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 4.84%/yr vs 4.03%/yr for VZ. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
TSI vs. VZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSI achieves a -6.99% return, which is significantly lower than VZ's 20.70% return. Over the past 10 years, TSI has outperformed VZ with an annualized return of 4.84%, while VZ has yielded a comparatively lower 4.03% annualized return.
TSI
- 1D
- 0.68%
- 1M
- -0.93%
- 6M
- -5.87%
- YTD
- -6.99%
- 1Y
- -2.84%
- 3Y*
- 6.15%
- 5Y*
- 1.78%
- 10Y*
- 4.84%
- ALL TIME*
- 9.37%
VZ
- 1D
- 1.52%
- 1M
- 11.86%
- 6M
- 8.54%
- YTD
- 20.70%
- 1Y
- 16.62%
- 3Y*
- 19.63%
- 5Y*
- 2.85%
- 10Y*
- 4.03%
- ALL TIME*
- 5.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $578.11K | $579.83K | $538.15K | |
| $1.31B | $1.33B | $1.24B |
TSI vs. VZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -6.99% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 17.97% | -3.83% | 16.42% |
VZ Verizon Communications Inc. | 20.70% | 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 -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
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 -0.03 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.15 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.00 | -1.34 |
| Martin ratioReturn relative to average drawdown | -0.67 | 2.26 | -2.93 |
Loading charts...
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.
Loading charts...
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% | -17.05% | +8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -8.30% | -17.05% | +8.75% |
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 | -7.02% | -5.95% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -14.81% | +7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 7.52% | -3.27% |
Volatility
TSI vs. VZ - Volatility Comparison
The current volatility for TCW Strategic Income Fund Inc. (TSI) is 2.22%, while Verizon Communications Inc. (VZ) has a volatility of 8.14%. 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.
Loading charts...
Volatility by Period
| TSI | VZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 8.14% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 20.99% | -13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.40% | 24.84% | -16.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.83% | 22.28% | -11.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 20.65% | -6.62% |
Dividends
TSI vs. VZ - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 8.45%, more than VZ's 5.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | 8.45% | 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. | 5.97% | 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 -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VZ has higher volatility (8.14%) compared to TSI (2.22%). In terms of maximum drawdown, TSI dropped -60.35% vs VZ's -50.66%.
VZ currently has the higher Sharpe Ratio (0.69 vs -0.34), 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.
Find the right allocation for TSI and VZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer