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 REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RQI or VNQ.
Key characteristics
| RQI | VNQ | |
|---|---|---|
| YTD Return | 15.11% | 9.63% |
| 1Y Return | 44.06% | 30.83% |
| 3Y Return (Ann) | -0.41% | -1.16% |
| 5Y Return (Ann) | 6.24% | 4.31% |
| 10Y Return (Ann) | 9.66% | 6.03% |
| Sharpe Ratio | 1.97 | 1.74 |
| Sortino Ratio | 2.75 | 2.51 |
| Omega Ratio | 1.35 | 1.32 |
| Calmar Ratio | 1.18 | 0.96 |
| Martin Ratio | 8.69 | 6.66 |
| Ulcer Index | 4.94% | 4.46% |
| Daily Std Dev | 21.74% | 17.11% |
| Max Drawdown | -91.64% | -73.07% |
| Current Drawdown | -8.15% | -9.56% |
Correlation
The correlation between RQI and VNQ is 0.71, 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.
Performance
RQI vs. VNQ - Performance Comparison
In the year-to-date period, RQI achieves a 15.11% return, which is significantly higher than VNQ's 9.63% return. Over the past 10 years, RQI has outperformed VNQ with an annualized return of 9.66%, while VNQ has yielded a comparatively lower 6.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RQI vs. VNQ - Risk-Adjusted Performance 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.
Dividends
RQI vs. VNQ - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 7.93%, more than VNQ's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RQI Cohen & Steers Quality Income Realty Fund | 7.32% | 7.84% | 10.41% | 5.27% | 7.74% | 6.79% | 9.27% | 7.59% | 7.86% | 7.86% | 6.23% | 7.59% |
VNQ Vanguard Real Estate ETF | 3.88% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
RQI vs. VNQ - Drawdown Comparison
The maximum RQI drawdown since its inception was -91.64%, 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. For additional features, visit the drawdowns tool.
Volatility
RQI vs. VNQ - Volatility Comparison
Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 7.05% compared to Vanguard Real Estate ETF (VNQ) at 5.37%. 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.