AIGYX vs. CREEX

Last updated Jul 14, 2026

AIGYX (abrdn Realty Income & Growth Fund) and CREEX (Columbia Real Estate Equity Fund) are both REIT funds. Over the past 10 years, AIGYX returned 7.88%/yr vs 5.68%/yr for CREEX. With a 0.97 correlation, they move nearly in lockstep. Both charge a 1.01% expense ratio.

Performance

AIGYX vs. CREEX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with AIGYX having a 18.79% return and CREEX slightly lower at 18.23%. Over the past 10 years, AIGYX has outperformed CREEX with an annualized return of 7.88%, while CREEX has yielded a comparatively lower 5.68% annualized return.

AIGYX

• 1D: 0.00%
• 1M: 1.40%
• 6M: 17.10%
• YTD: 18.79%
• 1Y: 24.24%
• 3Y*: 12.48%
• 5Y*: 8.69%
• 10Y*: 7.88%

CREEX

• 1D: 0.09%
• 1M: 1.14%
• 6M: 16.72%
• YTD: 18.23%
• 1Y: 19.99%
• 3Y*: 10.44%
• 5Y*: 4.83%
• 10Y*: 5.68%

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

AIGYX vs. CREEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIGYX abrdn Realty Income & Growth Fund	18.79%	4.20%	9.61%	13.34%	-24.99%	62.09%	-6.59%	27.80%	-7.59%	8.52%
CREEX Columbia Real Estate Equity Fund	18.23%	0.19%	7.40%	16.20%	-25.10%	41.91%	-3.54%	28.40%	-7.21%	4.56%

Correlation

The correlation between AIGYX and CREEX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999	0.97

The correlation between AIGYX and CREEX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

AIGYX vs. CREEX — Risk / Return Rank

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

AIGYX

AIGYX Risk / Return Rank: 69
AIGYX Sharpe Ratio Rank: 67
AIGYX Sortino Ratio Rank: 59
AIGYX Omega Ratio Rank: 57
AIGYX Calmar Ratio Rank: 85
AIGYX Martin Ratio Rank: 78

CREEX

CREEX Risk / Return Rank: 47
CREEX Sharpe Ratio Rank: 41
CREEX Sortino Ratio Rank: 38
CREEX Omega Ratio Rank: 37
CREEX Calmar Ratio Rank: 68
CREEX Martin Ratio Rank: 48

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. CREEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Realty Income & Growth Fund (AIGYX) and Columbia Real Estate Equity Fund (CREEX). 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	CREEX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.42	+0.38
Sortino ratio: Return per unit of downside risk	2.43	1.97	+0.46
Omega ratio: Gain probability vs. loss probability	1.31	1.25	+0.07
Calmar ratio: Return relative to maximum drawdown	3.22	2.54	+0.68
Martin ratio: Return relative to average drawdown	11.11	7.95	+3.16

AIGYX vs. CREEX - Sharpe Ratio Comparison

The current AIGYX Sharpe Ratio is 1.80, which is comparable to the CREEX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of AIGYX and CREEX, 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. CREEX - Drawdown Comparison

The maximum AIGYX drawdown since its inception was -79.94%, which is greater than CREEX's maximum drawdown of -70.78%. Use the drawdown chart below to compare losses from any high point for AIGYX and CREEX.

Drawdown Indicators

	AIGYX	CREEX	Difference
Max Drawdown Largest peak-to-trough decline	-79.94%	-70.78%	-9.16%
Max Drawdown (1Y) Largest decline over 1 year	-7.71%	-7.94%	+0.23%
Max Drawdown (3Y) Largest decline over 3 years	-18.26%	-19.89%	+1.63%
Max Drawdown (5Y) Largest decline over 5 years	-31.20%	-31.25%	+0.05%
Max Drawdown (10Y) Largest decline over 10 years	-43.10%	-41.42%	-1.68%
Current Drawdown Current decline from peak	-1.30%	-1.37%	+0.07%
Average Drawdown Average peak-to-trough decline	-12.38%	-10.69%	-1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.54%	-0.31%

Volatility

AIGYX vs. CREEX - Volatility Comparison

abrdn Realty Income & Growth Fund (AIGYX) and Columbia Real Estate Equity Fund (CREEX) have volatilities of 4.88% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGYX	CREEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	4.82%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	10.87%	10.60%	+0.27%
Volatility (1Y) Calculated over the trailing 1-year period	13.78%	14.20%	-0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.77%	19.09%	+1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.97%	20.69%	+1.28%

AIGYX vs. CREEX - Expense Ratio Comparison

Both AIGYX and CREEX have an expense ratio of 1.01%.

Dividends

AIGYX vs. CREEX - Dividend Comparison

AIGYX's dividend yield for the trailing twelve months is around 6.74%, more than CREEX's 5.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGYX abrdn Realty Income & Growth Fund	6.74%	8.43%	12.69%	4.01%	8.97%	27.57%	16.28%	18.30%	49.34%	5.85%	5.48%	4.69%
CREEX Columbia Real Estate Equity Fund	5.67%	6.26%	10.13%	32.32%	5.92%	6.41%	7.50%	12.02%	8.22%	14.73%	4.23%	8.59%

Frequently Asked Questions

Can I hold both AIGYX and CREEX in my portfolio?

With a correlation of 0.97, AIGYX and CREEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AIGYX or CREEX?

AIGYX has higher volatility (4.88%) compared to CREEX (4.82%). In terms of maximum drawdown, AIGYX dropped -79.94% vs CREEX's -70.78%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.80 vs 1.42), 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.