RFI vs. RQI
RFI (Cohen & Steers Total Return Realty Fund) is REIT fund managed by Cohen & Steers, while RQI (Cohen & Steers Quality Income Realty Fund, Inc.) is a stock. Over the past 10 years, RFI returned 6.12%/yr vs 7.19%/yr for RQI. Their 0.63 correlation means they have sometimes moved together and sometimes differently.
Performance
RFI vs. RQI - Performance Comparison
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Returns By Period
In the year-to-date period, RFI achieves a 9.31% return, which is significantly lower than RQI's 15.75% return. Over the past 10 years, RFI has underperformed RQI with an annualized return of 6.12%, while RQI has yielded a comparatively higher 7.19% annualized return.
RFI
- 1D
- -0.95%
- 1M
- 0.88%
- 6M
- 7.35%
- YTD
- 9.31%
- 1Y
- 5.40%
- 3Y*
- 7.36%
- 5Y*
- 1.69%
- 10Y*
- 6.12%
- ALL TIME*
- 8.92%
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) |
|---|---|---|---|
| $1.26M | $1.13M | $1.28M | |
| $7.82M | $10.96M | $9.22M |
RFI vs. RQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFI Cohen & Steers Total Return Realty Fund | 9.31% | 3.55% | 6.63% | 4.36% | -22.13% | 39.21% | -0.79% | 44.46% | -8.89% | 13.91% |
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% | 11.73% |
Correlation
The correlation between RFI and RQI is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2002 | 0.63 |
The correlation between RFI and RQI shifts across timeframes, from 0.63 (all time) to 0.78 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RFI vs. RQI — Risk / Return Rank
RFI
RQI
RFI vs. RQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) 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.
| RFI | RQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.08 | -0.54 |
| Martin ratioReturn relative to average drawdown | 1.24 | 2.69 | -1.45 |
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Drawdowns
RFI vs. RQI - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for RFI and RQI.
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Drawdown Indicators
| RFI | RQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -91.59% | +17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -11.74% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -21.04% | +4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -41.06% | +6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -59.12% | +8.61% |
Current DrawdownCurrent decline from peak | -2.25% | -5.71% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -12.07% | -17.85% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 4.70% | -0.47% |
Volatility
RFI vs. RQI - Volatility Comparison
The current volatility for Cohen & Steers Total Return Realty Fund (RFI) is 3.46%, while Cohen & Steers Quality Income Realty Fund, Inc. (RQI) has a volatility of 4.16%. This indicates that RFI 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
| RFI | RQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.16% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 12.76% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 16.06% | -3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.17% | 22.98% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 26.93% | -1.78% |
Dividends
RFI vs. RQI - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.35%, less than RQI's 9.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFI Cohen & Steers Total Return Realty Fund | 8.35% | 8.69% | 8.29% | 8.17% | 10.02% | 6.82% | 7.61% | 6.63% | 8.93% | 7.52% | 7.93% | 10.36% |
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
RFI and RQI have a correlation of 0.76, 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 RFI (3.46%). In terms of maximum drawdown, RFI dropped -73.67% vs RQI's -91.59%.
RQI currently has the higher Sharpe Ratio (0.79 vs 0.42), 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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