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 0.64%/yr vs 2.12%/yr for TSI. At a 0.18 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 3.52% return, which is significantly higher than TSI's -6.33% return.
RA
- 1D
- -0.08%
- 1M
- -0.01%
- YTD
- 3.52%
- 6M
- 4.41%
- 1Y
- 8.85%
- 3Y*
- 2.83%
- 5Y*
- 0.64%
- 10Y*
- —
TSI
- 1D
- 0.22%
- 1M
- -0.04%
- YTD
- -6.33%
- 6M
- -4.20%
- 1Y
- -0.45%
- 3Y*
- 7.02%
- 5Y*
- 2.12%
- 10Y*
- 5.07%
RA vs. TSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 3.52% | 8.32% | 15.87% | -9.02% | -13.47% | 32.35% | -4.17% | 24.89% | -9.15% | 15.99% |
TSI TCW Strategic Income Fund Inc. | -6.33% | 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 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2016 | 0.18 |
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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 | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.00 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | -0.05 | +1.38 |
| Martin ratioReturn relative to average drawdown | 3.59 | -0.12 | +3.71 |
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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 | -3.05% | -6.36% | +3.31% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.69% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.61% | -1.14% |
Volatility
RA vs. TSI - Volatility Comparison
Brookfield Real Assets Income Fund Inc. (RA) has a higher volatility of 1.74% compared to TCW Strategic Income Fund Inc. (TSI) at 1.41%. This indicates that RA's price experiences larger fluctuations and is considered to be riskier 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 | 1.74% | 1.41% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 7.29% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 8.38% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 10.88% | +6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 14.03% | +6.57% |
Dividends
RA vs. TSI - Dividend Comparison
RA's dividend yield for the trailing twelve months is around 11.15%, more than TSI's 9.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
TSI TCW Strategic Income Fund Inc. | 9.15% | 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 0.21, 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 TSI (1.41%). In terms of maximum drawdown, RA dropped -50.66% vs TSI's -60.35%.
RA currently has the higher Sharpe Ratio (1.04 vs -0.05), 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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