PortfoliosLab logoPortfoliosLab logo
RQI vs. TSLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RQI vs. TSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Quality Income Realty Fund (RQI) and Sixth Street Specialty Lending, Inc. (TSLX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RQI achieves a 20.21% return, which is significantly higher than TSLX's -18.90% return. Over the past 10 years, RQI has underperformed TSLX with an annualized return of 8.63%, while TSLX has yielded a comparatively higher 11.45% annualized return.


RQI

1D
-2.07%
1M
-0.67%
YTD
20.21%
6M
20.31%
1Y
16.20%
3Y*
14.43%
5Y*
4.39%
10Y*
8.63%

TSLX

1D
-1.38%
1M
-4.40%
YTD
-18.90%
6M
-19.48%
1Y
-19.78%
3Y*
6.57%
5Y*
4.47%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RQI vs. TSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RQI
Cohen & Steers Quality Income Realty Fund
20.21%2.07%8.04%15.74%-31.07%56.64%-9.28%54.62%-11.11%11.73%
TSLX
Sixth Street Specialty Lending, Inc.
-18.90%11.52%8.83%35.29%-16.37%32.33%9.77%29.62%0.36%15.47%

Correlation

The correlation between RQI and TSLX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2014

0.32

The correlation between RQI and TSLX shifts across timeframes, from 0.18 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RQI:

$1.78B

TSLX:

$1.62B

EPS

RQI:

$1.09

TSLX:

$436.19

PE Ratio

RQI:

12.21

TSLX:

0.04

PS Ratio

RQI:

4.95

TSLX:

0.02

PB Ratio

RQI:

1.10

TSLX:

0.00

Total Revenue (TTM)

RQI:

$360.06M

TSLX:

$91.48B

Gross Profit (TTM)

RQI:

$283.39M

TSLX:

$215.15M

EBITDA (TTM)

RQI:

$130.74M

TSLX:

$192.45M

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. TSLX — Risk / Return Rank

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

RQI
RQI Risk / Return Rank: 6969
Overall Rank
RQI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RQI Sortino Ratio Rank: 6767
Sortino Ratio Rank
RQI Omega Ratio Rank: 6565
Omega Ratio Rank
RQI Calmar Ratio Rank: 6969
Calmar Ratio Rank
RQI Martin Ratio Rank: 7373
Martin Ratio Rank

TSLX
TSLX Risk / Return Rank: 1212
Overall Rank
TSLX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TSLX Omega Ratio Rank: 1212
Omega Ratio Rank
TSLX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TSLX Martin Ratio Rank: 1010
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. TSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Sixth Street Specialty Lending, Inc. (TSLX). 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.


RQITSLXDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.19

0.87

+0.31

Calmar ratioReturn relative to maximum drawdown

1.39

-0.71

+2.10

Martin ratioReturn relative to average drawdown

4.12

-1.35

+5.46

RQI vs. TSLX - Sharpe Ratio Comparison

The current RQI Sharpe Ratio is 1.07, which is higher than the TSLX Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of RQI and TSLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


RQITSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

-0.81

+1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.23

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.54

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.51

-0.23

Drawdowns

RQI vs. TSLX - Drawdown Comparison

The maximum RQI drawdown since its inception was -91.59%, which is greater than TSLX's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for RQI and TSLX.


Loading charts...

Drawdown Indicators


RQITSLXDifference

Max Drawdown

Largest peak-to-trough decline

-91.59%

-50.27%

-41.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-27.94%

+16.20%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-27.94%

+5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-41.06%

-28.77%

-12.29%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

-50.27%

-8.85%

Current Drawdown

Current decline from peak

-2.07%

-26.75%

+24.68%

Average Drawdown

Average peak-to-trough decline

-17.92%

-9.08%

-8.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

14.69%

-10.75%

Volatility

RQI vs. TSLX - Volatility Comparison

The current volatility for Cohen & Steers Quality Income Realty Fund (RQI) is 4.95%, while Sixth Street Specialty Lending, Inc. (TSLX) has a volatility of 8.58%. This indicates that RQI experiences smaller price fluctuations and is considered to be less risky than TSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RQITSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

8.58%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

20.68%

-8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

15.23%

24.64%

-9.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.99%

19.40%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.95%

21.47%

+5.48%

Dividends

RQI vs. TSLX - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 8.60%, less than TSLX's 11.25% yield.


PositionTTM20252024202320222021202020192018201720162015
RQI
Cohen & Steers Quality Income Realty Fund
8.60%9.54%7.84%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%
TSLX
Sixth Street Specialty Lending, Inc.
11.25%9.44%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%

Financials

RQI vs. TSLX - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Sixth Street Specialty Lending, Inc.. 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


0.0020.00B40.00B60.00B80.00B100.00B202120222023202420252026
55.28M
91.19B
(RQI) Total Revenue
(TSLX) Total Revenue
Values in USD except per share items

RQI vs. TSLX - Profitability Comparison

The chart below illustrates the profitability comparison between Cohen & Steers Quality Income Realty Fund and Sixth Street Specialty Lending, Inc. 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%202120222023202420252026
79.0%
0
Portfolio components
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%.

TSLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported a gross profit of 0.00 and revenue of 91.19B. 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%.

TSLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported an operating income of 0.00 and revenue of 91.19B, resulting in an operating margin of 0.0%.

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%.

TSLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sixth Street Specialty Lending, Inc. reported a net income of 41.05B and revenue of 91.19B, resulting in a net margin of 45.0%.


Frequently Asked Questions


RQI and TSLX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLX has higher volatility (8.58%) compared to RQI (4.95%). In terms of maximum drawdown, RQI dropped -91.59% vs TSLX's -50.27%.

RQI currently has the higher Sharpe Ratio (1.07 vs -0.81), 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.

Portfolio Optimizer

Find the right allocation for RQI and TSLX

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