TSI vs BNOV

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

5-Year PerformanceBNOV has outperformed TSI, delivering a return of +8.4% compared to +2.1%

TSI vs BNOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TSI(ETF)	BNOV(ETF)
Net Assets	$233M	$233M
Expense Ratio	N/A	0.79%
Max Drawdown	80.85%	24.66%
Sharpe Ratio	-0.54	1.56
5Y Beta	0.12	0.62
5Y Dividends CAGR	8.94%	N/A

Net Assets

Winner

TSI

$233M

BNOV

$233M

Expense Ratio

TSI

N/A

BNOV

0.79%

Max Drawdown

TSI

80.85%

Winner

BNOV

24.66%

Sharpe Ratio

TSI

-0.54

Winner

BNOV

1.56

5Y Beta

Winner

TSI

0.12

BNOV

0.62

5Y Dividends CAGR

TSI

8.94%

BNOV

N/A

TSI vs BNOV - Historical Returns

Returns include dividend reinvestment.

Period	TSI	BNOV
1 month	-0.04%	+1.54%
3 months	-1.80%	+6.49%
6 months	-2.64%	+6.49%
1 year	-1.26%	+18.52%
5 years(CAGR)	+2.06%	+8.41%
10 years(CAGR)	+5.18%	N/A
Max(CAGR)	+7.77%	+9.69%

TSI

-0.04%

Winner

BNOV

+1.54%

TSI

-1.80%

Winner

BNOV

+6.49%

TSI

-2.64%

Winner

BNOV

+6.49%

TSI

-1.26%

Winner

BNOV

+18.52%

5Y(CAGR)

TSI

+2.06%

Winner

BNOV

+8.41%

10Y(CAGR)

TSI

+5.18%

BNOV

N/A

Max(CAGR)

TSI

+7.77%

Winner

BNOV

+9.69%

TSI vs BNOV - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TSI	BNOV
2026	-5.72%	+6.37%
2025	+9.44%	+13.39%
2024	+12.15%	+12.80%
2023	+8.07%	+17.54%
2022	-12.95%	-9.92%
2021	+9.57%	+11.59%
2020	+4.12%	+11.32%
2019	+18.83%	+3.70%
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 BNOV Drawdown Comparison

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

The maximum drawdown for BNOV was -24.66%, occurring on Mar 23, 2020. Recovery took 117 trading sessions.

The current TSI drawdown is -6.32%. The current BNOV drawdown is -1.59%.

Rank	TSI	BNOV
#1	-60.18% Sep 29, 2000 - Dec 27, 2004	-24.66% Feb 19, 2020 - Aug 5, 2020
#2	-48.14% Mar 30, 2007 - Sep 15, 2009	-16.27% Jan 4, 2022 - Jun 12, 2023
#3	-30.00% Jan 15, 2020 - Jul 31, 2020	-13.70% Feb 19, 2025 - Jun 24, 2025
#4	-18.54% Dec 31, 2021 - Jul 12, 2024	-10.13% Jul 28, 2023 - Dec 27, 2023
#5	-12.62% May 2, 2013 - Sep 3, 2014	-6.57% Jan 27, 2026 - Apr 14, 2026
#6	-9.90% Jul 17, 2000 - Aug 31, 2000	-4.78% Oct 12, 2020 - Nov 9, 2020
#7	-9.69% Mar 28, 2000 - Jul 13, 2000	-4.14% Sep 2, 2020 - Oct 8, 2020
#8	-9.45% May 31, 2011 - Dec 28, 2011	-3.77% Nov 3, 2025 - Dec 23, 2025
#9	-8.69% Dec 29, 2017 - Feb 28, 2019	-2.88% Nov 5, 2021 - Dec 8, 2021
#10	-8.53% Mar 29, 2006 - Sep 13, 2006	-2.50% Jul 16, 2024 - Aug 14, 2024
#11	-8.36% Mar 14, 2005 - Mar 16, 2006	-2.42% Dec 6, 2024 - Jan 21, 2025
#12	-8.30% Jan 15, 2026 - Mar 30, 2026	-2.12% Jan 20, 2021 - Feb 5, 2021
#13	-8.25% Oct 18, 2012 - Dec 7, 2012	-1.89% Feb 24, 2021 - Mar 9, 2021
#14	-8.21% Sep 26, 2014 - Jun 22, 2016	-1.86% Jun 15, 2023 - Jun 30, 2023
#15	-7.84% Nov 9, 2009 - Feb 18, 2010	-1.81% Dec 10, 2021 - Dec 23, 2021