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RQI vs. IBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RQI vs. IBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Quality Income Realty Fund (RQI) and Inspire Corporate Bond Impact ETF (IBD). The values are adjusted to include any dividend payments, if applicable.

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RQI vs. IBD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RQI
Cohen & Steers Quality Income Realty Fund
7.83%2.07%8.04%15.74%-31.07%56.64%-9.28%54.62%-11.11%4.08%
IBD
Inspire Corporate Bond Impact ETF
-0.47%7.70%3.58%6.00%-8.94%-1.89%5.15%7.97%-1.18%1.32%

Returns By Period

In the year-to-date period, RQI achieves a 7.83% return, which is significantly higher than IBD's -0.47% return.


RQI

1D
1.52%
1M
-8.83%
YTD
7.83%
6M
1.90%
1Y
5.24%
3Y*
9.23%
5Y*
5.14%
10Y*
7.84%

IBD

1D
0.37%
1M
-1.17%
YTD
-0.47%
6M
0.89%
1Y
4.80%
3Y*
4.81%
5Y*
1.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RQI vs. IBD — Risk / Return Rank

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

RQI
RQI Risk / Return Rank: 5050
Overall Rank
RQI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RQI Sortino Ratio Rank: 4343
Sortino Ratio Rank
RQI Omega Ratio Rank: 4343
Omega Ratio Rank
RQI Calmar Ratio Rank: 5353
Calmar Ratio Rank
RQI Martin Ratio Rank: 5656
Martin Ratio Rank

IBD
IBD Risk / Return Rank: 5959
Overall Rank
IBD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IBD Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBD Omega Ratio Rank: 4545
Omega Ratio Rank
IBD Calmar Ratio Rank: 7676
Calmar Ratio Rank
IBD Martin Ratio Rank: 7070
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. IBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Inspire Corporate Bond Impact ETF (IBD). 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.


RQIIBDDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.96

-0.67

Sortino ratio

Return per unit of downside risk

0.50

1.35

-0.85

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratio

Return relative to maximum drawdown

0.41

1.97

-1.56

Martin ratio

Return relative to average drawdown

1.31

7.07

-5.77

RQI vs. IBD - Sharpe Ratio Comparison

The current RQI Sharpe Ratio is 0.29, which is lower than the IBD Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RQI and IBD, 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


RQIIBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.96

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.26

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.31

-0.04

Correlation

The correlation between RQI and IBD is 0.22, 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. IBD - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 9.29%, more than IBD's 4.26% yield.


TTM20252024202320222021202020192018201720162015
RQI
Cohen & Steers Quality Income Realty Fund
9.29%9.54%7.84%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%
IBD
Inspire Corporate Bond Impact ETF
4.26%4.17%4.18%3.39%1.75%1.36%1.63%2.47%2.06%0.82%0.00%0.00%

Drawdowns

RQI vs. IBD - Drawdown Comparison

The maximum RQI drawdown since its inception was -91.59%, which is greater than IBD's maximum drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for RQI and IBD.


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Drawdown Indicators


RQIIBDDifference

Max Drawdown

Largest peak-to-trough decline

-91.59%

-16.30%

-75.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-2.55%

-11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-41.06%

-14.76%

-26.30%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

Current Drawdown

Current decline from peak

-9.10%

-1.32%

-7.78%

Average Drawdown

Average peak-to-trough decline

-18.04%

-3.41%

-14.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

0.71%

+3.75%

Volatility

RQI vs. IBD - Volatility Comparison

Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 5.53% compared to Inspire Corporate Bond Impact ETF (IBD) at 1.44%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than IBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RQIIBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

1.44%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

2.99%

+8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

5.02%

+13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

5.59%

+17.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

6.76%

+20.18%