% | 21.71% | -10.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 20.39% | -6.36% |
Dividends
TSI vs. VZ - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 9.17%, more than VZ's 6.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | 9.17% | 6.58% | 8.00% | 7.73% | 7.00% | 6.36% | 4.83% | 7.39% | 7.07% | 5.36% | 5.21% | 4.08% |
VZ Verizon Communications Inc. | 6.10% | 6.68% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% |
Frequently Asked Questions
TSI and VZ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VZ has higher volatility (6.99%) compared to TSI (1.45%). In terms of maximum drawdown, TSI dropped -60.35% vs VZ's -50.66%.
VZ currently has the higher Sharpe Ratio (0.71 vs -0.03), 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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