TSI vs CGIB

Comparison between TCW Strategic Income Fund Inc (TSI, ETF) and CAPITAL GROUP INTERNATIONAL BOND ETF (USD-HEDGED) SHARE CLASS (CGIB, ETF).

TSI vs CGIB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TSI(ETF)	CGIB(ETF)
Net Assets	$233M	$234M
Expense Ratio	N/A	0.45%
Max Drawdown	80.85%	3.47%
Sharpe Ratio	-0.54	-0.22
5Y Beta	0.12	0.03
5Y Dividends CAGR	8.94%	N/A

Net Assets

TSI

$233M

Winner

CGIB

$234M

Expense Ratio

TSI

N/A

CGIB

0.45%

Max Drawdown

TSI

80.85%

Winner

CGIB

3.47%

Sharpe Ratio

TSI

-0.54

Winner

CGIB

-0.22

5Y Beta

TSI

0.12

Winner

CGIB

0.03

5Y Dividends CAGR

TSI

8.94%

CGIB

N/A

TSI vs CGIB - Historical Returns

Returns include dividend reinvestment.

Period	TSI	CGIB
1 month	-0.04%	+0.48%
3 months	-1.80%	-0.21%
6 months	-2.64%	+0.43%
1 year	-1.26%	+2.82%
5 years(CAGR)	+2.06%	N/A
10 years(CAGR)	+5.18%	N/A
Max(CAGR)	+7.77%	+3.98%

TSI

-0.04%

Winner

CGIB

+0.48%

TSI

-1.80%

Winner

CGIB

-0.21%

TSI

-2.64%

Winner

CGIB

+0.43%

TSI

-1.26%

Winner

CGIB

+2.82%

5Y(CAGR)

TSI

+2.06%

CGIB

N/A

10Y(CAGR)

TSI

+5.18%

CGIB

N/A

Max(CAGR)

Winner

TSI

+7.77%

CGIB

+3.98%

TSI vs CGIB - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TSI	CGIB
2026	-5.72%	+0.55%
2025	+9.44%	+4.59%
2024	+12.15%	+2.62%
2023	+8.07%	N/A
2022	-12.95%	N/A
2021	+9.57%	N/A
2020	+4.12%	N/A
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 CGIB Drawdown Comparison

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

The maximum drawdown for CGIB was -2.68%, occurring on Mar 27, 2026. This drawdown has not yet recovered.

The current TSI drawdown is -6.32%. The current CGIB drawdown is -1.22%.

Rank	TSI	CGIB
#1	-60.18% Sep 29, 2000 - Dec 27, 2004	-2.68% Feb 27, 2026 - Mar 27, 2026
#2	-48.14% Mar 30, 2007 - Sep 15, 2009	-2.48% Dec 6, 2024 - Feb 6, 2025
#3	-30.00% Jan 15, 2020 - Jul 31, 2020	-1.48% Oct 27, 2025 - Feb 19, 2026
#4	-18.54% Dec 31, 2021 - Jul 12, 2024	-1.41% Sep 17, 2024 - Dec 2, 2024
#5	-12.62% May 2, 2013 - Sep 3, 2014	-1.31% Feb 28, 2025 - Apr 3, 2025
#6	-9.90% Jul 17, 2000 - Aug 31, 2000	-1.24% Apr 3, 2025 - Apr 25, 2025
#7	-9.69% Mar 28, 2000 - Jul 13, 2000	-1.20% May 1, 2025 - Jun 11, 2025
#8	-9.45% May 31, 2011 - Dec 28, 2011	-0.95% Jul 28, 2025 - Sep 10, 2025
#9	-8.69% Dec 29, 2017 - Feb 28, 2019	-0.87% Feb 6, 2025 - Feb 25, 2025
#10	-8.53% Mar 29, 2006 - Sep 13, 2006	-0.82% Jul 1, 2025 - Jul 28, 2025
#11	-8.36% Mar 14, 2005 - Mar 16, 2006	-0.78% Sep 15, 2025 - Oct 16, 2025
#12	-8.30% Jan 15, 2026 - Mar 30, 2026	-0.70% Jun 27, 2024 - Jul 5, 2024
#13	-8.25% Oct 18, 2012 - Dec 7, 2012	-0.47% Aug 2, 2024 - Aug 13, 2024
#14	-8.21% Sep 26, 2014 - Jun 22, 2016	-0.34% Jul 16, 2024 - Jul 29, 2024
#15	-7.84% Nov 9, 2009 - Feb 18, 2010	-0.33% Aug 14, 2024 - Sep 5, 2024

Correlation

Correlation between TSI and CGIB is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (1999 - 2026)

TSI vs CGIB dividend yield comparison.

Year	TSI	CGIB
2026	2.70%	0.49%
2025	6.58%	4.26%
2024	8.00%	1.65%
2023	7.73%	0.00%
2022	7.00%	0.00%
2021	6.36%	0.00%
2020	4.83%	0.00%
2019	7.39%	0.00%
2018	7.07%	0.00%
2017	5.36%	0.00%
2016	5.21%	0.00%
2015	4.08%	0.00%
2014	4.69%	0.00%
2013	7.34%	0.00%
2012	10.19%	0.00%
2011	18.40%	0.00%
2010	11.82%	0.00%
2009	11.76%	0.00%
2008	14.98%	0.00%
2007	11.80%	0.00%
2006	9.12%	0.00%
2005	8.59%	0.00%
2004	47.05%	0.00%
2003	5.62%	0.00%
2002	21.15%	0.00%
2001	11.58%	0.00%
2000	8.09%	0.00%
1999	9.62%	0.00%