RQEIX vs. RQIIX

Last updated Jun 23, 2026

RQEIX (RESQ Dynamic Allocation Fund) and RQIIX (RESQ Strategic Income Fund) are both mutual funds - RQEIX is a Tactical Allocation fund managed by RESQ Funds, while RQIIX is a Diversified Portfolio fund managed by RESQ Funds. Over the past 10 years, RQEIX returned 5.92%/yr vs -1.69%/yr for RQIIX. At a 0.37 correlation, their price movements are largely independent. Both charge a 1.80% expense ratio.

Performance

RQEIX vs. RQIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RESQ Dynamic Allocation Fund (RQEIX) and RESQ Strategic Income Fund (RQIIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RQEIX achieves a 8.84% return, which is significantly higher than RQIIX's 2.57% return. Over the past 10 years, RQEIX has outperformed RQIIX with an annualized return of 5.92%, while RQIIX has yielded a comparatively lower -1.69% annualized return.

RQEIX

• 1D: 1.31%
• 1M: 2.31%
• YTD: 8.84%
• 6M: 8.29%
• 1Y: 25.03%
• 3Y*: 15.43%
• 5Y*: 5.37%
• 10Y*: 5.92%

RQIIX

• 1D: 0.57%
• 1M: 1.74%
• YTD: 2.57%
• 6M: 2.50%
• 1Y: 5.08%
• 3Y*: -2.01%
• 5Y*: -3.97%
• 10Y*: -1.69%

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

RQEIX vs. RQIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RQEIX RESQ Dynamic Allocation Fund	8.84%	14.97%	15.35%	20.27%	-17.06%	-8.45%	14.11%	7.53%	-6.02%	11.94%
RQIIX RESQ Strategic Income Fund	2.57%	1.25%	-5.13%	-4.76%	-10.09%	-7.69%	11.60%	8.23%	-13.25%	4.14%

Correlation

The correlation between RQEIX and RQIIX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.37

Over the past year, the correlation between RQEIX and RQIIX has dropped to 0.17 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

RQEIX vs. RQIIX — Risk / Return Rank

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

RQEIX

RQEIX Risk / Return Rank: 90
RQEIX Sharpe Ratio Rank: 90
RQEIX Sortino Ratio Rank: 87
RQEIX Omega Ratio Rank: 87
RQEIX Calmar Ratio Rank: 96
RQEIX Martin Ratio Rank: 92

RQIIX

RQIIX Risk / Return Rank: 13
RQIIX Sharpe Ratio Rank: 12
RQIIX Sortino Ratio Rank: 12
RQIIX Omega Ratio Rank: 17
RQIIX Calmar Ratio Rank: 16
RQIIX Martin Ratio Rank: 10

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.

RQEIX vs. RQIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RESQ Dynamic Allocation Fund (RQEIX) and RESQ Strategic Income Fund (RQIIX). 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.

	RQEIX	RQIIX	Difference
Sharpe ratio: Return per unit of total volatility	2.73	0.90	+1.83
Sortino ratio: Return per unit of downside risk	3.84	1.30	+2.53
Omega ratio: Gain probability vs. loss probability	1.56	1.20	+0.36
Calmar ratio: Return relative to maximum drawdown	5.85	1.35	+4.50
Martin ratio: Return relative to average drawdown	17.54	2.64	+14.90

RQEIX vs. RQIIX - Sharpe Ratio Comparison

The current RQEIX Sharpe Ratio is 2.73, which is higher than the RQIIX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of RQEIX and RQIIX, 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

RQEIX vs. RQIIX - Drawdown Comparison

The maximum RQEIX drawdown since its inception was -33.25%, roughly equal to the maximum RQIIX drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for RQEIX and RQIIX.

Drawdown Indicators

	RQEIX	RQIIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-34.30%	+1.05%
Max Drawdown (1Y) Largest decline over 1 year	-4.26%	-3.65%	-0.61%
Max Drawdown (3Y) Largest decline over 3 years	-17.96%	-19.56%	+1.60%
Max Drawdown (5Y) Largest decline over 5 years	-31.29%	-30.23%	-1.06%
Max Drawdown (10Y) Largest decline over 10 years	-33.25%	-34.30%	+1.05%
Current Drawdown Current decline from peak	-0.32%	-23.83%	+23.51%
Average Drawdown Average peak-to-trough decline	-11.23%	-13.13%	+1.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.42%	1.87%	-0.45%

Volatility

RQEIX vs. RQIIX - Volatility Comparison

RESQ Dynamic Allocation Fund (RQEIX) has a higher volatility of 5.07% compared to RESQ Strategic Income Fund (RQIIX) at 1.18%. This indicates that RQEIX's price experiences larger fluctuations and is considered to be riskier than RQIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RQEIX	RQIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	1.18%	+3.89%
Volatility (6M) Calculated over the trailing 6-month period	7.05%	4.45%	+2.60%
Volatility (1Y) Calculated over the trailing 1-year period	9.14%	5.50%	+3.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	13.02%	+3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.07%	10.96%	+5.11%

RQEIX vs. RQIIX - Expense Ratio Comparison

Both RQEIX and RQIIX have an expense ratio of 1.80%.

Dividends

RQEIX vs. RQIIX - Dividend Comparison

RQEIX's dividend yield for the trailing twelve months is around 13.61%, more than RQIIX's 2.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RQEIX RESQ Dynamic Allocation Fund	13.61%	14.53%	0.38%	0.00%	0.38%	0.00%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%
RQIIX RESQ Strategic Income Fund	2.32%	2.55%	2.87%	1.90%	1.02%	0.00%	0.40%	0.78%	1.23%	1.00%	0.21%	0.49%

Frequently Asked Questions

Can I hold both RQEIX and RQIIX in my portfolio?

RQEIX and RQIIX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RQEIX or RQIIX?

RQEIX has higher volatility (5.07%) compared to RQIIX (1.18%). In terms of maximum drawdown, RQEIX dropped -33.25% vs RQIIX's -34.30%.

Which has better risk-adjusted returns?

RQEIX currently has the higher Sharpe Ratio (2.73 vs 0.90), 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.