RQI vs. HYT
RQI (Cohen & Steers Quality Income Realty Fund) is a stock, while HYT (BlackRock Corporate High Yield Fund) is High Yield Bonds fund actively managed by BlackRock. Over the past 10 years, RQI returned 8.61%/yr vs 7.43%/yr for HYT. At a 0.41 correlation, their price movements are largely independent. RQI charges 2.21%/yr vs 2.83%/yr for HYT.
Performance
RQI vs. HYT - Performance Comparison
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Returns By Period
In the year-to-date period, RQI achieves a 18.57% return, which is significantly higher than HYT's 1.45% return. Over the past 10 years, RQI has outperformed HYT with an annualized return of 8.61%, while HYT has yielded a comparatively lower 7.43% annualized return.
RQI
- 1D
- 1.25%
- 1M
- -1.14%
- YTD
- 18.57%
- 6M
- 20.22%
- 1Y
- 14.88%
- 3Y*
- 13.47%
- 5Y*
- 3.99%
- 10Y*
- 8.61%
HYT
- 1D
- 0.35%
- 1M
- -0.14%
- YTD
- 1.45%
- 6M
- -2.59%
- 1Y
- -2.23%
- 3Y*
- 10.05%
- 5Y*
- 2.52%
- 10Y*
- 7.43%
RQI vs. HYT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RQI Cohen & Steers Quality Income Realty Fund | 18.57% | 2.07% | 8.04% | 15.74% | -31.07% | 56.64% | -9.28% | 54.62% | -11.11% | 11.73% |
HYT BlackRock Corporate High Yield Fund | 1.45% | 0.06% | 14.43% | 19.92% | -22.58% | 16.62% | 11.55% | 31.19% | -7.81% | 8.99% |
Correlation
The correlation between RQI and HYT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 29, 2003 | 0.41 |
The correlation between RQI and HYT shifts across timeframes, from 0.28 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RQI vs. HYT — Risk / Return Rank
RQI
HYT
RQI vs. HYT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and BlackRock Corporate High Yield Fund (HYT). 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 | HYT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.97 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.22 | +1.49 |
| Martin ratioReturn relative to average drawdown | 3.75 | -0.53 | +4.27 |
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Drawdowns
RQI vs. HYT - Drawdown Comparison
The maximum RQI drawdown since its inception was -91.59%, which is greater than HYT's maximum drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for RQI and HYT.
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Drawdown Indicators
| RQI | HYT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -56.95% | -34.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -10.17% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -13.95% | -8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -41.06% | -29.05% | -12.01% |
Max Drawdown (10Y)Largest decline over 10 years | -59.12% | -42.59% | -16.53% |
Current DrawdownCurrent decline from peak | -3.41% | -4.65% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -5.90% | -12.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 4.23% | -0.25% |
Volatility
RQI vs. HYT - Volatility Comparison
Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 6.15% compared to BlackRock Corporate High Yield Fund (HYT) at 2.62%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than HYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RQI | HYT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 2.62% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 8.02% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 9.95% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 14.47% | +8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.96% | 16.93% | +10.03% |
RQI vs. HYT - Expense Ratio Comparison
RQI has a 2.21% expense ratio, which is lower than HYT's 2.83% expense ratio.
Dividends
RQI vs. HYT - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 8.86%, less than HYT's 10.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYT BlackRock Corporate High Yield Fund | 10.84% | 10.50% | 9.53% | 9.91% | 9.80% | 7.58% | 8.18% | 7.92% | 9.20% | 7.68% | 8.23% | 10.18% |
RQI Cohen & Steers Quality Income Realty Fund | 8.86% | 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
RQI and HYT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RQI has higher volatility (6.15%) compared to HYT (2.62%). In terms of maximum drawdown, RQI dropped -91.59% vs HYT's -56.95%.
RQI currently has the higher Sharpe Ratio (0.96 vs -0.23), 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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