AWF vs. RQI
Compare and contrast key facts about AllianceBernstein Global High Income Closed Fund (AWF) and Cohen & Steers Quality Income Realty Fund (RQI).
AWF is an actively managed fund by AllianceBernstein. It was launched on Jul 28, 1993.
Performance
AWF vs. RQI - Performance Comparison
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AWF vs. RQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AWF AllianceBernstein Global High Income Closed Fund | -3.52% | 7.54% | 14.30% | 18.37% | -16.62% | 9.95% | 4.40% | 23.40% | -11.35% | 7.77% |
RQI Cohen & Steers Quality Income Realty Fund | 7.83% | 2.07% | 8.04% | 15.74% | -31.07% | 56.64% | -9.28% | 54.62% | -11.11% | 11.73% |
Returns By Period
In the year-to-date period, AWF achieves a -3.52% return, which is significantly lower than RQI's 7.83% return. Over the past 10 years, AWF has underperformed RQI with an annualized return of 6.15%, while RQI has yielded a comparatively higher 7.84% annualized return.
AWF
- 1D
- 2.94%
- 1M
- -1.78%
- YTD
- -3.52%
- 6M
- -5.90%
- 1Y
- 1.90%
- 3Y*
- 9.54%
- 5Y*
- 4.56%
- 10Y*
- 6.15%
RQI
- 1D
- 1.52%
- 1M
- -8.83%
- YTD
- 7.83%
- 6M
- 1.90%
- 1Y
- 5.24%
- 3Y*
- 9.23%
- 5Y*
- 5.14%
- 10Y*
- 7.84%
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Return for Risk
AWF vs. RQI — Risk / Return Rank
AWF
RQI
AWF vs. RQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Global High Income Closed Fund (AWF) and Cohen & Steers Quality Income Realty Fund (RQI). 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.
| AWF | RQI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 0.29 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.29 | 0.50 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.07 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.41 | -0.21 |
Martin ratioReturn relative to average drawdown | 0.52 | 1.31 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AWF | RQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.29 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.22 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.29 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.27 | +0.04 |
Correlation
The correlation between AWF and RQI is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AWF vs. RQI - Dividend Comparison
AWF's dividend yield for the trailing twelve months is around 7.73%, less than RQI's 9.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWF AllianceBernstein Global High Income Closed Fund | 7.73% | 7.81% | 7.47% | 7.33% | 10.30% | 6.48% | 6.68% | 6.62% | 7.97% | 6.03% | 7.73% | 10.28% |
RQI Cohen & Steers Quality Income Realty Fund | 9.29% | 9.54% | 7.84% | 7.84% | 10.41% | 5.27% | 7.74% | 6.79% | 9.27% | 7.59% | 7.86% | 7.86% |
Drawdowns
AWF vs. RQI - Drawdown Comparison
The maximum AWF drawdown since its inception was -55.54%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for AWF and RQI.
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Drawdown Indicators
| AWF | RQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.54% | -91.59% | +36.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -14.25% | +4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.25% | -41.06% | +15.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -59.12% | +19.00% |
Current DrawdownCurrent decline from peak | -7.55% | -9.10% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -12.35% | -18.04% | +5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 4.46% | -0.61% |
Volatility
AWF vs. RQI - Volatility Comparison
The current volatility for AllianceBernstein Global High Income Closed Fund (AWF) is 4.56%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 5.53%. This indicates that AWF experiences smaller price fluctuations and is considered to be less risky than RQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AWF | RQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 5.53% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 5.85% | 11.44% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.30% | 18.37% | -7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 23.06% | -11.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 26.94% | -11.78% |