TSI vs PSP

Comparison between TCW Strategic Income Fund Inc (TSI, ETF) and INVESCO GLOBAL LISTED PRIVATE EQUITY ETF (PSP, ETF).

5-Year PerformanceTSI has outperformed PSP, delivering a return of +1.8% compared to -0.4%

TSI vs PSP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TSI(ETF)	PSP(ETF)
Net Assets	$231M	$232M
Expense Ratio	N/A	1.80%
Max Drawdown	80.85%	87.08%
Sharpe Ratio	-0.74	-0.37
5Y Beta	0.12	1.08
5Y Dividends CAGR	13.50%	-1.18%

Net Assets

TSI

$231M

Winner

PSP

$232M

Expense Ratio

TSI

N/A

PSP

1.80%

Max Drawdown

Winner

TSI

80.85%

PSP

87.08%

Sharpe Ratio

TSI

-0.74

Winner

PSP

-0.37

5Y Beta

Winner

TSI

0.12

PSP

1.08

5Y Dividends CAGR

Winner

TSI

13.50%

PSP

-1.18%

TSI vs PSP - Historical Returns

Returns include dividend reinvestment.

Period	TSI	PSP
1 month	+0.87%	+9.62%
3 months	-0.34%	+6.89%
6 months	-1.47%	+6.62%
1 year	-2.90%	-4.65%
5 years(CAGR)	+1.79%	-0.44%
10 years(CAGR)	+4.86%	+4.64%
Max(CAGR)	+7.68%	-1.35%

TSI

+0.87%

Winner

PSP

+9.62%

TSI

-0.34%

Winner

PSP

+6.89%

TSI

-1.47%

Winner

PSP

+6.62%

Winner

TSI

-2.90%

PSP

-4.65%

5Y(CAGR)

Winner

TSI

+1.79%

PSP

-0.44%

10Y(CAGR)

Winner

TSI

+4.86%

PSP

+4.64%

Max(CAGR)

Winner

TSI

+7.68%

PSP

-1.35%

TSI vs PSP - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TSI	PSP
2026	-6.25%	-3.11%
2025	+9.44%	+6.33%
2024	+12.15%	+20.15%
2023	+8.07%	+33.64%
2022	-12.95%	-38.75%
2021	+9.57%	+17.58%
2020	+4.12%	+6.40%
2019	+18.83%	+29.34%
2018	-0.31%	-19.81%
2017	+16.58%	+14.08%
2016	+6.35%	+7.65%
2015	+2.01%	-2.83%
2014	+6.06%	-6.93%
2013	+4.20%	+21.57%
2012	+24.50%	+23.69%
2011	+11.60%	-25.65%
2010	+36.73%	+16.47%
2009	+54.43%	+22.31%
2008	-4.53%	-66.62%
2007	-20.85%	-17.13%
2006	+19.35%	+6.15%
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 PSP Drawdown Comparison

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

The maximum drawdown for PSP was -86.76%, occurring on Mar 9, 2009. This drawdown has not yet recovered.

The current TSI drawdown is -6.85%. The current PSP drawdown is -34.83%.

Rank	TSI	PSP
#1	-60.18% Sep 29, 2000 - Dec 27, 2004	-86.76% Jun 4, 2007 - Mar 9, 2009
#2	-48.14% Mar 30, 2007 - Sep 15, 2009	-7.83% Feb 22, 2007 - Apr 17, 2007
#3	-30.00% Jan 15, 2020 - Jul 31, 2020	-2.13% Jan 3, 2007 - Feb 1, 2007
#4	-18.54% Dec 31, 2021 - Jul 12, 2024	-2.11% Oct 31, 2006 - Nov 8, 2006
#5	-12.62% May 2, 2013 - Sep 3, 2014	-1.99% Nov 22, 2006 - Dec 4, 2006
#6	-9.90% Jul 17, 2000 - Aug 31, 2000	-1.87% Apr 26, 2007 - May 4, 2007
#7	-9.69% Mar 28, 2000 - Jul 13, 2000	-1.86% May 9, 2007 - May 29, 2007
#8	-9.45% May 31, 2011 - Dec 28, 2011	-1.72% Feb 8, 2007 - Feb 14, 2007
#9	-8.69% Dec 29, 2017 - Feb 28, 2019	-1.32% Nov 8, 2006 - Nov 14, 2006
#10	-8.53% Mar 29, 2006 - Sep 13, 2006	-0.99% Apr 20, 2007 - Apr 26, 2007
#11	-8.36% Mar 14, 2005 - Mar 16, 2006	-0.97% Dec 5, 2006 - Dec 26, 2006
#12	-8.30% Jan 15, 2026 - Mar 30, 2026	-0.70% Oct 26, 2006 - Oct 31, 2006
#13	-8.25% Oct 18, 2012 - Dec 7, 2012	-0.49% Dec 27, 2006 - Jan 3, 2007
#14	-8.21% Sep 26, 2014 - Jun 22, 2016	-0.31% Nov 16, 2006 - Nov 22, 2006
#15	-7.84% Nov 9, 2009 - Feb 18, 2010	-0.26% Feb 2, 2007 - Feb 7, 2007

Correlation

Correlation between TSI and PSP is 0.13 which considered as a very weak or no correlation - the stocks move independently of each other.

0.13

-101

Dividend Comparison (1999 - 2026)

TSI vs PSP dividend yield comparison.

Year	TSI	PSP
2026	4.70%	1.97%
2025	6.58%	5.87%
2024	8.00%	8.62%
2023	7.73%	2.52%
2022	7.00%	0.58%
2021	6.36%	2.07%
2020	4.83%	0.93%
2019	7.39%	1.17%
2018	7.07%	1.36%
2017	5.36%	2.04%
2016	5.21%	0.82%
2015	4.08%	1.25%
2014	4.69%	0.99%
2013	7.34%	2.70%
2012	10.19%	0.58%
2011	18.40%	1.57%
2010	11.82%	1.01%
2009	11.76%	0.67%
2008	14.98%	3.04%
2007	11.80%	0.86%
2006	9.12%	0.20%
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%