TSI vs. RA
TSI (TCW Strategic Income Fund Inc.) and RA (Brookfield Real Assets Income Fund Inc.) are both Multisector Bonds funds. Over the past 5 years, TSI returned 2.17%/yr vs 0.65%/yr for RA. At a 0.18 correlation, their price movements are largely independent.
Performance
TSI vs. RA - Performance Comparison
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Returns By Period
In the year-to-date period, TSI achieves a -6.74% return, which is significantly lower than RA's 3.60% return.
TSI
- 1D
- -0.45%
- 1M
- -0.49%
- YTD
- -6.74%
- 6M
- -4.77%
- 1Y
- -1.89%
- 3Y*
- 6.86%
- 5Y*
- 2.17%
- 10Y*
- 5.03%
RA
- 1D
- 0.08%
- 1M
- 0.07%
- YTD
- 3.60%
- 6M
- 3.84%
- 1Y
- 8.77%
- 3Y*
- 2.86%
- 5Y*
- 0.65%
- 10Y*
- —
TSI vs. RA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -6.74% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 17.97% | -3.83% | 16.42% |
RA Brookfield Real Assets Income Fund Inc. | 3.60% | 8.32% | 15.87% | -9.02% | -13.47% | 32.35% | -4.17% | 24.89% | -9.15% | 15.99% |
Correlation
The correlation between TSI and RA 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 | 0.21 |
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
TSI vs. RA — Risk / Return Rank
TSI
RA
TSI vs. RA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Brookfield Real Assets Income Fund Inc. (RA). 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.
| TSI | RA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.20 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.31 | -1.54 |
| Martin ratioReturn relative to average drawdown | -0.52 | 3.55 | -4.07 |
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Drawdowns
TSI vs. RA - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than RA's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for TSI and RA.
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Drawdown Indicators
| TSI | RA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -50.66% | -9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -6.73% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -8.30% | -28.42% | +20.12% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -30.83% | +12.27% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | — | — |
Current DrawdownCurrent decline from peak | -6.78% | -2.98% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -8.06% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.48% | +1.16% |
Volatility
TSI vs. RA - Volatility Comparison
The current volatility for TCW Strategic Income Fund Inc. (TSI) is 1.48%, while Brookfield Real Assets Income Fund Inc. (RA) has a volatility of 1.74%. This indicates that TSI experiences smaller price fluctuations and is considered to be less risky than RA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | RA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.74% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 6.64% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.38% | 8.51% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.89% | 17.57% | -6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 20.59% | -6.56% |
Dividends
TSI vs. RA - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 9.19%, less than RA's 11.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 11.14% | 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. | 9.19% | 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
TSI and RA 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 (1.48%). In terms of maximum drawdown, TSI dropped -60.35% vs RA's -50.66%.
RA currently has the higher Sharpe Ratio (1.04 vs -0.23), 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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