RA vs. EVG
Compare and contrast key facts about Brookfield Real Assets Income Fund Inc. (RA) and Eaton Vance Short Duration Diversified Income Fund (EVG).
RA is managed by Brookfield. EVG is managed by Eaton Vance. It was launched on Feb 28, 2005.
Performance
RA vs. EVG - Performance Comparison
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RA vs. EVG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 1.98% | 8.32% | 15.87% | -9.02% | -13.47% | 32.35% | -4.17% | 24.89% | -9.15% | 15.99% |
EVG Eaton Vance Short Duration Diversified Income Fund | -0.06% | 8.43% | 14.80% | 11.90% | -14.12% | 17.10% | -1.68% | 16.48% | -7.59% | 10.82% |
Returns By Period
In the year-to-date period, RA achieves a 1.98% return, which is significantly higher than EVG's -0.06% return.
RA
- 1D
- 2.39%
- 1M
- -3.58%
- YTD
- 1.98%
- 6M
- 1.61%
- 1Y
- 8.87%
- 3Y*
- 3.37%
- 5Y*
- 2.15%
- 10Y*
- —
EVG
- 1D
- 2.39%
- 1M
- -1.23%
- YTD
- -0.06%
- 6M
- -1.61%
- 1Y
- 5.61%
- 3Y*
- 9.78%
- 5Y*
- 5.09%
- 10Y*
- 6.08%
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RA vs. EVG - Expense Ratio Comparison
RA has a 2.76% expense ratio, which is higher than EVG's 0.02% expense ratio.
Return for Risk
RA vs. EVG — Risk / Return Rank
RA
EVG
RA vs. EVG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Real Assets Income Fund Inc. (RA) and Eaton Vance Short Duration Diversified Income Fund (EVG). 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.
| RA | EVG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.52 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.09 | 0.78 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.81 | +0.32 |
Martin ratioReturn relative to average drawdown | 4.08 | 3.00 | +1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RA | EVG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.52 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.42 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.34 | -0.06 |
Correlation
The correlation between RA and EVG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RA vs. EVG - Dividend Comparison
RA's dividend yield for the trailing twelve months is around 11.01%, more than EVG's 8.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 11.01% | 10.93% | 10.63% | 16.74% | 14.79% | 11.31% | 13.39% | 11.19% | 12.52% | 10.22% | 0.89% | 0.00% |
EVG Eaton Vance Short Duration Diversified Income Fund | 8.35% | 8.15% | 8.69% | 9.18% | 12.40% | 8.75% | 6.67% | 6.96% | 6.63% | 6.68% | 7.79% | 8.05% |
Drawdowns
RA vs. EVG - Drawdown Comparison
The maximum RA drawdown since its inception was -50.66%, which is greater than EVG's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for RA and EVG.
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Drawdown Indicators
| RA | EVG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.66% | -40.60% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -6.88% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -23.35% | -7.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.75% | — |
Current DrawdownCurrent decline from peak | -4.50% | -2.66% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -6.27% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.87% | +0.25% |
Volatility
RA vs. EVG - Volatility Comparison
Brookfield Real Assets Income Fund Inc. (RA) has a higher volatility of 5.16% compared to Eaton Vance Short Duration Diversified Income Fund (EVG) at 4.30%. This indicates that RA's price experiences larger fluctuations and is considered to be riskier than EVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RA | EVG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 4.30% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 6.11% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 10.89% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.91% | 12.17% | +5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 12.95% | +7.87% |