IBD vs. RQI

Last updated Jun 24, 2026

IBD (Inspire Corporate Bond Impact ETF) is Corporate Bonds fund tracking the Inspire Corporate Bond Impact Equal Weight Index, while RQI (Cohen & Steers Quality Income Realty Fund) is a stock. Over the past 5 years, IBD returned 1.29%/yr vs 3.69%/yr for RQI. At a 0.22 correlation, their price movements are largely independent. IBD charges 0.49%/yr vs 2.21%/yr for RQI.

Performance

IBD vs. RQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Corporate Bond Impact ETF (IBD) 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, IBD achieves a 0.03% return, which is significantly lower than RQI's 12.82% return.

IBD

• 1D: 0.34%
• 1M: 0.48%
• YTD: 0.03%
• 6M: 0.57%
• 1Y: 3.82%
• 3Y*: 5.27%
• 5Y*: 1.29%
• 10Y*: —

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)

IBD vs. RQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBD Inspire Corporate Bond Impact ETF	0.03%	7.70%	3.58%	6.00%	-8.94%	-1.89%	5.15%	7.97%	-1.18%	2.10%
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%	3.91%

Correlation

The correlation between IBD and RQI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jul 11, 2017	0.22

Return for Risk

IBD vs. RQI — Risk / Return Rank

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

IBD

IBD Risk / Return Rank: 30
IBD Sharpe Ratio Rank: 27
IBD Sortino Ratio Rank: 26
IBD Omega Ratio Rank: 24
IBD Calmar Ratio Rank: 37
IBD Martin Ratio Rank: 37

RQI

RQI Risk / Return Rank: 57
RQI Sharpe Ratio Rank: 60
RQI Sortino Ratio Rank: 51
RQI Omega Ratio Rank: 50
RQI Calmar Ratio Rank: 59
RQI Martin Ratio Rank: 63

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.

IBD vs. RQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Corporate Bond Impact ETF (IBD) 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.

	IBD	RQI	Difference
Sharpe ratio: Return per unit of total volatility	0.91	0.54	+0.38
Sortino ratio: Return per unit of downside risk	1.36	0.81	+0.55
Omega ratio: Gain probability vs. loss probability	1.16	1.10	+0.06
Calmar ratio: Return relative to maximum drawdown	1.78	0.72	+1.06
Martin ratio: Return relative to average drawdown	5.30	2.04	+3.25

IBD vs. RQI - Sharpe Ratio Comparison

The current IBD Sharpe Ratio is 0.91, which is higher than the RQI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IBD 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.

Drawdowns

IBD vs. RQI - Drawdown Comparison

The maximum IBD drawdown since its inception was -16.30%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for IBD and RQI.

Drawdown Indicators

	IBD	RQI	Difference
Max Drawdown Largest peak-to-trough decline	-16.30%	-91.59%	+75.29%
Max Drawdown (1Y) Largest decline over 1 year	-2.15%	-11.74%	+9.59%
Max Drawdown (3Y) Largest decline over 3 years	-4.01%	-22.43%	+18.42%
Max Drawdown (5Y) Largest decline over 5 years	-14.76%	-41.06%	+26.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-59.12%	—
Current Drawdown Current decline from peak	-0.83%	-8.10%	+7.27%
Average Drawdown Average peak-to-trough decline	-3.35%	-17.90%	+14.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.72%	4.13%	-3.41%

Volatility

IBD vs. RQI - Volatility Comparison

The current volatility for Inspire Corporate Bond Impact ETF (IBD) is 1.38%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 6.20%. This indicates that IBD 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

	IBD	RQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.38%	6.20%	-4.82%
Volatility (6M) Calculated over the trailing 6-month period	2.97%	12.87%	-9.90%
Volatility (1Y) Calculated over the trailing 1-year period	4.22%	15.91%	-11.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.62%	23.01%	-17.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.70%	26.98%	-20.28%

IBD vs. RQI - Expense Ratio Comparison

IBD has a 0.49% expense ratio, which is lower than RQI's 2.21% expense ratio.

Dividends

IBD vs. RQI - Dividend Comparison

IBD's dividend yield for the trailing twelve months is around 4.25%, less than RQI's 9.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBD Inspire Corporate Bond Impact ETF	4.25%	4.17%	4.18%	3.39%	1.75%	1.36%	1.63%	2.47%	2.06%	0.82%	0.00%	0.00%
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

Can I hold both IBD and RQI in my portfolio?

IBD and RQI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IBD or RQI?

RQI has higher volatility (6.20%) compared to IBD (1.38%). In terms of maximum drawdown, IBD dropped -16.30% vs RQI's -91.59%.

Which has better risk-adjusted returns?

IBD currently has the higher Sharpe Ratio (0.91 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.