RA vs. JRI
RA (Brookfield Real Assets Income Fund Inc.) is Multisector Bonds fund managed by Brookfield, while JRI (Nuveen Real Asset Income and Growth Fund) is a stock. Over the past 5 years, RA returned 0.55%/yr vs 6.24%/yr for JRI. Their 0.41 correlation means their historical movements had little consistent relationship. RA charges 2.76%/yr vs 2.09%/yr for JRI.
Performance
RA vs. JRI - Performance Comparison
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Returns By Period
In the year-to-date period, RA achieves a 5.54% return, which is significantly higher than JRI's 1.87% return.
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%
JRI
- 1D
- -1.08%
- 1M
- -0.38%
- 6M
- 4.41%
- YTD
- 1.87%
- 1Y
- 11.09%
- 3Y*
- 17.54%
- 5Y*
- 6.24%
- 10Y*
- 6.48%
- ALL TIME*
- 7.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.36M | $1.49M | $1.71M | |
| $1.65M | $1.71M | $1.90M |
RA vs. JRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JRI Nuveen Real Asset Income and Growth Fund | 1.87% | 26.76% | 16.27% | 10.08% | -20.87% | 29.19% | -19.47% | 45.67% | -17.12% | 21.71% |
Correlation
The correlation between RA and JRI is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2016 | 0.41 |
The correlation between RA and JRI shifts across timeframes, from 0.33 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RA vs. JRI — Risk / Return Rank
RA
JRI
RA vs. JRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Real Assets Income Fund Inc. (RA) and Nuveen Real Asset Income and Growth Fund (JRI). 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.
| RA | JRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 0.86 | +0.36 |
| Martin ratioReturn relative to average drawdown | 3.28 | 3.18 | +0.10 |
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Drawdowns
RA vs. JRI - Drawdown Comparison
The maximum RA drawdown since its inception was -50.66%, smaller than the maximum JRI drawdown of -60.74%. Use the drawdown chart below to compare losses from any high point for RA and JRI.
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Drawdown Indicators
| RA | JRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.66% | -60.74% | +10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -12.92% | +6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -28.42% | -13.73% | -14.69% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -29.40% | -1.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.74% | — |
Current DrawdownCurrent decline from peak | -1.16% | -1.84% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -8.96% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.50% | -1.00% |
Volatility
RA vs. JRI - Volatility Comparison
The current volatility for Brookfield Real Assets Income Fund Inc. (RA) is 1.79%, while Nuveen Real Asset Income and Growth Fund (JRI) has a volatility of 3.21%. This indicates that RA experiences smaller price fluctuations and is considered to be less risky than JRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RA | JRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 3.21% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 12.21% | -5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.32% | 15.03% | -6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 17.36% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.49% | 21.28% | -0.79% |
RA vs. JRI - Expense Ratio Comparison
RA has a 2.76% expense ratio, which is higher than JRI's 2.09% expense ratio.
Dividends
RA vs. JRI - Dividend Comparison
RA's dividend yield for the trailing twelve months is around 11.04%, less than JRI's 12.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRI Nuveen Real Asset Income and Growth Fund | 12.45% | 11.77% | 11.83% | 9.18% | 9.90% | 7.18% | 9.06% | 7.05% | 9.33% | 7.21% | 8.57% | 10.33% |
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
RA and JRI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JRI has higher volatility (3.21%) compared to RA (1.79%). In terms of maximum drawdown, RA dropped -50.66% vs JRI's -60.74%.
RA currently has the higher Sharpe Ratio (0.99 vs 0.74), 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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