RQI vs. EFT
RQI (Cohen & Steers Quality Income Realty Fund) and EFT (Eaton Vance Floating-Rate Income Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, RQI returned 7.83%/yr vs 5.56%/yr for EFT. At a 0.31 correlation, their price movements are largely independent.
Performance
RQI vs. EFT - Performance Comparison
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Returns By Period
In the year-to-date period, RQI achieves a 12.82% return, which is significantly higher than EFT's -2.09% return. Over the past 10 years, RQI has outperformed EFT with an annualized return of 7.83%, while EFT has yielded a comparatively lower 5.56% annualized return.
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%
EFT
- 1D
- 0.19%
- 1M
- -1.13%
- YTD
- -2.09%
- 6M
- -1.52%
- 1Y
- -4.12%
- 3Y*
- 7.98%
- 5Y*
- 3.47%
- 10Y*
- 5.56%
RQI vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 11.73% |
EFT Eaton Vance Floating-Rate Income Trust | -2.09% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
Correlation
The correlation between RQI and EFT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2004 | 0.31 |
Fundamentals
RQI:
$1.66B
EFT:
$284.12M
RQI:
$1.09
EFT:
$0.85
RQI:
11.38
EFT:
12.58
RQI:
4.61
EFT:
4.72
RQI:
1.02
EFT:
0.85
RQI:
$360.06M
EFT:
$60.18M
RQI:
$283.39M
EFT:
$36.55M
RQI:
$130.74M
EFT:
$24.44M
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Return for Risk
RQI vs. EFT — Risk / Return Rank
RQI
EFT
RQI vs. EFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Eaton Vance Floating-Rate Income Trust (EFT). 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.
| RQI | EFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.93 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.32 | +1.04 |
| Martin ratioReturn relative to average drawdown | 2.04 | -0.62 | +2.66 |
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Drawdowns
RQI vs. EFT - Drawdown Comparison
The maximum RQI drawdown since its inception was -91.59%, which is greater than EFT's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for RQI and EFT.
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Drawdown Indicators
| RQI | EFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -60.58% | -31.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -13.02% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -17.49% | -4.94% |
Max Drawdown (5Y)Largest decline over 5 years | -41.06% | -24.98% | -16.08% |
Max Drawdown (10Y)Largest decline over 10 years | -59.12% | -45.51% | -13.61% |
Current DrawdownCurrent decline from peak | -8.10% | -10.79% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -8.82% | -9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 6.70% | -2.57% |
Volatility
RQI vs. EFT - Volatility Comparison
Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 6.20% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 1.16%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than EFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RQI | EFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 1.16% | +5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 7.49% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 9.31% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.01% | 12.75% | +10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.98% | 15.75% | +11.23% |
Dividends
RQI vs. EFT - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 9.31%, more than EFT's 9.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | 9.10% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
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% |
Financials
RQI vs. EFT - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Eaton Vance Floating-Rate Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
RQI vs. EFT - Profitability Comparison
RQI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported a gross profit of 43.68M and revenue of 55.28M. Therefore, the gross margin over that period was 79.0%.
EFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eaton Vance Floating-Rate Income Trust reported a gross profit of 0.00 and revenue of 13.97M. Therefore, the gross margin over that period was 0.0%.
RQI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported an operating income of -10.03M and revenue of 55.28M, resulting in an operating margin of -18.2%.
EFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eaton Vance Floating-Rate Income Trust reported an operating income of 13.37M and revenue of 13.97M, resulting in an operating margin of 95.7%.
RQI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported a net income of -27.67M and revenue of 55.28M, resulting in a net margin of -50.1%.
EFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eaton Vance Floating-Rate Income Trust reported a net income of 7.76M and revenue of 13.97M, resulting in a net margin of 55.6%.
Frequently Asked Questions
RQI and EFT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RQI has higher volatility (6.20%) compared to EFT (1.16%). In terms of maximum drawdown, RQI dropped -91.59% vs EFT's -60.58%.
RQI currently has the higher Sharpe Ratio (0.54 vs -0.44), 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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