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ACGYX vs. ARIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACGYX vs. ARIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Income Fund (ACGYX) and AB Global Real Estate Investment Fund II (ARIIX). The values are adjusted to include any dividend payments, if applicable.

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ACGYX vs. ARIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACGYX
AB Income Fund
-1.08%7.86%2.07%6.16%-15.45%-1.30%6.88%11.25%-1.21%6.33%
ARIIX
AB Global Real Estate Investment Fund II
-0.74%10.49%2.89%12.50%-25.35%26.57%-4.62%23.44%-4.31%14.43%

Returns By Period

In the year-to-date period, ACGYX achieves a -1.08% return, which is significantly lower than ARIIX's -0.74% return.


ACGYX

1D
0.47%
1M
-2.90%
YTD
-1.08%
6M
-0.04%
1Y
3.53%
3Y*
4.04%
5Y*
-0.04%
10Y*

ARIIX

1D
0.10%
1M
-10.68%
YTD
-0.74%
6M
-0.65%
1Y
7.61%
3Y*
7.30%
5Y*
2.60%
10Y*
4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACGYX vs. ARIIX - Expense Ratio Comparison

ACGYX has a 0.54% expense ratio, which is lower than ARIIX's 0.74% expense ratio.


Return for Risk

ACGYX vs. ARIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACGYX
ACGYX Risk / Return Rank: 4242
Overall Rank
ACGYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ACGYX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ACGYX Omega Ratio Rank: 3030
Omega Ratio Rank
ACGYX Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACGYX Martin Ratio Rank: 4444
Martin Ratio Rank

ARIIX
ARIIX Risk / Return Rank: 2323
Overall Rank
ARIIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARIIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
ARIIX Omega Ratio Rank: 1919
Omega Ratio Rank
ARIIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
ARIIX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACGYX vs. ARIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Income Fund (ACGYX) and AB Global Real Estate Investment Fund II (ARIIX). 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.


ACGYXARIIXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.57

+0.28

Sortino ratio

Return per unit of downside risk

1.19

0.86

+0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

1.37

0.74

+0.64

Martin ratio

Return relative to average drawdown

4.45

2.92

+1.53

ACGYX vs. ARIIX - Sharpe Ratio Comparison

The current ACGYX Sharpe Ratio is 0.85, which is higher than the ARIIX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ACGYX and ARIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACGYXARIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.57

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.16

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.33

+0.07

Correlation

The correlation between ACGYX and ARIIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ACGYX vs. ARIIX - Dividend Comparison

ACGYX's dividend yield for the trailing twelve months is around 4.62%, more than ARIIX's 3.71% yield.


TTM20252024202320222021202020192018201720162015
ACGYX
AB Income Fund
4.62%5.02%5.38%4.04%3.99%2.95%3.80%4.50%4.54%5.84%3.23%0.00%
ARIIX
AB Global Real Estate Investment Fund II
3.71%3.77%2.99%3.34%5.98%4.38%1.54%8.58%4.72%5.59%5.20%3.45%

Drawdowns

ACGYX vs. ARIIX - Drawdown Comparison

The maximum ACGYX drawdown since its inception was -21.58%, smaller than the maximum ARIIX drawdown of -70.35%. Use the drawdown chart below to compare losses from any high point for ACGYX and ARIIX.


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Drawdown Indicators


ACGYXARIIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-70.35%

+48.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-10.76%

+7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-33.83%

+12.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

Current Drawdown

Current decline from peak

-3.84%

-10.68%

+6.84%

Average Drawdown

Average peak-to-trough decline

-5.45%

-12.84%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

2.72%

-1.68%

Volatility

ACGYX vs. ARIIX - Volatility Comparison

The current volatility for AB Income Fund (ACGYX) is 1.68%, while AB Global Real Estate Investment Fund II (ARIIX) has a volatility of 4.32%. This indicates that ACGYX experiences smaller price fluctuations and is considered to be less risky than ARIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACGYXARIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

4.32%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

8.19%

-5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

14.18%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

16.24%

-9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

17.59%

-12.15%