AIGYX vs. CSDIX

Last updated Jun 4, 2026

AIGYX (abrdn Realty Income & Growth Fund) and CSDIX (Cohen & Steers Real Estate Securities Fund CLASS I) are both REIT funds. Over the past 10 years, AIGYX returned 8.04%/yr vs 7.17%/yr for CSDIX. With a 0.97 correlation, they move nearly in lockstep. AIGYX charges 1.01%/yr vs 0.84%/yr for CSDIX.

Performance

AIGYX vs. CSDIX - Performance Comparison

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

Returns By Period

In the year-to-date period, AIGYX achieves a 11.71% return, which is significantly higher than CSDIX's 10.78% return. Over the past 10 years, AIGYX has outperformed CSDIX with an annualized return of 8.04%, while CSDIX has yielded a comparatively lower 7.17% annualized return.

AIGYX

• 1D: 0.35%
• 1M: -2.21%
• YTD: 11.71%
• 6M: 9.06%
• 1Y: 16.23%
• 3Y*: 11.78%
• 5Y*: 8.03%
• 10Y*: 8.04%

CSDIX

• 1D: 0.32%
• 1M: -1.29%
• YTD: 10.78%
• 6M: 10.03%
• 1Y: 11.79%
• 3Y*: 10.91%
• 5Y*: 3.80%
• 10Y*: 7.17%

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

AIGYX vs. CSDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIGYX abrdn Realty Income & Growth Fund	11.71%	4.20%	9.61%	13.34%	-24.99%	62.09%	-6.59%	27.80%	-7.59%	8.52%
CSDIX Cohen & Steers Real Estate Securities Fund CLASS I	10.78%	4.32%	6.73%	13.18%	-26.33%	41.70%	-1.74%	31.84%	-4.25%	8.09%

Correlation

The correlation between AIGYX and CSDIX is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 5, 1999	0.97

The correlation between AIGYX and CSDIX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

Return for Risk

AIGYX vs. CSDIX — Risk / Return Rank

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

AIGYX

AIGYX Risk / Return Rank: 22
AIGYX Sharpe Ratio Rank: 18
AIGYX Sortino Ratio Rank: 16
AIGYX Omega Ratio Rank: 16
AIGYX Calmar Ratio Rank: 29
AIGYX Martin Ratio Rank: 30

CSDIX

CSDIX Risk / Return Rank: 13
CSDIX Sharpe Ratio Rank: 11
CSDIX Sortino Ratio Rank: 10
CSDIX Omega Ratio Rank: 11
CSDIX Calmar Ratio Rank: 17
CSDIX Martin Ratio Rank: 16

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. CSDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Realty Income & Growth Fund (AIGYX) and Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX). 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.

	AIGYX	CSDIX	Difference
Sharpe ratio Return per unit of total volatility	1.19	0.88	+0.32
Sortino ratio Return per unit of downside risk	1.66	1.24	+0.41
Omega ratio Gain probability vs. loss probability	1.21	1.16	+0.05
Calmar ratio Return relative to maximum drawdown	2.02	1.46	+0.55
Martin ratio Return relative to average drawdown	6.93	4.38	+2.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIGYX vs. CSDIX - Sharpe Ratio Comparison

The current AIGYX Sharpe Ratio is 1.19, which is higher than the CSDIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of AIGYX and CSDIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIGYX	CSDIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	0.88	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.20	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.35	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.35	+0.03

Drawdowns

AIGYX vs. CSDIX - Drawdown Comparison

The maximum AIGYX drawdown since its inception was -79.94%, which is greater than CSDIX's maximum drawdown of -72.37%. Use the drawdown chart below to compare losses from any high point for AIGYX and CSDIX.

Drawdown Indicators

	AIGYX	CSDIX	Difference
Max Drawdown Largest peak-to-trough decline	-79.94%	-72.37%	-7.57%
Max Drawdown (1Y) Largest decline over 1 year	-7.71%	-7.91%	+0.20%
Max Drawdown (3Y) Largest decline over 3 years	-18.26%	-17.23%	-1.03%
Max Drawdown (5Y) Largest decline over 5 years	-31.20%	-33.09%	+1.89%
Max Drawdown (10Y) Largest decline over 10 years	-43.10%	-42.68%	-0.42%
Current Drawdown Current decline from peak	-4.17%	-3.09%	-1.08%
Average Drawdown Average peak-to-trough decline	-12.42%	-10.94%	-1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.63%	-0.39%

Volatility

AIGYX vs. CSDIX - Volatility Comparison

abrdn Realty Income & Growth Fund (AIGYX) has a higher volatility of 4.11% compared to Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) at 3.79%. This indicates that AIGYX's price experiences larger fluctuations and is considered to be riskier than CSDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGYX	CSDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	3.79%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	9.66%	9.89%	-0.23%
Volatility (1Y) Calculated over the trailing 1-year period	13.02%	13.20%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.71%	18.67%	+2.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	20.86%	+1.09%

AIGYX vs. CSDIX - Expense Ratio Comparison

AIGYX has a 1.01% expense ratio, which is higher than CSDIX's 0.84% expense ratio.

Dividends

AIGYX vs. CSDIX - Dividend Comparison

AIGYX's dividend yield for the trailing twelve months is around 7.57%, more than CSDIX's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGYX abrdn Realty Income & Growth Fund	7.57%	8.43%	12.69%	4.01%	8.97%	27.57%	16.28%	18.30%	49.34%	5.85%	5.48%	4.69%
CSDIX Cohen & Steers Real Estate Securities Fund CLASS I	3.42%	3.72%	2.78%	2.93%	7.67%	4.30%	5.39%	7.62%	3.60%	2.52%	5.84%	19.24%

Frequently Asked Questions

Can I hold both AIGYX and CSDIX in my portfolio?

With a correlation of 0.93, AIGYX and CSDIX 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 CSDIX?

AIGYX has higher volatility (4.11%) compared to CSDIX (3.79%). In terms of maximum drawdown, AIGYX dropped -79.94% vs CSDIX's -72.37%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.19 vs 0.88), 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.