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TSIIX vs. TSLW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSIIX vs. TSLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Strategic Income Fund (TSIIX) and Roundhill TSLA WeeklyPay™ ETF (TSLW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSIIX achieves a 0.81% return, which is significantly higher than TSLW's -14.13% return.


TSIIX

1D
0.09%
1M
0.78%
YTD
0.81%
6M
1.23%
1Y
5.16%
3Y*
5.90%
5Y*
3.00%
10Y*
4.28%

TSLW

1D
1.45%
1M
-6.19%
YTD
-14.13%
6M
-22.33%
1Y
23.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSIIX vs. TSLW - Yearly Performance Comparison


2026 (YTD)2025
TSIIX
Thornburg Strategic Income Fund
0.81%4.50%
TSLW
Roundhill TSLA WeeklyPay™ ETF
-14.13%35.28%

Correlation

The correlation between TSIIX and TSLW is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2025

0.12

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Return for Risk

TSIIX vs. TSLW — Risk / Return Rank

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

TSIIX
TSIIX Risk / Return Rank: 5050
Overall Rank
TSIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TSIIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TSIIX Omega Ratio Rank: 5151
Omega Ratio Rank
TSIIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TSIIX Martin Ratio Rank: 4242
Martin Ratio Rank

TSLW
TSLW Risk / Return Rank: 1616
Overall Rank
TSLW Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TSLW Sortino Ratio Rank: 1818
Sortino Ratio Rank
TSLW Omega Ratio Rank: 1717
Omega Ratio Rank
TSLW Calmar Ratio Rank: 1717
Calmar Ratio Rank
TSLW Martin Ratio Rank: 1515
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.

TSIIX vs. TSLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Income Fund (TSIIX) and Roundhill TSLA WeeklyPay™ ETF (TSLW). 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.


TSIIXTSLWDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.36

1.11

+0.25

Calmar ratioReturn relative to maximum drawdown

2.46

0.67

+1.79

Martin ratioReturn relative to average drawdown

8.46

1.46

+7.00

TSIIX vs. TSLW - Sharpe Ratio Comparison

The current TSIIX Sharpe Ratio is 1.89, which is higher than the TSLW Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of TSIIX and TSLW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSIIX vs. TSLW - Drawdown Comparison

The maximum TSIIX drawdown since its inception was -21.98%, smaller than the maximum TSLW drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for TSIIX and TSLW.


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Drawdown Indicators


TSIIXTSLWDifference

Max Drawdown

Largest peak-to-trough decline

-21.98%

-35.80%

+13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-35.80%

+33.66%

Max Drawdown (3Y)

Largest decline over 3 years

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-9.58%

Current Drawdown

Current decline from peak

-0.54%

-22.62%

+22.08%

Average Drawdown

Average peak-to-trough decline

-1.64%

-13.30%

+11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

16.42%

-15.80%

Volatility

TSIIX vs. TSLW - Volatility Comparison

The current volatility for Thornburg Strategic Income Fund (TSIIX) is 0.84%, while Roundhill TSLA WeeklyPay™ ETF (TSLW) has a volatility of 15.64%. This indicates that TSIIX experiences smaller price fluctuations and is considered to be less risky than TSLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSIIXTSLWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

15.64%

-14.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

33.62%

-31.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

53.11%

-50.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

55.70%

-52.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

55.70%

-52.74%

TSIIX vs. TSLW - Expense Ratio Comparison

TSIIX has a 0.60% expense ratio, which is lower than TSLW's 0.99% expense ratio.


Dividends

TSIIX vs. TSLW - Dividend Comparison

TSIIX's dividend yield for the trailing twelve months is around 4.88%, less than TSLW's 91.65% yield.


PositionTTM20252024202320222021202020192018201720162015
TSIIX
Thornburg Strategic Income Fund
4.88%4.99%5.10%4.50%3.49%4.17%3.70%3.82%3.40%3.59%3.43%4.51%
TSLW
Roundhill TSLA WeeklyPay™ ETF
91.65%49.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSIIX and TSLW have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLW has higher volatility (15.64%) compared to TSIIX (0.84%). In terms of maximum drawdown, TSIIX dropped -21.98% vs TSLW's -35.80%.

TSIIX currently has the higher Sharpe Ratio (1.89 vs 0.45), 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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