RQI vs. EFT
RQI (Cohen & Steers Quality Income Realty Fund, Inc.) 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 7.19%/yr vs 5.23%/yr for EFT. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
RQI vs. EFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RQI achieves a 15.75% return, which is significantly higher than EFT's -2.04% return. Over the past 10 years, RQI has outperformed EFT with an annualized return of 7.19%, while EFT has yielded a comparatively lower 5.23% annualized return.
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%
EFT
- 1D
- -0.28%
- 1M
- -0.79%
- 6M
- -2.90%
- YTD
- -2.04%
- 1Y
- -5.78%
- 3Y*
- 5.96%
- 5Y*
- 3.14%
- 10Y*
- 5.23%
- ALL TIME*
- 4.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $699.02K | $595.84K | $824.52K | |
| $7.82M | $10.96M | $9.22M |
RQI vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFT Eaton Vance Floating-Rate Income Trust | -2.04% | -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 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2004 | 0.31 |
The correlation between RQI and EFT shifts across timeframes, from 0.21 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RQI:
$1.69B
EFT:
$282.52M
RQI:
$1.09
EFT:
$0.59
RQI:
11.59
EFT:
18.06
RQI:
4.70
EFT:
5.77
RQI:
1.04
EFT:
0.88
RQI:
$360.06M
EFT:
$48.98M
RQI:
$283.39M
EFT:
$35.24M
RQI:
$130.74M
EFT:
$28.33M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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, Inc. (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 | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.87 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | -0.62 | +1.70 |
| Martin ratioReturn relative to average drawdown | 2.69 | -1.39 | +4.08 |
Loading charts...
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.
Loading charts...
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% | -10.54% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -17.49% | -3.55% |
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 | -5.71% | -10.75% | +5.04% |
Average DrawdownAverage peak-to-trough decline | -17.85% | -8.82% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 5.41% | -0.71% |
Volatility
RQI vs. EFT - Volatility Comparison
Cohen & Steers Quality Income Realty Fund, Inc. (RQI) has a higher volatility of 4.16% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 1.36%. 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.
Loading charts...
Volatility by Period
| RQI | EFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 1.36% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 7.14% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 8.66% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 12.71% | +10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.93% | 15.72% | +11.21% |
Dividends
RQI vs. EFT - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 9.22%, more than EFT's 8.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | 8.91% | 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, 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% |
Financials
RQI vs. EFT - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund, Inc. 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
Frequently Asked Questions
RQI and EFT have a correlation of 0.21, 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 EFT (1.36%). In terms of maximum drawdown, RQI dropped -91.59% vs EFT's -60.58%.
RQI currently has the higher Sharpe Ratio (0.79 vs -0.76), 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.
Find the right allocation for RQI and EFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer