IBD vs. RQI
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, Inc.) is a stock. Over the past 5 years, IBD returned 1.05%/yr vs 3.41%/yr for RQI. Their 0.22 correlation means their historical movements had little consistent relationship. IBD charges 0.49%/yr vs 2.21%/yr for RQI.
Performance
IBD vs. RQI - Performance Comparison
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Returns By Period
In the year-to-date period, IBD achieves a -0.17% return, which is significantly lower than RQI's 15.75% return.
IBD
- 1D
- -0.17%
- 1M
- -0.56%
- 6M
- -0.21%
- YTD
- -0.17%
- 1Y
- 2.12%
- 3Y*
- 5.04%
- 5Y*
- 1.05%
- 10Y*
- —
- ALL TIME*
- 2.11%
RQI
- 1D
- 0.08%
- 1M
- 1.37%
- 6M
- 7.35%
- YTD
- 15.75%
- 1Y
- 13.07%
- 3Y*
- 10.38%
- 5Y*
- 3.41%
- 10Y*
- 7.19%
- ALL TIME*
- 9.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.01M | $1.94M | $1.69M | |
| $7.82M | $10.96M | $9.22M |
IBD vs. RQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBD Inspire Corporate Bond Impact ETF | -0.17% | 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, Inc. | 15.75% | 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 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2017 | 0.22 |
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Return for Risk
IBD vs. RQI — Risk / Return Rank
IBD
RQI
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, Inc. (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 ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.08 | +0.27 |
| Martin ratioReturn relative to average drawdown | 3.79 | 2.69 | +1.10 |
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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.
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Drawdown Indicators
| IBD | RQI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -3.61% | -21.04% | +17.43% |
Max Drawdown (5Y)Largest decline over 5 years | -14.63% | -41.06% | +26.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.12% | — |
Current DrawdownCurrent decline from peak | -1.03% | -5.71% | +4.68% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -17.85% | +14.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 4.70% | -3.93% |
Volatility
IBD vs. RQI - Volatility Comparison
The current volatility for Inspire Corporate Bond Impact ETF (IBD) is 1.52%, while Cohen & Steers Quality Income Realty Fund, Inc. (RQI) has a volatility of 4.16%. 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.
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Volatility by Period
| IBD | RQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 4.16% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 12.76% | -9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 16.06% | -11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.66% | 22.98% | -17.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.68% | 26.93% | -20.25% |
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 4.27%, less than RQI's 9.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBD Inspire Corporate Bond Impact ETF | 4.27% | 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, Inc. | 9.22% | 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
IBD and RQI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RQI has higher volatility (4.16%) compared to IBD (1.52%). In terms of maximum drawdown, IBD dropped -16.30% vs RQI's -91.59%.
RQI currently has the higher Sharpe Ratio (0.79 vs 0.70), 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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