IGR vs. RA
IGR (CBRE Global Real Estate Income Fund) and RA (Brookfield Real Assets Income Fund Inc.) are both mutual funds - IGR is a REIT fund managed by CBRE, while RA is a Multisector Bonds fund managed by Brookfield. Over the past 5 years, IGR returned 0.72%/yr vs 0.55%/yr for RA. Their 0.37 correlation means their historical movements had little consistent relationship. IGR charges 0.04%/yr vs 2.76%/yr for RA.
Performance
IGR vs. RA - Performance Comparison
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Returns By Period
In the year-to-date period, IGR achieves a 16.58% return, which is significantly higher than RA's 5.54% return.
IGR
- 1D
- -0.21%
- 1M
- 2.37%
- 6M
- 5.72%
- YTD
- 16.58%
- 1Y
- 12.99%
- 3Y*
- 10.35%
- 5Y*
- 0.72%
- 10Y*
- 5.38%
- ALL TIME*
- 5.28%
RA
- 1D
- 0.16%
- 1M
- 0.30%
- 6M
- 3.70%
- YTD
- 5.54%
- 1Y
- 8.17%
- 3Y*
- 1.52%
- 5Y*
- 0.55%
- 10Y*
- —
- ALL TIME*
- 6.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.00M | $2.12M | $2.49M | |
| $1.65M | $1.71M | $1.90M |
IGR vs. RA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGR CBRE Global Real Estate Income Fund | 16.58% | 5.24% | 1.19% | 15.91% | -35.51% | 52.83% | -5.27% | 41.04% | -15.51% | 17.32% |
RA Brookfield Real Assets Income Fund Inc. | 5.54% | 8.32% | 15.87% | -9.02% | -13.47% | 32.35% | -4.17% | 24.89% | -9.15% | 15.99% |
Correlation
The correlation between IGR and RA is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2016 | 0.37 |
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Return for Risk
IGR vs. RA — Risk / Return Rank
IGR
RA
IGR vs. RA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CBRE Global Real Estate Income Fund (IGR) and Brookfield Real Assets Income Fund Inc. (RA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IGR | RA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.22 | -0.41 |
| Martin ratioReturn relative to average drawdown | 2.12 | 3.28 | -1.17 |
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Drawdowns
IGR vs. RA - Drawdown Comparison
The maximum IGR drawdown since its inception was -87.17%, which is greater than RA's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for IGR and RA.
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Drawdown Indicators
| IGR | RA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.17% | -50.66% | -36.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -6.73% | -9.39% |
Max Drawdown (3Y)Largest decline over 3 years | -29.54% | -28.42% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -47.61% | -30.83% | -16.78% |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | — | — |
Current DrawdownCurrent decline from peak | -7.21% | -1.16% | -6.05% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -7.98% | -16.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 2.50% | +3.65% |
Volatility
IGR vs. RA - Volatility Comparison
CBRE Global Real Estate Income Fund (IGR) has a higher volatility of 4.09% compared to Brookfield Real Assets Income Fund Inc. (RA) at 1.79%. This indicates that IGR's price experiences larger fluctuations and is considered to be riskier than RA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGR | RA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 1.79% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 6.92% | +7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 8.32% | +10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.80% | 17.53% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 20.49% | +3.95% |
IGR vs. RA - Expense Ratio Comparison
IGR has a 0.04% expense ratio, which is lower than RA's 2.76% expense ratio.
Dividends
IGR vs. RA - Dividend Comparison
IGR's dividend yield for the trailing twelve months is around 15.42%, more than RA's 11.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGR CBRE Global Real Estate Income Fund | 15.42% | 16.44% | 14.97% | 15.38% | 12.22% | 6.13% | 8.72% | 7.48% | 9.74% | 7.58% | 8.84% | 7.46% |
RA Brookfield Real Assets Income Fund Inc. | 11.04% | 10.93% | 10.63% | 16.74% | 14.79% | 11.31% | 13.39% | 11.19% | 12.52% | 10.22% | 0.89% | 0.00% |
Frequently Asked Questions
IGR and RA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGR has higher volatility (4.09%) compared to RA (1.79%). In terms of maximum drawdown, IGR dropped -87.17% vs RA's -50.66%.
RA currently has the higher Sharpe Ratio (0.99 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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