EFT vs. RQI

Last updated Jun 4, 2026

EFT (Eaton Vance Floating-Rate Income Trust) and RQI (Cohen & Steers Quality Income Realty Fund) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, EFT returned 5.37%/yr vs 8.81%/yr for RQI. At a 0.31 correlation, their price movements are largely independent.

Performance

EFT vs. RQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Floating-Rate Income Trust (EFT) and Cohen & Steers Quality Income Realty Fund (RQI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EFT achieves a -1.88% return, which is significantly lower than RQI's 18.94% return. Over the past 10 years, EFT has underperformed RQI with an annualized return of 5.37%, while RQI has yielded a comparatively higher 8.81% annualized return.

EFT

• 1D: -0.19%
• 1M: -0.38%
• YTD: -1.88%
• 6M: -1.65%
• 1Y: -4.28%
• 3Y*: 8.34%
• 5Y*: 3.50%
• 10Y*: 5.37%

RQI

• 1D: 0.00%
• 1M: -0.09%
• YTD: 18.94%
• 6M: 17.42%
• 1Y: 15.71%
• 3Y*: 14.02%
• 5Y*: 4.38%
• 10Y*: 8.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EFT vs. RQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFT Eaton Vance Floating-Rate Income Trust	-1.88%	-3.77%	13.17%	27.14%	-19.69%	21.00%	2.41%	16.85%	-6.14%	1.63%
RQI Cohen & Steers Quality Income Realty Fund	18.94%	2.07%	8.04%	15.74%	-31.07%	56.64%	-9.28%	54.62%	-11.11%	11.73%

Correlation

The correlation between EFT and RQI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jul 27, 2004	0.31

Fundamentals

Market Cap EFT : $286.51M RQI : $1.76B
EPS EFT : $0.85 RQI : $1.09
PE Ratio EFT : 12.69 RQI : 12.08
PS Ratio EFT : 4.76 RQI : 4.89
PB Ratio EFT : 0.86 RQI : 1.08
Total Revenue (TTM) EFT : $60.18M RQI : $360.06M
Gross Profit (TTM) EFT : $36.55M RQI : $283.39M
EBITDA (TTM) EFT : $24.44M RQI : $130.74M

Return for Risk

EFT vs. RQI — Risk / Return Rank

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

EFT

EFT Risk / Return Rank: 23
EFT Sharpe Ratio Rank: 21
EFT Sortino Ratio Rank: 18
EFT Omega Ratio Rank: 17
EFT Calmar Ratio Rank: 29
EFT Martin Ratio Rank: 28

RQI

RQI Risk / Return Rank: 67
RQI Sharpe Ratio Rank: 73
RQI Sortino Ratio Rank: 65
RQI Omega Ratio Rank: 63
RQI Calmar Ratio Rank: 66
RQI Martin Ratio Rank: 71

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.

EFT vs. RQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating-Rate Income Trust (EFT) 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.

	EFT	RQI	Difference
Sharpe ratio Return per unit of total volatility	-0.46	1.06	-1.52
Sortino ratio Return per unit of downside risk	-0.60	1.51	-2.11
Omega ratio Gain probability vs. loss probability	0.92	1.19	-0.26
Calmar ratio Return relative to maximum drawdown	-0.33	1.34	-1.67
Martin ratio Return relative to average drawdown	-0.67	3.99	-4.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFT vs. RQI - Sharpe Ratio Comparison

The current EFT Sharpe Ratio is -0.46, which is lower than the RQI Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of EFT 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.

Sharpe Ratios by Period

	EFT	RQI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.46	1.06	-1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.19	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.33	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.28	-0.02

Drawdowns

EFT vs. RQI - Drawdown Comparison

The maximum EFT drawdown since its inception was -60.58%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for EFT and RQI.

Drawdown Indicators

	EFT	RQI	Difference
Max Drawdown Largest peak-to-trough decline	-60.58%	-91.59%	+31.01%
Max Drawdown (1Y) Largest decline over 1 year	-13.02%	-11.74%	-1.28%
Max Drawdown (3Y) Largest decline over 3 years	-17.49%	-22.43%	+4.94%
Max Drawdown (5Y) Largest decline over 5 years	-24.98%	-41.06%	+16.08%
Max Drawdown (10Y) Largest decline over 10 years	-45.51%	-59.12%	+13.61%
Current Drawdown Current decline from peak	-10.60%	-2.02%	-8.58%
Average Drawdown Average peak-to-trough decline	-8.81%	-17.93%	+9.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	3.94%	+2.48%

Volatility

EFT vs. RQI - Volatility Comparison

The current volatility for Eaton Vance Floating-Rate Income Trust (EFT) is 1.53%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 4.02%. This indicates that EFT 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.

Volatility by Period

	EFT	RQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.53%	4.02%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	7.48%	11.59%	-4.11%
Volatility (1Y) Calculated over the trailing 1-year period	9.32%	14.90%	-5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.75%	22.95%	-10.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.77%	26.94%	-11.17%

Dividends

EFT vs. RQI - Dividend Comparison

EFT's dividend yield for the trailing twelve months is around 9.28%, more than RQI's 8.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFT Eaton Vance Floating-Rate Income Trust	9.28%	9.55%	10.52%	11.09%	9.81%	5.24%	5.88%	7.41%	6.77%	5.73%	5.54%	6.57%
RQI Cohen & Steers Quality Income Realty Fund	8.70%	9.54%	7.84%	7.84%	10.41%	5.27%	7.74%	6.79%	9.27%	7.59%	7.86%	7.86%

Financials

EFT vs. RQI - Profitability Comparison

The chart below illustrates the profitability comparison between Eaton Vance Floating-Rate Income Trust and Cohen & Steers Quality Income Realty Fund over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eaton Vance Floating-Rate Income Trust reported a gross profit of 0.00 and revenue of 13.97M. Therefore, the gross margin over that period was 0.0%.

RQI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported a gross profit of 43.68M and revenue of 55.28M. Therefore, the gross margin over that period was 79.0%.

EFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eaton Vance Floating-Rate Income Trust reported an operating income of 13.37M and revenue of 13.97M, resulting in an operating margin of 95.7%.

RQI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported an operating income of -10.03M and revenue of 55.28M, resulting in an operating margin of -18.2%.

EFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eaton Vance Floating-Rate Income Trust reported a net income of 7.76M and revenue of 13.97M, resulting in a net margin of 55.6%.

RQI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported a net income of -27.67M and revenue of 55.28M, resulting in a net margin of -50.1%.

Frequently Asked Questions

Can I hold both EFT and RQI in my portfolio?

EFT and RQI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EFT or RQI?

RQI has higher volatility (4.02%) compared to EFT (1.53%). In terms of maximum drawdown, EFT dropped -60.58% vs RQI's -91.59%.

Which has better risk-adjusted returns?

RQI currently has the higher Sharpe Ratio (1.06 vs -0.46), 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.