VGI vs. RA
VGI (Virtus Global Multi-Sector Income Fund) and RA (Brookfield Real Assets Income Fund Inc.) are both Multisector Bonds funds. Over the past 5 years, VGI returned 2.51%/yr vs 0.65%/yr for RA. At a 0.37 correlation, their price movements are largely independent.
Performance
VGI vs. RA - Performance Comparison
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Returns By Period
In the year-to-date period, VGI achieves a -0.43% return, which is significantly lower than RA's 3.60% return.
VGI
- 1D
- -0.61%
- 1M
- 0.54%
- YTD
- -0.43%
- 6M
- 0.33%
- 1Y
- 7.02%
- 3Y*
- 12.16%
- 5Y*
- 2.51%
- 10Y*
- 4.83%
RA
- 1D
- 0.08%
- 1M
- 0.07%
- YTD
- 3.60%
- 6M
- 3.84%
- 1Y
- 8.77%
- 3Y*
- 2.86%
- 5Y*
- 0.65%
- 10Y*
- —
VGI vs. RA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -0.43% | 16.14% | 10.43% | 14.58% | -21.70% | 1.40% | 9.81% | 27.29% | -28.73% | 27.46% |
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 VGI and RA is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2016 | 0.37 |
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Return for Risk
VGI vs. RA — Risk / Return Rank
VGI
RA
VGI vs. RA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) 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.
| VGI | RA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.31 | -0.45 |
| Martin ratioReturn relative to average drawdown | 2.98 | 3.55 | -0.57 |
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Drawdowns
VGI vs. RA - Drawdown Comparison
The maximum VGI drawdown since its inception was -48.08%, smaller than the maximum RA drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VGI and RA.
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Drawdown Indicators
| VGI | RA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -50.66% | +2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -6.73% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | -28.42% | +16.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.95% | -30.83% | -2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | — | — |
Current DrawdownCurrent decline from peak | -3.78% | -2.98% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -8.06% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.48% | -0.12% |
Volatility
VGI vs. RA - Volatility Comparison
Virtus Global Multi-Sector Income Fund (VGI) has a higher volatility of 1.98% compared to Brookfield Real Assets Income Fund Inc. (RA) at 1.74%. This indicates that VGI'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
| VGI | RA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 1.74% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 6.64% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.89% | 8.51% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.53% | 17.57% | -7.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 20.59% | -3.86% |
Dividends
VGI vs. RA - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 13.10%, more 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% |
VGI Virtus Global Multi-Sector Income Fund | 13.10% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
Frequently Asked Questions
VGI and RA have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGI has higher volatility (1.98%) compared to RA (1.74%). In terms of maximum drawdown, VGI dropped -48.08% vs RA's -50.66%.
RA currently has the higher Sharpe Ratio (1.04 vs 0.90), 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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