RQIIX vs. RQEIX

Last updated Aug 1, 2026

RQIIX (RESQ Strategic Income Fund) and RQEIX (RESQ Dynamic Allocation Fund) are both mutual funds - RQIIX is a Diversified Portfolio fund managed by RESQ, while RQEIX is a Tactical Allocation fund managed by RESQ. Over the past 10 years, RQIIX returned -2.07%/yr vs 4.80%/yr for RQEIX. Their 0.37 correlation means their historical movements had little consistent relationship. Both charge a 1.80% expense ratio.

Performance

RQIIX vs. RQEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RESQ Strategic Income Fund (RQIIX) and RESQ Dynamic Allocation Fund (RQEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RQIIX achieves a 1.39% return, which is significantly lower than RQEIX's 6.45% return. Over the past 10 years, RQIIX has underperformed RQEIX with an annualized return of -2.07%, while RQEIX has yielded a comparatively higher 4.80% annualized return.

RQIIX

• 1D: 0.00%
• 1M: -0.57%
• 6M: 2.58%
• YTD: 1.39%
• 1Y: 3.51%
• 3Y*: -1.60%
• 5Y*: -4.21%
• 10Y*: -2.07%
• ALL TIME*: -1.38%

RQEIX

• 1D: 0.92%
• 1M: -0.90%
• 6M: 4.80%
• YTD: 6.45%
• 1Y: 19.75%
• 3Y*: 11.81%
• 5Y*: 5.64%
• 10Y*: 4.80%
• ALL TIME*: 3.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RQEIX RESQ Dynamic Allocation Fund	$0.00	$0.00	$0.00
RQIIX RESQ Strategic Income Fund	$0.00	$0.00	$0.00

RQIIX vs. RQEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RQIIX RESQ Strategic Income Fund	1.39%	1.25%	-5.13%	-4.76%	-10.09%	-7.69%	11.60%	8.23%	-13.25%	4.14%
RQEIX RESQ Dynamic Allocation Fund	6.45%	14.97%	15.35%	20.27%	-17.06%	-8.45%	14.11%	7.53%	-6.02%	11.94%

Correlation

The correlation between RQIIX and RQEIX is 0.14, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.14
Correlation (3Y) Balances recent behavior with more history.	0.11
Correlation (5Y) Shows whether the relationship held over a longer period.	0.18
Correlation (10Y) Provides a long-term view across more market conditions.	0.31
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.37

Over the past year, the correlation between RQIIX and RQEIX has dropped to 0.14 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

RQIIX vs. RQEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RQIIX

RQIIX Risk / Return Rank: 18
RQIIX Sharpe Ratio Rank: 17
RQIIX Sortino Ratio Rank: 16
RQIIX Omega Ratio Rank: 23
RQIIX Calmar Ratio Rank: 21
RQIIX Martin Ratio Rank: 14

RQEIX

RQEIX Risk / Return Rank: 84
RQEIX Sharpe Ratio Rank: 79
RQEIX Sortino Ratio Rank: 77
RQEIX Omega Ratio Rank: 82
RQEIX Calmar Ratio Rank: 95
RQEIX Martin Ratio Rank: 88

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RQIIX vs. RQEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RESQ Strategic Income Fund (RQIIX) and RESQ Dynamic Allocation Fund (RQEIX). 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.

	RQIIX	RQEIX	Difference
Sharpe ratio: Return per unit of total volatility	0.70	1.91	-1.21
Sortino ratio: Return per unit of downside risk	1.02	2.66	-1.64
Omega ratio: Gain probability vs. loss probability	1.16	1.39	-0.23
Calmar ratio: Return relative to maximum drawdown	1.05	4.21	-3.16
Martin ratio: Return relative to average drawdown	2.07	11.89	-9.82

RQIIX vs. RQEIX - Sharpe Ratio Comparison

The current RQIIX Sharpe Ratio is 0.70, which is lower than the RQEIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of RQIIX and RQEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RQIIX vs. RQEIX - Drawdown Comparison

The maximum RQIIX drawdown since its inception was -34.30%, roughly equal to the maximum RQEIX drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for RQIIX and RQEIX.

Drawdown Indicators

	RQIIX	RQEIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.30%	-33.25%	-1.05%
Max Drawdown (1Y) Largest decline over 1 year	-3.65%	-4.26%	+0.61%
Max Drawdown (3Y) Largest decline over 3 years	-15.45%	-17.96%	+2.51%
Max Drawdown (5Y) Largest decline over 5 years	-30.15%	-28.82%	-1.33%
Max Drawdown (10Y) Largest decline over 10 years	-34.30%	-33.25%	-1.05%
Current Drawdown Current decline from peak	-24.70%	-2.51%	-22.19%
Average Drawdown Average peak-to-trough decline	-13.23%	-11.15%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	1.51%	+0.34%

Volatility

RQIIX vs. RQEIX - Volatility Comparison

The current volatility for RESQ Strategic Income Fund (RQIIX) is 0.82%, while RESQ Dynamic Allocation Fund (RQEIX) has a volatility of 2.00%. This indicates that RQIIX experiences smaller price fluctuations and is considered to be less risky than RQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RQIIX	RQEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.82%	2.00%	-1.18%
Volatility (6M) Calculated over the trailing 6-month period	4.13%	7.53%	-3.40%
Volatility (1Y) Calculated over the trailing 1-year period	5.43%	9.40%	-3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.01%	16.79%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.95%	16.02%	-5.07%

RQIIX vs. RQEIX - Expense Ratio Comparison

Both RQIIX and RQEIX have an expense ratio of 1.80%.

Dividends

RQIIX vs. RQEIX - Dividend Comparison

RQIIX's dividend yield for the trailing twelve months is around 2.00%, less than RQEIX's 14.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RQEIX RESQ Dynamic Allocation Fund	14.07%	14.53%	0.38%	0.00%	0.38%	0.00%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%
RQIIX RESQ Strategic Income Fund	2.00%	2.55%	2.87%	1.90%	1.02%	0.00%	0.40%	0.78%	1.23%	1.00%	0.21%	0.49%

Frequently Asked Questions

Can I hold both RQIIX and RQEIX in my portfolio?

RQIIX and RQEIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RQIIX or RQEIX?

RQEIX has higher volatility (2.00%) compared to RQIIX (0.82%). In terms of maximum drawdown, RQIIX dropped -34.30% vs RQEIX's -33.25%.

Which has better risk-adjusted returns?

RQEIX currently has the higher Sharpe Ratio (1.91 vs 0.70), 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.