BMAY vs TSI

Comparison between Innovator U.S. Equity Buffer ETF - May (BMAY, ETF) and TCW Strategic Income Fund Inc (TSI, ETF).

5-Year PerformanceBMAY has outperformed TSI, delivering a return of +8.6% compared to +1.8%

BMAY vs TSI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BMAY(ETF)	TSI(ETF)
Net Assets	$232M	$231M
Expense Ratio	0.79%	N/A
Max Drawdown	17.66%	80.85%
Sharpe Ratio	1.22	-0.74
5Y Beta	0.59	0.12
5Y Dividends CAGR	N/A	13.50%

Net Assets

Winner

BMAY

$232M

TSI

$231M

Expense Ratio

BMAY

0.79%

TSI

N/A

Max Drawdown

Winner

BMAY

17.66%

TSI

80.85%

Sharpe Ratio

Winner

BMAY

1.22

TSI

-0.74

5Y Beta

BMAY

0.59

Winner

TSI

0.12

5Y Dividends CAGR

BMAY

N/A

TSI

13.50%

BMAY vs TSI - Historical Returns

Returns include dividend reinvestment.

Period	BMAY	TSI
1 month	+2.55%	+0.87%
3 months	+2.28%	-0.34%
6 months	+6.68%	-1.47%
1 year	+11.99%	-2.90%
5 years(CAGR)	+8.60%	+1.79%
10 years(CAGR)	N/A	+4.86%
Max(CAGR)	+10.89%	+7.68%

Winner

BMAY

+2.55%

TSI

+0.87%

Winner

BMAY

+2.28%

TSI

-0.34%

Winner

BMAY

+6.68%

TSI

-1.47%

Winner

BMAY

+11.99%

TSI

-2.90%

5Y(CAGR)

Winner

BMAY

+8.60%

TSI

+1.79%

10Y(CAGR)

BMAY

N/A

TSI

+4.86%

Max(CAGR)

Winner

BMAY

+10.89%

TSI

+7.68%

BMAY vs TSI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	BMAY	TSI
2026	+7.88%	-6.25%
2025	+11.18%	+9.44%
2024	+19.63%	+12.15%
2023	+17.04%	+8.07%
2022	-12.80%	-12.95%
2021	+12.40%	+9.57%
2020	+17.82%	+4.12%
2019	N/A	+18.83%
2018	N/A	-0.31%
2017	N/A	+16.58%
2016	N/A	+6.35%
2015	N/A	+2.01%
2014	N/A	+6.06%
2013	N/A	+4.20%
2012	N/A	+24.50%
2011	N/A	+11.60%
2010	N/A	+36.73%
2009	N/A	+54.43%
2008	N/A	-4.53%
2007	N/A	-20.85%
2006	N/A	+19.35%
2005	N/A	-2.84%
2004	N/A	+76.19%
2003	N/A	+21.73%
2002	N/A	-43.07%
2001	N/A	-3.28%
2000	N/A	+17.97%
1999	N/A	+10.26%

BMAY vs TSI Drawdown Comparison

The maximum drawdown for BMAY was -17.66%, occurring on Oct 14, 2022. Recovery took 488 trading sessions.

The maximum drawdown for TSI was -60.18%, occurring on Oct 9, 2002. Recovery took 1063 trading sessions.

The current BMAY drawdown is -0.60%. The current TSI drawdown is -6.85%.

Rank	BMAY	TSI
#1	-17.66% Jan 4, 2022 - Dec 13, 2023	-60.18% Sep 29, 2000 - Dec 27, 2004
#2	-12.75% Feb 19, 2025 - Jun 6, 2025	-48.14% Mar 30, 2007 - Sep 15, 2009
#3	-5.16% Jul 16, 2024 - Aug 19, 2024	-30.00% Jan 15, 2020 - Jul 31, 2020
#4	-4.87% Jun 8, 2020 - Jul 17, 2020	-18.54% Dec 31, 2021 - Jul 12, 2024
#5	-3.70% Oct 12, 2020 - Nov 5, 2020	-12.62% May 2, 2013 - Sep 3, 2014
#6	-3.51% Aug 28, 2020 - Oct 9, 2020	-9.90% Jul 17, 2000 - Aug 31, 2000
#7	-3.01% Sep 3, 2021 - Oct 19, 2021	-9.69% Mar 28, 2000 - Jul 13, 2000
#8	-2.95% Feb 26, 2026 - Apr 8, 2026	-9.45% May 31, 2011 - Dec 28, 2011
#9	-2.78% May 11, 2020 - May 18, 2020	-8.69% Dec 29, 2017 - Feb 28, 2019
#10	-2.77% May 7, 2021 - May 28, 2021	-8.53% Mar 29, 2006 - Sep 13, 2006
#11	-2.71% Jun 4, 2026 - Jul 10, 2026	-8.36% Mar 14, 2005 - Mar 16, 2006
#12	-2.55% Aug 30, 2024 - Sep 19, 2024	-8.30% Jan 15, 2026 - Mar 30, 2026
#13	-2.38% Jul 12, 2021 - Jul 26, 2021	-8.25% Oct 18, 2012 - Dec 7, 2012
#14	-2.30% Nov 16, 2021 - Dec 10, 2021	-8.21% Sep 26, 2014 - Jun 22, 2016
#15	-1.87% Jul 10, 2026 - Aug 3, 2026	-7.84% Nov 9, 2009 - Feb 18, 2010