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RQI vs. EFT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RQI vs. EFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Quality Income Realty Fund (RQI) and Eaton Vance Floating-Rate Income Trust (EFT). The values are adjusted to include any dividend payments, if applicable.

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RQI vs. EFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RQI
Cohen & Steers Quality Income Realty Fund
9.09%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
-4.39%-3.77%13.17%27.14%-19.69%21.00%2.41%16.85%-6.14%1.63%

Fundamentals

Market Cap

RQI:

$1.64B

EFT:

$282.79M

EPS

RQI:

$1.09

EFT:

$0.85

PE Ratio

RQI:

11.23

EFT:

12.53

PS Ratio

RQI:

4.55

EFT:

4.70

PB Ratio

RQI:

1.01

EFT:

0.85

Total Revenue (TTM)

RQI:

$360.06M

EFT:

$60.18M

Gross Profit (TTM)

RQI:

$283.39M

EFT:

$36.55M

EBITDA (TTM)

RQI:

$130.74M

EFT:

$24.44M

Returns By Period

In the year-to-date period, RQI achieves a 9.09% return, which is significantly higher than EFT's -4.39% return. Over the past 10 years, RQI has outperformed EFT with an annualized return of 7.96%, while EFT has yielded a comparatively lower 5.76% annualized return.


RQI

1D
1.16%
1M
-8.04%
YTD
9.09%
6M
2.83%
1Y
5.87%
3Y*
9.65%
5Y*
5.38%
10Y*
7.96%

EFT

1D
-0.84%
1M
-1.44%
YTD
-4.39%
6M
-5.13%
1Y
-6.62%
3Y*
7.80%
5Y*
3.52%
10Y*
5.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RQI vs. EFT — Risk / Return Rank

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

RQI
RQI Risk / Return Rank: 4949
Overall Rank
RQI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RQI Sortino Ratio Rank: 4242
Sortino Ratio Rank
RQI Omega Ratio Rank: 4242
Omega Ratio Rank
RQI Calmar Ratio Rank: 5151
Calmar Ratio Rank
RQI Martin Ratio Rank: 5555
Martin Ratio Rank

EFT
EFT Risk / Return Rank: 1818
Overall Rank
EFT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EFT Sortino Ratio Rank: 1717
Sortino Ratio Rank
EFT Omega Ratio Rank: 1515
Omega Ratio Rank
EFT Calmar Ratio Rank: 2222
Calmar Ratio Rank
EFT Martin Ratio Rank: 1515
Martin Ratio Rank
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.

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.


RQIEFTDifference

Sharpe ratio

Return per unit of total volatility

0.32

-0.48

+0.80

Sortino ratio

Return per unit of downside risk

0.55

-0.56

+1.11

Omega ratio

Gain probability vs. loss probability

1.07

0.91

+0.17

Calmar ratio

Return relative to maximum drawdown

0.45

-0.56

+1.01

Martin ratio

Return relative to average drawdown

1.44

-1.28

+2.72

RQI vs. EFT - Sharpe Ratio Comparison

The current RQI Sharpe Ratio is 0.32, which is higher than the EFT Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of RQI and EFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RQIEFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

-0.48

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.28

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.37

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.26

+0.01

Correlation

The correlation between RQI and EFT is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RQI vs. EFT - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 9.19%, less than EFT's 9.86% yield.


TTM20252024202320222021202020192018201720162015
RQI
Cohen & Steers Quality Income Realty Fund
9.19%9.54%7.84%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%
EFT
Eaton Vance Floating-Rate Income Trust
9.86%9.55%10.52%11.09%9.81%5.24%5.88%7.41%6.77%5.73%5.54%6.57%

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


RQIEFTDifference

Max Drawdown

Largest peak-to-trough decline

-91.59%

-60.58%

-31.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-13.02%

-1.23%

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 Drawdown

Current decline from peak

-8.04%

-12.88%

+4.84%

Average Drawdown

Average peak-to-trough decline

-18.04%

-8.80%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

5.69%

-1.20%

Volatility

RQI vs. EFT - Volatility Comparison

Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 5.73% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 5.25%. 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


RQIEFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

5.25%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

6.96%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

13.97%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

12.67%

+10.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

15.74%

+11.20%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20212022202320242025
55.28M
13.97M
(RQI) Total Revenue
(EFT) Total Revenue
Values in USD except per share items

RQI vs. EFT - Profitability Comparison

The chart below illustrates the profitability comparison between Cohen & Steers Quality Income Realty Fund and Eaton Vance Floating-Rate Income Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
79.0%
0
Portfolio components
RQI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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 Apr 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 Apr 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 Apr 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 Apr 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 Apr 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%.