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AIGYX vs. PRERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIGYX vs. PRERX - Performance Comparison

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

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AIGYX vs. PRERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGYX
abrdn Realty Income & Growth Fund
6.07%4.20%9.61%13.34%-24.99%62.09%-6.59%27.80%-7.59%8.52%
PRERX
Principal Real Estate Securities Fund
3.16%0.69%4.93%12.74%-25.59%38.94%-3.75%30.47%-4.77%8.49%

Returns By Period

In the year-to-date period, AIGYX achieves a 6.07% return, which is significantly higher than PRERX's 3.16% return. Over the past 10 years, AIGYX has outperformed PRERX with an annualized return of 7.54%, while PRERX has yielded a comparatively lower 5.16% annualized return.


AIGYX

1D
1.49%
1M
-6.16%
YTD
6.07%
6M
5.14%
1Y
10.06%
3Y*
10.00%
5Y*
8.96%
10Y*
7.54%

PRERX

1D
1.43%
1M
-5.79%
YTD
3.16%
6M
0.55%
1Y
0.27%
3Y*
6.02%
5Y*
3.12%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIGYX vs. PRERX - Expense Ratio Comparison

AIGYX has a 1.01% expense ratio, which is lower than PRERX's 1.37% expense ratio.


Return for Risk

AIGYX vs. PRERX — Risk / Return Rank

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

AIGYX
AIGYX Risk / Return Rank: 2424
Overall Rank
AIGYX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AIGYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
AIGYX Omega Ratio Rank: 1919
Omega Ratio Rank
AIGYX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AIGYX Martin Ratio Rank: 3333
Martin Ratio Rank

PRERX
PRERX Risk / Return Rank: 55
Overall Rank
PRERX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PRERX Sortino Ratio Rank: 44
Sortino Ratio Rank
PRERX Omega Ratio Rank: 44
Omega Ratio Rank
PRERX Calmar Ratio Rank: 66
Calmar Ratio Rank
PRERX Martin Ratio Rank: 66
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.

AIGYX vs. PRERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Realty Income & Growth Fund (AIGYX) and Principal Real Estate Securities Fund (PRERX). 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.


AIGYXPRERXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.03

+0.61

Sortino ratio

Return per unit of downside risk

0.96

0.14

+0.82

Omega ratio

Gain probability vs. loss probability

1.13

1.02

+0.11

Calmar ratio

Return relative to maximum drawdown

0.91

0.11

+0.80

Martin ratio

Return relative to average drawdown

4.05

0.39

+3.66

AIGYX vs. PRERX - Sharpe Ratio Comparison

The current AIGYX Sharpe Ratio is 0.63, which is higher than the PRERX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of AIGYX and PRERX, 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


AIGYXPRERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.03

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.17

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.26

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.35

+0.03

Correlation

The correlation between AIGYX and PRERX is 0.97, 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

AIGYX vs. PRERX - Dividend Comparison

AIGYX's dividend yield for the trailing twelve months is around 7.97%, more than PRERX's 2.11% yield.


TTM20252024202320222021202020192018201720162015
AIGYX
abrdn Realty Income & Growth Fund
7.97%8.43%12.69%4.01%8.97%27.57%16.28%18.30%49.34%5.85%5.48%4.69%
PRERX
Principal Real Estate Securities Fund
2.11%2.23%3.79%2.28%3.07%3.90%2.28%2.66%3.78%3.24%4.02%6.62%

Drawdowns

AIGYX vs. PRERX - Drawdown Comparison

The maximum AIGYX drawdown since its inception was -79.94%, which is greater than PRERX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for AIGYX and PRERX.


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Drawdown Indicators


AIGYXPRERXDifference

Max Drawdown

Largest peak-to-trough decline

-79.94%

-70.21%

-9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-11.57%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-31.20%

-31.45%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-43.10%

-41.25%

-1.85%

Current Drawdown

Current decline from peak

-6.16%

-8.57%

+2.41%

Average Drawdown

Average peak-to-trough decline

-12.49%

-11.74%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.20%

-0.44%

Volatility

AIGYX vs. PRERX - Volatility Comparison

abrdn Realty Income & Growth Fund (AIGYX) has a higher volatility of 4.64% compared to Principal Real Estate Securities Fund (PRERX) at 4.37%. This indicates that AIGYX's price experiences larger fluctuations and is considered to be riskier than PRERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGYXPRERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.37%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

9.09%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.14%

15.63%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.72%

18.39%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

19.68%

+2.26%