VNQ vs. RQI
Compare and contrast key facts about Vanguard Real Estate ETF (VNQ) and Cohen & Steers Quality Income Realty Fund (RQI).
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
VNQ vs. RQI - Performance Comparison
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VNQ vs. RQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 3.06% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
RQI Cohen & Steers Quality Income Realty Fund | 10.34% | 2.07% | 8.04% | 15.74% | -31.07% | 56.64% | -9.28% | 54.62% | -11.11% | 11.73% |
Returns By Period
In the year-to-date period, VNQ achieves a 3.06% return, which is significantly lower than RQI's 10.34% return. Over the past 10 years, VNQ has underperformed RQI with an annualized return of 4.85%, while RQI has yielded a comparatively higher 8.09% annualized return.
VNQ
- 1D
- 1.36%
- 1M
- -4.43%
- YTD
- 3.06%
- 6M
- 1.04%
- 1Y
- 2.95%
- 3Y*
- 7.33%
- 5Y*
- 3.14%
- 10Y*
- 4.85%
RQI
- 1D
- 1.15%
- 1M
- -6.07%
- YTD
- 10.34%
- 6M
- 4.60%
- 1Y
- 6.42%
- 3Y*
- 10.19%
- 5Y*
- 5.62%
- 10Y*
- 8.09%
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Return for Risk
VNQ vs. RQI — Risk / Return Rank
VNQ
RQI
VNQ vs. RQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and Cohen & Steers Quality Income Realty Fund (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.
| VNQ | RQI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 0.35 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.36 | 0.58 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.08 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.50 | -0.21 |
Martin ratioReturn relative to average drawdown | 1.11 | 1.57 | -0.46 |
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
| VNQ | RQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.35 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.24 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.30 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.27 | -0.01 |
Correlation
The correlation between VNQ and RQI 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
VNQ vs. RQI - Dividend Comparison
VNQ's dividend yield for the trailing twelve months is around 3.86%, less than RQI's 9.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 3.86% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
RQI Cohen & Steers Quality Income Realty Fund | 9.08% | 9.54% | 7.84% | 7.84% | 10.41% | 5.27% | 7.74% | 6.79% | 9.27% | 7.59% | 7.86% | 7.86% |
Drawdowns
VNQ vs. RQI - Drawdown Comparison
The maximum VNQ drawdown since its inception was -73.07%, smaller than the maximum RQI drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for VNQ and RQI.
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Drawdown Indicators
| VNQ | RQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.07% | -91.59% | +18.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -11.75% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -41.06% | +6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -42.40% | -59.12% | +16.72% |
Current DrawdownCurrent decline from peak | -8.01% | -6.99% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -13.71% | -18.04% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.51% | -1.29% |
Volatility
VNQ vs. RQI - Volatility Comparison
The current volatility for Vanguard Real Estate ETF (VNQ) is 4.84%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 5.84%. This indicates that VNQ 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
| VNQ | RQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 5.84% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 11.55% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 18.42% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 23.06% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 26.94% | -6.24% |