TSI vs BMAY

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

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

TSI vs BMAY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

TSI

$231M

Winner

BMAY

$232M

Expense Ratio

TSI

N/A

BMAY

0.79%

Max Drawdown

TSI

80.85%

Winner

BMAY

17.66%

Sharpe Ratio

TSI

-0.74

Winner

BMAY

1.22

5Y Beta

Winner

TSI

0.12

BMAY

0.59

5Y Dividends CAGR

TSI

13.50%

BMAY

N/A

TSI vs BMAY - Historical Returns

Returns include dividend reinvestment.

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

TSI

+0.87%

Winner

BMAY

+2.55%

TSI

-0.34%

Winner

BMAY

+2.28%

TSI

-1.47%

Winner

BMAY

+6.68%

TSI

-2.90%

Winner

BMAY

+11.99%

5Y(CAGR)

TSI

+1.79%

Winner

BMAY

+8.60%

10Y(CAGR)

TSI

+4.86%

BMAY

N/A

Max(CAGR)

TSI

+7.68%

Winner

BMAY

+10.89%

TSI vs BMAY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

TSI vs BMAY Drawdown Comparison

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

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

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

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