AIGYX vs. ARIIX

Last updated Jun 23, 2026

AIGYX (abrdn Realty Income & Growth Fund) and ARIIX (AB Global Real Estate Investment Fund II) are both REIT funds. Over the past 10 years, AIGYX returned 8.15%/yr vs 4.92%/yr for ARIIX. Their correlation of 0.90 suggests significant overlap in exposure. AIGYX charges 1.01%/yr vs 0.74%/yr for ARIIX.

Performance

AIGYX vs. ARIIX - Performance Comparison

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

Returns By Period

In the year-to-date period, AIGYX achieves a 14.59% return, which is significantly higher than ARIIX's 6.29% return. Over the past 10 years, AIGYX has outperformed ARIIX with an annualized return of 8.15%, while ARIIX has yielded a comparatively lower 4.92% annualized return.

AIGYX

• 1D: 0.39%
• 1M: -1.04%
• YTD: 14.59%
• 6M: 14.37%
• 1Y: 19.28%
• 3Y*: 11.94%
• 5Y*: 8.77%
• 10Y*: 8.15%

ARIIX

• 1D: 0.27%
• 1M: -1.69%
• YTD: 6.29%
• 6M: 6.89%
• 1Y: 10.63%
• 3Y*: 9.20%
• 5Y*: 2.16%
• 10Y*: 4.92%

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

AIGYX vs. ARIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIGYX abrdn Realty Income & Growth Fund	14.59%	4.20%	9.61%	13.34%	-24.99%	62.09%	-6.59%	27.80%	-7.59%	8.52%
ARIIX AB Global Real Estate Investment Fund II	6.29%	10.49%	2.89%	12.50%	-25.35%	26.57%	-4.62%	23.44%	-4.31%	14.43%

Correlation

The correlation between AIGYX and ARIIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999	0.90

The correlation between AIGYX and ARIIX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

AIGYX vs. ARIIX — Risk / Return Rank

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

AIGYX

AIGYX Risk / Return Rank: 33
AIGYX Sharpe Ratio Rank: 28
AIGYX Sortino Ratio Rank: 24
AIGYX Omega Ratio Rank: 25
AIGYX Calmar Ratio Rank: 46
AIGYX Martin Ratio Rank: 41

ARIIX

ARIIX Risk / Return Rank: 11
ARIIX Sharpe Ratio Rank: 11
ARIIX Sortino Ratio Rank: 11
ARIIX Omega Ratio Rank: 11
ARIIX Calmar Ratio Rank: 10
ARIIX Martin Ratio Rank: 13

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.

AIGYX vs. ARIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Realty Income & Growth Fund (AIGYX) 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.

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.

	AIGYX	ARIIX	Difference
Sharpe ratio: Return per unit of total volatility	1.41	0.85	+0.55
Sortino ratio: Return per unit of downside risk	1.92	1.22	+0.70
Omega ratio: Gain probability vs. loss probability	1.25	1.16	+0.09
Calmar ratio: Return relative to maximum drawdown	2.48	0.96	+1.51
Martin ratio: Return relative to average drawdown	8.37	3.42	+4.95

AIGYX vs. ARIIX - Sharpe Ratio Comparison

The current AIGYX Sharpe Ratio is 1.41, which is higher than the ARIIX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AIGYX and ARIIX, 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

AIGYX vs. ARIIX - Drawdown Comparison

The maximum AIGYX drawdown since its inception was -79.94%, which is greater than ARIIX's maximum drawdown of -70.35%. Use the drawdown chart below to compare losses from any high point for AIGYX and ARIIX.

Drawdown Indicators

	AIGYX	ARIIX	Difference
Max Drawdown Largest peak-to-trough decline	-79.94%	-70.35%	-9.59%
Max Drawdown (1Y) Largest decline over 1 year	-7.71%	-10.76%	+3.05%
Max Drawdown (3Y) Largest decline over 3 years	-18.26%	-17.13%	-1.13%
Max Drawdown (5Y) Largest decline over 5 years	-31.20%	-33.83%	+2.63%
Max Drawdown (10Y) Largest decline over 10 years	-43.10%	-42.30%	-0.80%
Current Drawdown Current decline from peak	-2.19%	-4.35%	+2.16%
Average Drawdown Average peak-to-trough decline	-12.40%	-12.76%	+0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	3.03%	-0.75%

Volatility

AIGYX vs. ARIIX - Volatility Comparison

abrdn Realty Income & Growth Fund (AIGYX) has a higher volatility of 5.29% compared to AB Global Real Estate Investment Fund II (ARIIX) at 4.10%. This indicates that AIGYX's price experiences larger fluctuations and is considered to be riskier than ARIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGYX	ARIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	4.10%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	10.30%	9.41%	+0.89%
Volatility (1Y) Calculated over the trailing 1-year period	13.59%	12.18%	+1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.75%	16.32%	+4.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.97%	17.64%	+4.33%

AIGYX vs. ARIIX - Expense Ratio Comparison

AIGYX has a 1.01% expense ratio, which is higher than ARIIX's 0.74% expense ratio.

Dividends

AIGYX vs. ARIIX - Dividend Comparison

AIGYX's dividend yield for the trailing twelve months is around 6.99%, more than ARIIX's 4.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGYX abrdn Realty Income & Growth Fund	6.99%	8.43%	12.69%	4.01%	8.97%	27.57%	16.28%	18.30%	49.34%	5.85%	5.48%	4.69%
ARIIX AB Global Real Estate Investment Fund II	4.14%	3.77%	2.99%	3.34%	5.98%	4.38%	1.54%	8.58%	4.72%	5.59%	5.20%	3.45%

Frequently Asked Questions

Can I hold both AIGYX and ARIIX in my portfolio?

AIGYX and ARIIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIGYX or ARIIX?

AIGYX has higher volatility (5.29%) compared to ARIIX (4.10%). In terms of maximum drawdown, AIGYX dropped -79.94% vs ARIIX's -70.35%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.41 vs 0.85), 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.