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RA vs. TSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RA vs. TSI

Last updated Jun 4, 2026

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 0.80%/yr vs 2.14%/yr for TSI. At a 0.17 correlation, their price movements are largely independent.

Performance

RA vs. TSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Real Assets Income Fund Inc. (RA) and TCW Strategic Income Fund Inc. (TSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RA achieves a 2.56% return, which is significantly higher than TSI's -6.08% return.

RA

1D
-0.55%
1M
-0.80%
YTD
2.56%
6M
1.77%
1Y
9.08%
3Y*
2.29%
5Y*
0.80%
10Y*
—

TSI

1D
-0.11%
1M
-0.04%
YTD
-6.08%
6M
-3.17%
1Y
-0.59%
3Y*
6.73%
5Y*
2.14%
10Y*
5.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RA vs. TSI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RA
Brookfield Real Assets Income Fund Inc.		2.56%8.32%15.87%-9.02%-13.47%32.35%-4.17%24.89%-9.15%15.99%
TSI
TCW Strategic Income Fund Inc.		-6.08%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

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2016

0.17

Compare stocks, funds, or ETFs

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Brookfield Real Assets Income Fund Inc.

TCW Strategic Income Fund Inc.

Often compared with RA:
RA vs. KIORA vs. ANGLXRA vs. CBRDXRA vs. TQPAXRA vs. JMMRA vs. EVGRA vs. CBLDX
Often compared with TSI:
TSI vs. SDIVTSI vs. TGDVXTSI vs. JMMTSI vs. PGHYTSI vs. HFSITSI vs. VZTSI vs. VICI

Return for Risk

RA vs. TSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RA
RA Risk / Return Rank: 1515
Overall Rank
RA Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RA Sortino Ratio Rank: 1515
Sortino Ratio Rank
RA Omega Ratio Rank: 1616
Omega Ratio Rank
RA Calmar Ratio Rank: 1515
Calmar Ratio Rank
RA Martin Ratio Rank: 1414
Martin Ratio Rank
TSI
TSI Risk / Return Rank: 22
Overall Rank
TSI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TSI Sortino Ratio Rank: 22
Sortino Ratio Rank
TSI Omega Ratio Rank: 22
Omega Ratio Rank
TSI Calmar Ratio Rank: 22
Calmar Ratio Rank
TSI Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

RATSIDifference
Sharpe ratioReturn per unit of total volatility
1.08
-0.07

+1.15

Sortino ratioReturn per unit of downside risk
1.61
-0.04

+1.65

Omega ratioGain probability vs. loss probability

1.21

0.99

+0.22

Calmar ratioReturn relative to maximum drawdown

1.36

-0.07

+1.43

Martin ratioReturn relative to average drawdown

3.92

-0.18

+4.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RA vs. TSI - Sharpe Ratio Comparison

The current RA Sharpe Ratio is 1.08, which is higher than the TSI Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of RA and TSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

RATSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

-0.07

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.20

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.37

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.47

-0.19

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

RATSIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.95%

-6.11%

+2.16%

Average Drawdown

Average peak-to-trough decline

-8.09%

-7.69%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

3.31%

-0.99%

Volatility

RA vs. TSI - Volatility Comparison

Brookfield Real Assets Income Fund Inc. (RA) has a higher volatility of 2.26% compared to TCW Strategic Income Fund Inc. (TSI) at 1.85%. 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

RATSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.85%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

7.32%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

8.44%

8.41%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

10.92%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

14.04%

+6.61%

Dividends

RA vs. TSI - Dividend Comparison

RA's dividend yield for the trailing twelve months is around 11.15%, more than TSI's 8.44% yield.

PositionTTM20252024202320222021202020192018201720162015
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.		8.44%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.

RA has higher volatility (2.26%) compared to TSI (1.85%). In terms of maximum drawdown, RA dropped -50.66% vs TSI's -60.35%.

RA currently has the higher Sharpe Ratio (1.08 vs -0.07), 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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