HYT vs. RQI
HYT (BlackRock Corporate High Yield Fund) is High Yield Bonds fund actively managed by BlackRock, while RQI (Cohen & Steers Quality Income Realty Fund) is a stock. Over the past 10 years, HYT returned 7.43%/yr vs 8.61%/yr for RQI. At a 0.41 correlation, their price movements are largely independent. HYT charges 2.83%/yr vs 2.21%/yr for RQI.
Performance
HYT vs. RQI - Performance Comparison
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Returns By Period
In the year-to-date period, HYT achieves a 1.45% return, which is significantly lower than RQI's 18.57% return. Over the past 10 years, HYT has underperformed RQI with an annualized return of 7.43%, while RQI has yielded a comparatively higher 8.61% annualized return.
HYT
- 1D
- 0.35%
- 1M
- -0.14%
- YTD
- 1.45%
- 6M
- -2.59%
- 1Y
- -2.23%
- 3Y*
- 10.05%
- 5Y*
- 2.52%
- 10Y*
- 7.43%
RQI
- 1D
- 1.25%
- 1M
- -1.14%
- YTD
- 18.57%
- 6M
- 20.22%
- 1Y
- 14.88%
- 3Y*
- 13.47%
- 5Y*
- 3.99%
- 10Y*
- 8.61%
HYT vs. RQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HYT BlackRock Corporate High Yield Fund | 1.45% | 0.06% | 14.43% | 19.92% | -22.58% | 16.62% | 11.55% | 31.19% | -7.81% | 8.99% |
RQI Cohen & Steers Quality Income Realty Fund | 18.57% | 2.07% | 8.04% | 15.74% | -31.07% | 56.64% | -9.28% | 54.62% | -11.11% | 11.73% |
Correlation
The correlation between HYT and RQI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 29, 2003 | 0.41 |
The correlation between HYT and RQI shifts across timeframes, from 0.28 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HYT vs. RQI — Risk / Return Rank
HYT
RQI
HYT vs. RQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Corporate High Yield Fund (HYT) 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.
| HYT | RQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.27 | -1.49 |
| Martin ratioReturn relative to average drawdown | -0.53 | 3.75 | -4.27 |
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Drawdowns
HYT vs. RQI - Drawdown Comparison
The maximum HYT drawdown since its inception was -56.95%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for HYT and RQI.
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Drawdown Indicators
| HYT | RQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.95% | -91.59% | +34.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -11.74% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.95% | -22.43% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -41.06% | +12.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -59.12% | +16.53% |
Current DrawdownCurrent decline from peak | -4.65% | -3.41% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -17.91% | +12.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.98% | +0.25% |
Volatility
HYT vs. RQI - Volatility Comparison
The current volatility for BlackRock Corporate High Yield Fund (HYT) is 2.62%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 6.15%. This indicates that HYT 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
| HYT | RQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 6.15% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 12.42% | -4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.95% | 15.58% | -5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 23.03% | -8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 26.96% | -10.03% |
HYT vs. RQI - Expense Ratio Comparison
HYT has a 2.83% expense ratio, which is higher than RQI's 2.21% expense ratio.
Dividends
HYT vs. RQI - Dividend Comparison
HYT's dividend yield for the trailing twelve months is around 10.84%, more than RQI's 8.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYT BlackRock Corporate High Yield Fund | 10.84% | 10.50% | 9.53% | 9.91% | 9.80% | 7.58% | 8.18% | 7.92% | 9.20% | 7.68% | 8.23% | 10.18% |
RQI Cohen & Steers Quality Income Realty Fund | 8.86% | 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
HYT and RQI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RQI has higher volatility (6.15%) compared to HYT (2.62%). In terms of maximum drawdown, HYT dropped -56.95% vs RQI's -91.59%.
RQI currently has the higher Sharpe Ratio (0.96 vs -0.23), 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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