ARIIX vs. ACGYX
ARIIX (AB Global Real Estate Investment Fund II) and ACGYX (AB Income Fund) are both mutual funds - ARIIX is a REIT fund managed by AllianceBernstein, while ACGYX is a Intermediate Core-Plus Bond fund managed by AllianceBernstein. Over the past 10 years, ARIIX returned 5.21%/yr vs 2.13%/yr for ACGYX. At a 0.29 correlation, their price movements are largely independent. ARIIX charges 0.74%/yr vs 0.54%/yr for ACGYX.
Performance
ARIIX vs. ACGYX - Performance Comparison
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Returns By Period
In the year-to-date period, ARIIX achieves a 7.14% return, which is significantly higher than ACGYX's 0.15% return. Over the past 10 years, ARIIX has outperformed ACGYX with an annualized return of 5.21%, while ACGYX has yielded a comparatively lower 2.13% annualized return.
ARIIX
- 1D
- 0.81%
- 1M
- -0.90%
- YTD
- 7.14%
- 6M
- 7.45%
- 1Y
- 10.06%
- 3Y*
- 11.25%
- 5Y*
- 2.02%
- 10Y*
- 5.21%
ACGYX
- 1D
- -0.31%
- 1M
- 0.73%
- YTD
- 0.15%
- 6M
- 0.70%
- 1Y
- 4.51%
- 3Y*
- 4.75%
- 5Y*
- -0.19%
- 10Y*
- 2.13%
ARIIX vs. ACGYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARIIX AB Global Real Estate Investment Fund II | 7.14% | 10.49% | 2.89% | 12.50% | -25.35% | 26.57% | -4.62% | 23.44% | -4.31% | 14.43% |
ACGYX AB Income Fund | 0.15% | 7.86% | 2.07% | 6.16% | -15.45% | -1.30% | 6.88% | 11.25% | -1.21% | 6.33% |
Correlation
The correlation between ARIIX and ACGYX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2016 | 0.29 |
The correlation between ARIIX and ACGYX shifts across timeframes, from 0.29 (all time) to 0.42 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ARIIX vs. ACGYX — Risk / Return Rank
ARIIX
ACGYX
ARIIX vs. ACGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Real Estate Investment Fund II (ARIIX) and AB Income Fund (ACGYX). 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.
| ARIIX | ACGYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.45 | -0.37 |
| Martin ratioReturn relative to average drawdown | 3.81 | 4.43 | -0.62 |
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Drawdowns
ARIIX vs. ACGYX - Drawdown Comparison
The maximum ARIIX drawdown since its inception was -70.35%, which is greater than ACGYX's maximum drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for ARIIX and ACGYX.
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Drawdown Indicators
| ARIIX | ACGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.35% | -21.58% | -48.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -3.36% | -7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -6.70% | -10.43% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -21.58% | -12.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.30% | -21.58% | -20.72% |
Current DrawdownCurrent decline from peak | -3.58% | -2.65% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -5.39% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 1.09% | +1.94% |
Volatility
ARIIX vs. ACGYX - Volatility Comparison
AB Global Real Estate Investment Fund II (ARIIX) has a higher volatility of 4.06% compared to AB Income Fund (ACGYX) at 1.43%. This indicates that ARIIX's price experiences larger fluctuations and is considered to be riskier than ACGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARIIX | ACGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 1.43% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 3.40% | +6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 4.43% | +7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 6.51% | +9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 5.48% | +12.17% |
ARIIX vs. ACGYX - Expense Ratio Comparison
ARIIX has a 0.74% expense ratio, which is higher than ACGYX's 0.54% expense ratio.
Dividends
ARIIX vs. ACGYX - Dividend Comparison
ARIIX's dividend yield for the trailing twelve months is around 4.11%, less than ACGYX's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGYX AB Income Fund | 4.94% | 5.02% | 5.38% | 4.04% | 3.99% | 2.95% | 3.80% | 4.50% | 4.54% | 5.84% | 3.23% | 0.00% |
ARIIX AB Global Real Estate Investment Fund II | 4.11% | 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
ARIIX and ACGYX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARIIX has higher volatility (4.06%) compared to ACGYX (1.43%). In terms of maximum drawdown, ARIIX dropped -70.35% vs ACGYX's -21.58%.
ACGYX currently has the higher Sharpe Ratio (1.10 vs 0.95), 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.
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