RQIIX vs. RQI
RQIIX (RESQ Strategic Income Fund) is Diversified Portfolio fund managed by RESQ, while RQI (Cohen & Steers Quality Income Realty Fund, Inc.) is a stock. Over the past 10 years, RQIIX returned -2.07%/yr vs 7.19%/yr for RQI. Their 0.29 correlation means their historical movements had little consistent relationship. RQIIX charges 1.80%/yr vs 2.21%/yr for RQI.
Performance
RQIIX vs. RQI - Performance Comparison
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Returns By Period
In the year-to-date period, RQIIX achieves a 1.39% return, which is significantly lower than RQI's 15.75% return. Over the past 10 years, RQIIX has underperformed RQI with an annualized return of -2.07%, while RQI has yielded a comparatively higher 7.19% 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%
RQI
- 1D
- 0.08%
- 1M
- 1.37%
- 6M
- 7.35%
- YTD
- 15.75%
- 1Y
- 13.07%
- 3Y*
- 10.38%
- 5Y*
- 3.41%
- 10Y*
- 7.19%
- ALL TIME*
- 9.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.82M | $10.96M | $9.22M | |
| $0.00 | $0.00 | $0.00 |
RQIIX vs. RQI - 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% |
RQI Cohen & Steers Quality Income Realty Fund, Inc. | 15.75% | 2.07% | 8.04% | 15.74% | -31.07% | 56.64% | -9.28% | 54.62% | -11.11% | 11.73% |
Correlation
The correlation between RQIIX and RQI is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.29 |
The correlation between RQIIX and RQI shifts across timeframes, from 0.22 (1 year) to 0.33 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RQIIX vs. RQI — Risk / Return Rank
RQIIX
RQI
RQIIX vs. RQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RESQ Strategic Income Fund (RQIIX) and Cohen & Steers Quality Income Realty Fund, Inc. (RQI). 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 | RQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.08 | -0.03 |
| Martin ratioReturn relative to average drawdown | 2.07 | 2.69 | -0.63 |
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Drawdowns
RQIIX vs. RQI - Drawdown Comparison
The maximum RQIIX drawdown since its inception was -34.30%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for RQIIX and RQI.
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Drawdown Indicators
| RQIIX | RQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.30% | -91.59% | +57.29% |
Max Drawdown (1Y)Largest decline over 1 year | -3.65% | -11.74% | +8.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.45% | -21.04% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -30.15% | -41.06% | +10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -34.30% | -59.12% | +24.82% |
Current DrawdownCurrent decline from peak | -24.70% | -5.71% | -18.99% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -17.85% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 4.70% | -2.85% |
Volatility
RQIIX vs. RQI - Volatility Comparison
The current volatility for RESQ Strategic Income Fund (RQIIX) is 0.82%, while Cohen & Steers Quality Income Realty Fund, Inc. (RQI) has a volatility of 4.16%. This indicates that RQIIX experiences smaller price fluctuations and is considered to be less risky than RQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RQIIX | RQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 4.16% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 4.13% | 12.76% | -8.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.43% | 16.06% | -10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.01% | 22.98% | -9.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 26.93% | -15.98% |
RQIIX vs. RQI - Expense Ratio Comparison
RQIIX has a 1.80% expense ratio, which is lower than RQI's 2.21% expense ratio.
Dividends
RQIIX vs. RQI - Dividend Comparison
RQIIX's dividend yield for the trailing twelve months is around 2.00%, less than RQI's 9.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RQI Cohen & Steers Quality Income Realty Fund, Inc. | 9.22% | 9.54% | 7.84% | 7.84% | 10.41% | 5.27% | 7.74% | 6.79% | 9.27% | 7.59% | 7.86% | 7.86% |
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
RQIIX and RQI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RQI has higher volatility (4.16%) compared to RQIIX (0.82%). In terms of maximum drawdown, RQIIX dropped -34.30% vs RQI's -91.59%.
RQI currently has the higher Sharpe Ratio (0.79 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.
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