TSI vs LOUP

Comparison between TCW Strategic Income Fund Inc (TSI, ETF) and Innovator Deepwater Frontier Tech ETF (LOUP, ETF).

5-Year PerformanceLOUP has outperformed TSI, delivering a return of +11.3% compared to +1.8%

TSI vs LOUP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TSI(ETF)	LOUP(ETF)
Net Assets	$233M	$232M
Expense Ratio	N/A	0.70%
Max Drawdown	80.85%	58.68%
Sharpe Ratio	-0.80	1.12
5Y Beta	0.12	1.73
P/E Ratio	N/A	160.82
Forward P/E	N/A	39.45
PEG Ratio	N/A	0.71
5Y Dividends CAGR	11.85%	N/A
Debt to Equity	N/A	59.16%
P/S Ratio	N/A	7.83
P/B Ratio	N/A	9.81

Net Assets

Winner

TSI

$233M

LOUP

$232M

Expense Ratio

TSI

N/A

LOUP

0.70%

Max Drawdown

TSI

80.85%

Winner

LOUP

58.68%

Sharpe Ratio

TSI

-0.80

Winner

LOUP

1.12

5Y Beta

Winner

TSI

0.12

LOUP

1.73

P/E Ratio

TSI

N/A

LOUP

160.82

Forward P/E

TSI

N/A

LOUP

39.45

PEG Ratio

TSI

N/A

LOUP

0.71

5Y Dividends CAGR

TSI

11.85%

LOUP

N/A

Debt to Equity

TSI

N/A

LOUP

59.16%

P/S Ratio

TSI

N/A

LOUP

7.83

P/B Ratio

TSI

N/A

LOUP

9.81

TSI vs LOUP - Historical Returns

Returns include dividend reinvestment.

Period	TSI	LOUP
1 month	-1.38%	-5.94%
3 months	-1.74%	+7.95%
6 months	-6.51%	+8.07%
1 year	-3.15%	+38.38%
5 years(CAGR)	+1.79%	+11.33%
10 years(CAGR)	+4.73%	N/A
Max(CAGR)	+7.67%	+16.82%

Winner

TSI

-1.38%

LOUP

-5.94%

TSI

-1.74%

Winner

LOUP

+7.95%

TSI

-6.51%

Winner

LOUP

+8.07%

TSI

-3.15%

Winner

LOUP

+38.38%

5Y(CAGR)

TSI

+1.79%

Winner

LOUP

+11.33%

10Y(CAGR)

TSI

+4.73%

LOUP

N/A

Max(CAGR)

TSI

+7.67%

Winner

LOUP

+16.82%

TSI vs LOUP - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TSI	LOUP
2026	-7.06%	+12.38%
2025	+9.44%	+41.17%
2024	+12.15%	+25.89%
2023	+8.07%	+51.97%
2022	-12.95%	-46.28%
2021	+9.57%	+7.63%
2020	+4.12%	+81.62%
2019	+18.83%	+32.18%
2018	-0.31%	-19.72%
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 LOUP Drawdown Comparison

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

The maximum drawdown for LOUP was -58.68%, occurring on Oct 14, 2022. Recovery took 1112 trading sessions.

The current TSI drawdown is -7.65%. The current LOUP drawdown is -12.18%.

Rank	TSI	LOUP
#1	-60.18% Sep 29, 2000 - Dec 27, 2004	-58.68% Feb 12, 2021 - Jul 21, 2025
#2	-48.14% Mar 30, 2007 - Sep 15, 2009	-41.54% Feb 19, 2020 - Jun 5, 2020
#3	-30.00% Jan 15, 2020 - Jul 31, 2020	-28.70% Aug 31, 2018 - Dec 23, 2019
#4	-18.54% Dec 31, 2021 - Jul 12, 2024	-21.00% Nov 3, 2025 - Apr 22, 2026
#5	-12.62% May 2, 2013 - Sep 3, 2014	-12.90% Jun 2, 2026 - Jul 17, 2026
#6	-9.90% Jul 17, 2000 - Aug 31, 2000	-10.15% Sep 2, 2020 - Oct 5, 2020
#7	-9.69% Mar 28, 2000 - Jul 13, 2000	-6.84% Jun 10, 2020 - Jul 6, 2020
#8	-9.45% May 31, 2011 - Dec 28, 2011	-5.77% Jan 25, 2021 - Feb 5, 2021
#9	-8.69% Dec 29, 2017 - Feb 28, 2019	-5.54% Oct 23, 2020 - Nov 4, 2020
#10	-8.53% Mar 29, 2006 - Sep 13, 2006	-5.32% Apr 22, 2026 - May 5, 2026
#11	-8.36% Mar 14, 2005 - Mar 16, 2006	-4.94% Jan 23, 2020 - Feb 4, 2020
#12	-8.30% Jan 15, 2026 - Mar 30, 2026	-4.82% Aug 13, 2025 - Aug 28, 2025
#13	-8.25% Oct 18, 2012 - Dec 7, 2012	-4.71% Jul 30, 2025 - Aug 6, 2025
#14	-8.21% Sep 26, 2014 - Jun 22, 2016	-4.44% May 11, 2026 - May 22, 2026
#15	-7.84% Nov 9, 2009 - Feb 18, 2010	-4.07% Oct 9, 2025 - Oct 24, 2025