RA vs. TSI
RA (Brookfield Real Assets Income Fund Inc.) and TSI (TCW Strategic Income Fund Inc.) are both Multisector Bonds funds. Over the past 5 years, RA returned 1.16%/yr vs 1.66%/yr for TSI. At a 0.17 correlation, their price movements are largely independent.
Performance
RA vs. TSI - Performance Comparison
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Returns By Period
In the year-to-date period, RA achieves a 5.96% return, which is significantly higher than TSI's -7.37% return.
RA
- 1D
- 0.16%
- 1M
- 3.25%
- 6M
- 5.07%
- YTD
- 5.96%
- 1Y
- 7.22%
- 3Y*
- 2.48%
- 5Y*
- 1.16%
- 10Y*
- —
TSI
- 1D
- -0.45%
- 1M
- -1.59%
- 6M
- -6.81%
- YTD
- -7.37%
- 1Y
- -2.65%
- 3Y*
- 6.01%
- 5Y*
- 1.66%
- 10Y*
- 4.83%
RA vs. TSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 5.96% | 8.32% | 15.87% | -9.02% | -13.47% | 32.35% | -4.17% | 24.89% | -9.15% | 15.99% |
TSI TCW Strategic Income Fund Inc. | -7.37% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 17.97% | -3.83% | 16.42% |
Correlation
The correlation between RA and TSI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2016 | 0.17 |
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Return for Risk
RA vs. TSI — Risk / Return Rank
RA
TSI
RA vs. TSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Real Assets Income Fund Inc. (RA) and TCW Strategic Income Fund Inc. (TSI). 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 | TSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.95 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | -0.32 | +1.40 |
| Martin ratioReturn relative to average drawdown | 2.91 | -0.68 | +3.58 |
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Drawdowns
RA vs. TSI - Drawdown Comparison
The maximum RA drawdown since its inception was -50.66%, smaller than the maximum TSI drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for RA and TSI.
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Drawdown Indicators
| RA | TSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.66% | -60.35% | +9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -8.30% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -28.42% | -8.30% | -20.12% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -18.56% | -12.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.00% | — |
Current DrawdownCurrent decline from peak | -0.77% | -7.40% | +6.63% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -7.69% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.92% | -1.42% |
Volatility
RA vs. TSI - Volatility Comparison
The current volatility for Brookfield Real Assets Income Fund Inc. (RA) is 1.84%, while TCW Strategic Income Fund Inc. (TSI) has a volatility of 2.22%. This indicates that RA experiences smaller price fluctuations and is considered to be less risky than TSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RA | TSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 2.22% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 6.77% | 7.12% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.40% | 8.35% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 10.84% | +6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 14.03% | +6.51% |
Dividends
RA vs. TSI - Dividend Comparison
RA's dividend yield for the trailing twelve months is around 10.99%, more than TSI's 7.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 10.99% | 10.93% | 10.63% | 16.74% | 14.79% | 11.31% | 13.39% | 11.19% | 12.52% | 10.22% | 0.89% | 0.00% |
TSI TCW Strategic Income Fund Inc. | 7.79% | 6.58% | 8.00% | 7.73% | 7.00% | 6.36% | 4.83% | 7.39% | 7.07% | 5.36% | 5.21% | 4.08% |
Frequently Asked Questions
RA and TSI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSI has higher volatility (2.22%) compared to RA (1.84%). In terms of maximum drawdown, RA dropped -50.66% vs TSI's -60.35%.
RA currently has the higher Sharpe Ratio (0.87 vs -0.32), 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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