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AWP vs. RQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AWP vs. RQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Premier Properties Fund (AWP) and Cohen & Steers Quality Income Realty Fund (RQI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AWP achieves a 6.57% return, which is significantly lower than RQI's 12.82% return. Over the past 10 years, AWP has underperformed RQI with an annualized return of 7.29%, while RQI has yielded a comparatively higher 7.83% annualized return.


AWP

1D
0.61%
1M
0.09%
YTD
6.57%
6M
6.28%
1Y
10.39%
3Y*
14.34%
5Y*
1.33%
10Y*
7.29%

RQI

1D
0.49%
1M
-6.65%
YTD
12.82%
6M
13.49%
1Y
8.43%
3Y*
12.66%
5Y*
3.69%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWP vs. RQI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWP
abrdn Global Premier Properties Fund
6.57%12.43%12.23%12.58%-37.13%40.41%-10.29%42.52%-18.47%44.91%
RQI
Cohen & Steers Quality Income Realty Fund
12.82%2.07%8.04%15.74%-31.07%56.64%-9.28%54.62%-11.11%11.73%

Correlation

The correlation between AWP and RQI is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2007

0.62

The correlation between AWP and RQI shifts across timeframes, from 0.62 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AWP vs. RQI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWP
AWP Risk / Return Rank: 99
Overall Rank
AWP Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AWP Sortino Ratio Rank: 99
Sortino Ratio Rank
AWP Omega Ratio Rank: 99
Omega Ratio Rank
AWP Calmar Ratio Rank: 88
Calmar Ratio Rank
AWP Martin Ratio Rank: 1111
Martin Ratio Rank

RQI
RQI Risk / Return Rank: 5757
Overall Rank
RQI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RQI Sortino Ratio Rank: 5151
Sortino Ratio Rank
RQI Omega Ratio Rank: 5050
Omega Ratio Rank
RQI Calmar Ratio Rank: 5959
Calmar Ratio Rank
RQI Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWP vs. RQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Premier Properties Fund (AWP) 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.

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.


AWPRQIDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.14

1.10

+0.04

Calmar ratioReturn relative to maximum drawdown

0.74

0.72

+0.02

Martin ratioReturn relative to average drawdown

2.85

2.04

+0.81

AWP vs. RQI - Sharpe Ratio Comparison

The current AWP Sharpe Ratio is 0.73, which is higher than the RQI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AWP and RQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AWP vs. RQI - Drawdown Comparison

The maximum AWP drawdown since its inception was -85.93%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for AWP and RQI.


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Drawdown Indicators


AWPRQIDifference

Max Drawdown

Largest peak-to-trough decline

-85.93%

-91.59%

+5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-11.74%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-23.09%

-22.43%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-43.93%

-41.06%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-53.95%

-59.12%

+5.17%

Current Drawdown

Current decline from peak

-4.83%

-8.10%

+3.27%

Average Drawdown

Average peak-to-trough decline

-27.32%

-17.90%

-9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

4.13%

-0.48%

Volatility

AWP vs. RQI - Volatility Comparison

The current volatility for abrdn Global Premier Properties Fund (AWP) is 4.70%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 6.20%. This indicates that AWP 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


AWPRQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

6.20%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

12.87%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

15.91%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

23.01%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.61%

26.98%

-3.37%

AWP vs. RQI - Expense Ratio Comparison

AWP has a 1.19% expense ratio, which is lower than RQI's 2.21% expense ratio.


Dividends

AWP vs. RQI - Dividend Comparison

AWP's dividend yield for the trailing twelve months is around 12.47%, more than RQI's 9.31% yield.


PositionTTM20252024202320222021202020192018201720162015
AWP
abrdn Global Premier Properties Fund
12.47%12.50%12.44%12.37%12.31%7.02%9.13%8.49%12.05%8.90%11.70%10.40%
RQI
Cohen & Steers Quality Income Realty Fund
9.31%9.54%7.84%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%

Frequently Asked Questions


AWP and RQI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RQI has higher volatility (6.20%) compared to AWP (4.70%). In terms of maximum drawdown, AWP dropped -85.93% vs RQI's -91.59%.

AWP currently has the higher Sharpe Ratio (0.73 vs 0.54), 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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