RA vs. TQPAX
RA (Brookfield Real Assets Income Fund Inc.) and TQPAX (Touchstone Strategic Income Opportunities Fund) are both Multisector Bonds funds. Over the past 3 years, RA returned 2.83%/yr vs 7.76%/yr for TQPAX. At a 0.23 correlation, their price movements are largely independent. RA charges 2.76%/yr vs 1.00%/yr for TQPAX.
Performance
RA vs. TQPAX - Performance Comparison
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Returns By Period
In the year-to-date period, RA achieves a 3.52% return, which is significantly higher than TQPAX's 1.03% return.
RA
- 1D
- -0.08%
- 1M
- -0.01%
- YTD
- 3.52%
- 6M
- 4.41%
- 1Y
- 8.85%
- 3Y*
- 2.83%
- 5Y*
- 0.64%
- 10Y*
- —
TQPAX
- 1D
- -0.30%
- 1M
- 0.74%
- YTD
- 1.03%
- 6M
- 1.44%
- 1Y
- 5.74%
- 3Y*
- 7.76%
- 5Y*
- —
- 10Y*
- —
RA vs. TQPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 3.52% | 8.32% | 15.87% | -9.02% | -13.47% | 0.31% |
TQPAX Touchstone Strategic Income Opportunities Fund | 1.03% | 8.97% | 7.26% | 8.37% | -9.86% | -0.64% |
Correlation
The correlation between RA and TQPAX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2021 | 0.23 |
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Return for Risk
RA vs. TQPAX — Risk / Return Rank
RA
TQPAX
RA vs. TQPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Real Assets Income Fund Inc. (RA) and Touchstone Strategic Income Opportunities Fund (TQPAX). 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 | TQPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.54 | -1.21 |
| Martin ratioReturn relative to average drawdown | 3.59 | 8.82 | -5.24 |
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Drawdowns
RA vs. TQPAX - Drawdown Comparison
The maximum RA drawdown since its inception was -50.66%, which is greater than TQPAX's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for RA and TQPAX.
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Drawdown Indicators
| RA | TQPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.66% | -16.94% | -33.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -2.40% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -28.42% | -4.17% | -24.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | — | — |
Current DrawdownCurrent decline from peak | -3.05% | -0.59% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -4.33% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 0.69% | +1.78% |
Volatility
RA vs. TQPAX - Volatility Comparison
Brookfield Real Assets Income Fund Inc. (RA) has a higher volatility of 1.74% compared to Touchstone Strategic Income Opportunities Fund (TQPAX) at 0.99%. This indicates that RA's price experiences larger fluctuations and is considered to be riskier than TQPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RA | TQPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 0.99% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 2.66% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 3.70% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 5.11% | +12.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 5.11% | +15.49% |
RA vs. TQPAX - Expense Ratio Comparison
RA has a 2.76% expense ratio, which is higher than TQPAX's 1.00% expense ratio.
Dividends
RA vs. TQPAX - Dividend Comparison
RA's dividend yield for the trailing twelve months is around 11.15%, more than TQPAX's 4.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 11.15% | 10.93% | 10.63% | 16.74% | 14.79% | 11.31% | 13.39% | 11.19% | 12.52% | 10.22% | 0.89% |
TQPAX Touchstone Strategic Income Opportunities Fund | 4.67% | 4.20% | 4.43% | 4.95% | 4.02% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RA and TQPAX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RA has higher volatility (1.74%) compared to TQPAX (0.99%). In terms of maximum drawdown, RA dropped -50.66% vs TQPAX's -16.94%.
TQPAX currently has the higher Sharpe Ratio (1.65 vs 1.04), 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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