ARIIX vs. DFITX
ARIIX (AB Global Real Estate Investment Fund II) and DFITX (DFA International Real Estate Securities) are both REIT funds. Over the past 10 years, ARIIX returned 4.80%/yr vs 1.95%/yr for DFITX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. ARIIX charges 0.74%/yr vs 0.27%/yr for DFITX.
Performance
ARIIX vs. DFITX - Performance Comparison
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Returns By Period
In the year-to-date period, ARIIX achieves a 12.37% return, which is significantly higher than DFITX's 4.22% return. Over the past 10 years, ARIIX has outperformed DFITX with an annualized return of 4.80%, while DFITX has yielded a comparatively lower 1.95% annualized return.
ARIIX
- 1D
- -0.17%
- 1M
- 2.25%
- 6M
- 8.68%
- YTD
- 12.37%
- 1Y
- 18.19%
- 3Y*
- 10.36%
- 5Y*
- 2.51%
- 10Y*
- 4.80%
- ALL TIME*
- 6.86%
DFITX
- 1D
- 1.54%
- 1M
- 4.50%
- 6M
- 1.54%
- YTD
- 4.22%
- 1Y
- 9.96%
- 3Y*
- 7.92%
- 5Y*
- -0.03%
- 10Y*
- 1.95%
- ALL TIME*
- 2.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ARIIX vs. DFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARIIX AB Global Real Estate Investment Fund II | 12.37% | 10.49% | 2.89% | 12.50% | -25.35% | 26.57% | -4.62% | 23.44% | -4.31% | 14.43% |
DFITX DFA International Real Estate Securities | 4.22% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Correlation
The correlation between ARIIX and DFITX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2007 | 0.79 |
The correlation between ARIIX and DFITX shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ARIIX vs. DFITX — Risk / Return Rank
ARIIX
DFITX
ARIIX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Real Estate Investment Fund II (ARIIX) and DFA International Real Estate Securities (DFITX). 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 | DFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.82 | +0.75 |
| Martin ratioReturn relative to average drawdown | 5.55 | 2.38 | +3.17 |
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Drawdowns
ARIIX vs. DFITX - Drawdown Comparison
The maximum ARIIX drawdown since its inception was -70.35%, roughly equal to the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for ARIIX and DFITX.
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Drawdown Indicators
| ARIIX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.35% | -73.49% | +3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -12.31% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -18.04% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -34.84% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.30% | -45.26% | +2.96% |
Current DrawdownCurrent decline from peak | -0.59% | -2.80% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -18.00% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.20% | -1.18% |
Volatility
ARIIX vs. DFITX - Volatility Comparison
AB Global Real Estate Investment Fund II (ARIIX) has a higher volatility of 3.48% compared to DFA International Real Estate Securities (DFITX) at 2.91%. This indicates that ARIIX's price experiences larger fluctuations and is considered to be riskier than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARIIX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 2.91% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 10.26% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 12.31% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 15.05% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 16.25% | +1.36% |
ARIIX vs. DFITX - Expense Ratio Comparison
ARIIX has a 0.74% expense ratio, which is higher than DFITX's 0.27% expense ratio.
Dividends
ARIIX vs. DFITX - Dividend Comparison
ARIIX's dividend yield for the trailing twelve months is around 3.92%, less than DFITX's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARIIX AB Global Real Estate Investment Fund II | 3.92% | 3.77% | 2.99% | 3.34% | 5.98% | 4.38% | 1.54% | 8.58% | 4.72% | 5.59% | 5.20% | 3.45% |
DFITX DFA International Real Estate Securities | 6.40% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Frequently Asked Questions
ARIIX and DFITX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARIIX has higher volatility (3.48%) compared to DFITX (2.91%). In terms of maximum drawdown, ARIIX dropped -70.35% vs DFITX's -73.49%.
ARIIX currently has the higher Sharpe Ratio (1.38 vs 0.82), 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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