AIGYX vs. RFI

Last updated Jun 4, 2026

AIGYX (abrdn Realty Income & Growth Fund) and RFI (Cohen & Steers Total Return Realty Fund) are both REIT funds. Over the past 10 years, AIGYX returned 8.04%/yr vs 6.61%/yr for RFI. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

AIGYX vs. RFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Realty Income & Growth Fund (AIGYX) and Cohen & Steers Total Return Realty Fund (RFI). 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 RFI's 4.40% return. Over the past 10 years, AIGYX has outperformed RFI with an annualized return of 8.04%, while RFI has yielded a comparatively lower 6.61% 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%

RFI

• 1D: -0.09%
• 1M: -2.97%
• YTD: 4.40%
• 6M: 2.92%
• 1Y: 0.24%
• 3Y*: 8.07%
• 5Y*: 1.04%
• 10Y*: 6.61%

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

AIGYX vs. RFI - 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%
RFI Cohen & Steers Total Return Realty Fund	4.40%	3.55%	6.63%	4.36%	-22.13%	39.21%	-0.79%	44.46%	-8.89%	13.91%

Correlation

The correlation between AIGYX and RFI is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Jan 5, 1999	0.57

The correlation between AIGYX and RFI shifts across timeframes, from 0.57 (all time) to 0.75 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

AIGYX vs. RFI — 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

RFI

RFI Risk / Return Rank: 3
RFI Sharpe Ratio Rank: 3
RFI Sortino Ratio Rank: 3
RFI Omega Ratio Rank: 3
RFI Calmar Ratio Rank: 3
RFI Martin Ratio Rank: 3

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. RFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Realty Income & Growth Fund (AIGYX) and Cohen & Steers Total Return Realty Fund (RFI). 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	RFI	Difference
Sharpe ratio Return per unit of total volatility	1.19	0.02	+1.17
Sortino ratio Return per unit of downside risk	1.66	0.11	+1.55
Omega ratio Gain probability vs. loss probability	1.21	1.01	+0.20
Calmar ratio Return relative to maximum drawdown	2.02	0.03	+1.99
Martin ratio Return relative to average drawdown	6.93	0.06	+6.87
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. RFI - Sharpe Ratio Comparison

The current AIGYX Sharpe Ratio is 1.19, which is higher than the RFI Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of AIGYX and RFI, 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	RFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	0.02	+1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.05	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.26	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.33	+0.05

Drawdowns

AIGYX vs. RFI - Drawdown Comparison

The maximum AIGYX drawdown since its inception was -79.94%, which is greater than RFI's maximum drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for AIGYX and RFI.

Drawdown Indicators

	AIGYX	RFI	Difference
Max Drawdown Largest peak-to-trough decline	-79.94%	-73.67%	-6.27%
Max Drawdown (1Y) Largest decline over 1 year	-7.71%	-9.69%	+1.98%
Max Drawdown (3Y) Largest decline over 3 years	-18.26%	-16.93%	-1.33%
Max Drawdown (5Y) Largest decline over 5 years	-31.20%	-34.38%	+3.18%
Max Drawdown (10Y) Largest decline over 10 years	-43.10%	-50.51%	+7.41%
Current Drawdown Current decline from peak	-4.17%	-6.64%	+2.47%
Average Drawdown Average peak-to-trough decline	-12.42%	-12.11%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	4.08%	-1.84%

Volatility

AIGYX vs. RFI - Volatility Comparison

abrdn Realty Income & Growth Fund (AIGYX) and Cohen & Steers Total Return Realty Fund (RFI) have volatilities of 4.11% and 4.12%, 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	RFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	4.12%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	9.66%	9.65%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	13.02%	11.92%	+1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.71%	20.30%	+0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	25.15%	-3.20%

Dividends

AIGYX vs. RFI - Dividend Comparison

AIGYX's dividend yield for the trailing twelve months is around 7.57%, less than RFI's 8.62% 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%
RFI Cohen & Steers Total Return Realty Fund	8.62%	8.69%	8.29%	8.17%	10.02%	6.82%	7.61%	6.63%	8.93%	7.52%	7.93%	10.36%

Frequently Asked Questions

Can I hold both AIGYX and RFI in my portfolio?

AIGYX and RFI have a correlation of 0.74, 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 RFI?

RFI has higher volatility (4.12%) compared to AIGYX (4.11%). In terms of maximum drawdown, AIGYX dropped -79.94% vs RFI's -73.67%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.19 vs 0.02), 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.