TSI vs RSPS

Comparison between TCW Strategic Income Fund Inc (TSI, ETF) and INVESCO S&P 500 EQUAL WEIGHT CONSUMER STAPLES ETF (RSPS, ETF).

5-Year PerformanceTSI has outperformed RSPS, delivering a return of +2.1% compared to +1.4%

TSI vs RSPS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TSI(ETF)	RSPS(ETF)
Net Assets	$233M	$234M
Expense Ratio	N/A	0.40%
Max Drawdown	80.85%	37.50%
Sharpe Ratio	-0.46	0.19
5Y Beta	0.12	0.20
P/E Ratio	N/A	35.61
Forward P/E	N/A	15.87
PEG Ratio	N/A	0.97
5Y Dividends CAGR	10.51%	4.86%
5Y EPS CAGR	N/A	2.28%
Debt to Equity	N/A	87.01%
P/S Ratio	N/A	1.03
P/B Ratio	N/A	2.74

Net Assets

TSI

$233M

Winner

RSPS

$234M

Expense Ratio

TSI

N/A

RSPS

0.40%

Max Drawdown

TSI

80.85%

Winner

RSPS

37.50%

Sharpe Ratio

TSI

-0.46

Winner

RSPS

0.19

5Y Beta

Winner

TSI

0.12

RSPS

0.20

P/E Ratio

TSI

N/A

RSPS

35.61

Forward P/E

TSI

N/A

RSPS

15.87

PEG Ratio

TSI

N/A

RSPS

0.97

5Y Dividends CAGR

Winner

TSI

10.51%

RSPS

4.86%

5Y EPS CAGR

TSI

N/A

RSPS

2.28%

Debt to Equity

TSI

N/A

RSPS

87.01%

P/S Ratio

TSI

N/A

RSPS

1.03

P/B Ratio

TSI

N/A

RSPS

2.74

TSI vs RSPS - Historical Returns

Returns include dividend reinvestment.

Period	TSI	RSPS
1 month	-0.92%	+4.02%
3 months	-0.77%	+1.13%
6 months	-3.47%	+3.83%
1 year	-0.89%	+4.57%
5 years(CAGR)	+2.09%	+1.39%
10 years(CAGR)	+5.18%	+4.65%
Max(CAGR)	+7.76%	+8.51%

TSI

-0.92%

Winner

RSPS

+4.02%

TSI

-0.77%

Winner

RSPS

+1.13%

TSI

-3.47%

Winner

RSPS

+3.83%

TSI

-0.89%

Winner

RSPS

+4.57%

5Y(CAGR)

Winner

TSI

+2.09%

RSPS

+1.39%

10Y(CAGR)

Winner

TSI

+5.18%

RSPS

+4.65%

Max(CAGR)

TSI

+7.76%

Winner

RSPS

+8.51%

TSI vs RSPS - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TSI	RSPS
2026	-5.75%	+6.38%
2025	+9.44%	-0.71%
2024	+12.15%	-2.88%
2023	+8.07%	-5.16%
2022	-12.95%	+2.73%
2021	+9.57%	+15.63%
2020	+4.12%	+7.35%
2019	+18.83%	+28.79%
2018	-0.31%	-10.39%
2017	+16.58%	+13.65%
2016	+6.35%	+6.16%
2015	+2.01%	+13.71%
2014	+6.06%	+19.13%
2013	+4.20%	+29.36%
2012	+24.50%	+11.84%
2011	+11.60%	+13.49%
2010	+36.73%	+17.18%
2009	+54.43%	+26.22%
2008	-4.53%	-20.45%
2007	-20.85%	+8.92%
2006	+19.35%	+3.64%
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 RSPS Drawdown Comparison

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

The maximum drawdown for RSPS was -35.93%, occurring on Mar 5, 2009. Recovery took 551 trading sessions.

The current TSI drawdown is -6.36%. The current RSPS drawdown is -6.88%.

Rank	TSI	RSPS
#1	-60.18% Sep 29, 2000 - Dec 27, 2004	-35.93% Dec 10, 2007 - Feb 18, 2010
#2	-48.14% Mar 30, 2007 - Sep 15, 2009	-25.40% Feb 14, 2020 - Aug 17, 2020
#3	-30.00% Jan 15, 2020 - Jul 31, 2020	-18.61% May 1, 2023 - Feb 11, 2026
#4	-18.54% Dec 31, 2021 - Jul 12, 2024	-16.40% Jan 29, 2018 - Apr 26, 2019
#5	-12.62% May 2, 2013 - Sep 3, 2014	-13.94% May 19, 2011 - Feb 9, 2012
#6	-9.90% Jul 17, 2000 - Aug 31, 2000	-13.75% Apr 21, 2022 - May 1, 2023
#7	-9.69% Mar 28, 2000 - Jul 13, 2000	-11.72% Feb 24, 2026 - Mar 20, 2026
#8	-9.45% May 31, 2011 - Dec 28, 2011	-10.86% Jul 8, 2016 - May 26, 2017
#9	-8.69% Dec 29, 2017 - Feb 28, 2019	-9.30% Aug 5, 2015 - Oct 22, 2015
#10	-8.53% Mar 29, 2006 - Sep 13, 2006	-9.13% Apr 21, 2010 - Oct 5, 2010
#11	-8.36% Mar 14, 2005 - Mar 16, 2006	-8.09% Sep 2, 2020 - Nov 13, 2020
#12	-8.30% Jan 15, 2026 - Mar 30, 2026	-7.67% Jan 14, 2022 - Apr 7, 2022
#13	-8.25% Oct 18, 2012 - Dec 7, 2012	-7.03% Jun 5, 2017 - Nov 29, 2017
#14	-8.21% Sep 26, 2014 - Jun 22, 2016	-6.99% Jun 4, 2021 - Dec 15, 2021
#15	-7.84% Nov 9, 2009 - Feb 18, 2010	-6.50% May 15, 2013 - Jul 15, 2013

Correlation

Correlation between TSI and RSPS is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (1999 - 2026)

TSI vs RSPS dividend yield comparison.

Year	TSI	RSPS
2026	3.35%	0.71%
2025	6.58%	2.82%
2024	8.00%	2.86%
2023	7.73%	2.78%
2022	7.00%	2.31%
2021	6.36%	2.07%
2020	4.83%	2.14%
2019	7.39%	2.12%
2018	7.07%	2.43%
2017	5.36%	1.90%
2016	5.21%	1.76%
2015	4.08%	1.78%
2014	4.69%	1.74%
2013	7.34%	1.54%
2012	10.19%	2.37%
2011	18.40%	2.40%
2010	11.82%	1.97%
2009	11.76%	2.14%
2008	14.98%	2.32%
2007	11.80%	1.97%
2006	9.12%	0.30%
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%