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 1.66%/yr vs 1.16%/yr for RA. At a 0.17 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 -7.37% return, which is significantly lower than RA's 5.96% return.
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
- 1D
- 0.16%
- 1M
- 3.25%
- 6M
- 5.07%
- YTD
- 5.96%
- 1Y
- 7.22%
- 3Y*
- 2.48%
- 5Y*
- 1.16%
- 10Y*
- —
TSI vs. RA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between TSI and RA 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
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 | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.17 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.08 | -1.40 |
| Martin ratioReturn relative to average drawdown | -0.68 | 2.91 | -3.58 |
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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 | -7.40% | -0.77% | -6.63% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -8.02% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.50% | +1.42% |
Volatility
TSI vs. RA - Volatility Comparison
TCW Strategic Income Fund Inc. (TSI) has a higher volatility of 2.22% compared to Brookfield Real Assets Income Fund Inc. (RA) at 1.84%. This indicates that TSI's price experiences larger fluctuations and is considered to be riskier 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 | 2.22% | 1.84% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 6.77% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.35% | 8.40% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 17.56% | -6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 20.54% | -6.51% |
Dividends
TSI vs. RA - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 7.79%, less than RA's 10.99% 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
TSI and RA 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, TSI dropped -60.35% vs RA's -50.66%.
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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