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ARIIX vs. FRIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARIIX vs. FRIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Global Real Estate Investment Fund II (ARIIX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). The values are adjusted to include any dividend payments, if applicable.

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ARIIX vs. FRIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARIIX
AB Global Real Estate Investment Fund II
-0.74%10.49%2.89%12.50%-25.35%26.57%-4.62%23.44%-4.31%14.43%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
0.00%7.10%7.89%9.36%-14.59%18.98%-1.08%17.89%-1.81%6.23%

Returns By Period

Over the past 10 years, ARIIX has underperformed FRIRX with an annualized return of 4.34%, while FRIRX has yielded a comparatively higher 5.26% annualized return.


ARIIX

1D
0.10%
1M
-10.68%
YTD
-0.74%
6M
-0.65%
1Y
7.61%
3Y*
7.30%
5Y*
2.60%
10Y*
4.34%

FRIRX

1D
0.33%
1M
-3.11%
YTD
0.00%
6M
0.98%
1Y
4.37%
3Y*
7.38%
5Y*
3.90%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARIIX vs. FRIRX - Expense Ratio Comparison

ARIIX has a 0.74% expense ratio, which is higher than FRIRX's 0.71% expense ratio.


Return for Risk

ARIIX vs. FRIRX — Risk / Return Rank

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

ARIIX
ARIIX Risk / Return Rank: 2323
Overall Rank
ARIIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARIIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
ARIIX Omega Ratio Rank: 1919
Omega Ratio Rank
ARIIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
ARIIX Martin Ratio Rank: 2727
Martin Ratio Rank

FRIRX
FRIRX Risk / Return Rank: 4343
Overall Rank
FRIRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FRIRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FRIRX Omega Ratio Rank: 4040
Omega Ratio Rank
FRIRX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FRIRX Martin Ratio Rank: 4646
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.

ARIIX vs. FRIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Global Real Estate Investment Fund II (ARIIX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). 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.


ARIIXFRIRXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.91

-0.34

Sortino ratio

Return per unit of downside risk

0.86

1.21

-0.35

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.74

1.10

-0.36

Martin ratio

Return relative to average drawdown

2.92

4.66

-1.74

ARIIX vs. FRIRX - Sharpe Ratio Comparison

The current ARIIX Sharpe Ratio is 0.57, which is lower than the FRIRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ARIIX and FRIRX, 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


ARIIXFRIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.91

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.60

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.56

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.78

-0.46

Correlation

The correlation between ARIIX and FRIRX is 0.86, 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

ARIIX vs. FRIRX - Dividend Comparison

ARIIX's dividend yield for the trailing twelve months is around 3.71%, less than FRIRX's 4.62% yield.


TTM20252024202320222021202020192018201720162015
ARIIX
AB Global Real Estate Investment Fund II
3.71%3.77%2.99%3.34%5.98%4.38%1.54%8.58%4.72%5.59%5.20%3.45%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
4.62%4.62%4.68%5.01%6.08%1.48%4.80%5.70%5.10%4.43%5.05%3.69%

Drawdowns

ARIIX vs. FRIRX - Drawdown Comparison

The maximum ARIIX drawdown since its inception was -70.35%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for ARIIX and FRIRX.


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Drawdown Indicators


ARIIXFRIRXDifference

Max Drawdown

Largest peak-to-trough decline

-70.35%

-34.50%

-35.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-4.30%

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-18.18%

-15.65%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-34.50%

-7.80%

Current Drawdown

Current decline from peak

-10.68%

-3.11%

-7.57%

Average Drawdown

Average peak-to-trough decline

-12.84%

-3.30%

-9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

1.01%

+1.71%

Volatility

ARIIX vs. FRIRX - Volatility Comparison

AB Global Real Estate Investment Fund II (ARIIX) has a higher volatility of 4.32% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.57%. This indicates that ARIIX's price experiences larger fluctuations and is considered to be riskier than FRIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARIIXFRIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

1.57%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

2.81%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

4.91%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

6.53%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

9.49%

+8.10%