RQI vs. VNQ
Compare and contrast key facts about Cohen & Steers Quality Income Realty Fund (RQI) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004.
Performance
RQI vs. VNQ - Performance Comparison
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RQI vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNQ Vanguard Real Estate ETF | 1.67% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Returns By Period
In the year-to-date period, RQI achieves a 9.09% return, which is significantly higher than VNQ's 1.67% return. Over the past 10 years, RQI has outperformed VNQ with an annualized return of 7.96%, while VNQ has yielded a comparatively lower 4.69% 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%
VNQ
- 1D
- 0.36%
- 1M
- -6.21%
- YTD
- 1.67%
- 6M
- -0.84%
- 1Y
- 2.18%
- 3Y*
- 6.57%
- 5Y*
- 2.86%
- 10Y*
- 4.69%
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Return for Risk
RQI vs. VNQ — Risk / Return Rank
RQI
VNQ
RQI vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Vanguard Real Estate ETF (VNQ). 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.
| RQI | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.13 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.55 | 0.30 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.04 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.18 | +0.27 |
Martin ratioReturn relative to average drawdown | 1.44 | 0.70 | +0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RQI | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.13 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.15 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.23 | +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 VNQ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RQI vs. VNQ - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 9.19%, more than VNQ's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
RQI vs. VNQ - Drawdown Comparison
The maximum RQI drawdown since its inception was -91.59%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for RQI and VNQ.
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Drawdown Indicators
| RQI | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -73.07% | -18.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -12.44% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -41.06% | -34.48% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -59.12% | -42.40% | -16.72% |
Current DrawdownCurrent decline from peak | -8.04% | -9.24% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -18.04% | -13.71% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 3.21% | +1.28% |
Volatility
RQI vs. VNQ - Volatility Comparison
Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 5.73% compared to Vanguard Real Estate ETF (VNQ) at 4.57%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RQI | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 4.57% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.50% | 9.28% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 16.31% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.06% | 18.80% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.94% | 20.70% | +6.24% |