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 2.09%/yr vs 0.55%/yr for RA. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
VGI vs. RA - Performance Comparison
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Returns By Period
In the year-to-date period, VGI achieves a -0.46% return, which is significantly lower than RA's 5.54% return.
VGI
- 1D
- 0.14%
- 1M
- -2.03%
- 6M
- -1.90%
- YTD
- -0.46%
- 1Y
- 4.17%
- 3Y*
- 10.93%
- 5Y*
- 2.09%
- 10Y*
- 4.14%
- ALL TIME*
- 4.62%
RA
- 1D
- 0.16%
- 1M
- 0.30%
- 6M
- 3.70%
- YTD
- 5.54%
- 1Y
- 8.17%
- 3Y*
- 1.52%
- 5Y*
- 0.55%
- 10Y*
- —
- ALL TIME*
- 6.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.65M | $1.71M | $1.90M | |
| $238.22K | $295.96K | $264.93K |
VGI vs. RA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -0.46% | 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. | 5.54% | 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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.22 | -0.71 |
| Martin ratioReturn relative to average drawdown | 1.64 | 3.28 | -1.65 |
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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 | -3.80% | -1.16% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -7.98% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.50% | +0.05% |
Volatility
VGI vs. RA - Volatility Comparison
Virtus Global Multi-Sector Income Fund (VGI) and Brookfield Real Assets Income Fund Inc. (RA) have volatilities of 1.78% and 1.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 1.78% | 1.79% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 6.92% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 8.32% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.54% | 17.53% | -6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 20.49% | -3.78% |
Dividends
VGI vs. RA - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 13.24%, more than RA's 11.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RA Brookfield Real Assets Income Fund Inc. | 11.04% | 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 | 13.24% | 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.
RA has higher volatility (1.79%) compared to VGI (1.78%). In terms of maximum drawdown, VGI dropped -48.08% vs RA's -50.66%.
RA currently has the higher Sharpe Ratio (0.99 vs 0.53), 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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