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ARIIX vs. IRFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARIIX vs. IRFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Global Real Estate Investment Fund II (ARIIX) and Cohen & Steers International Realty Fund (IRFIX). The values are adjusted to include any dividend payments, if applicable.

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ARIIX vs. IRFIX - 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%
IRFIX
Cohen & Steers International Realty Fund
-4.81%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%

Returns By Period

In the year-to-date period, ARIIX achieves a -0.74% return, which is significantly higher than IRFIX's -4.81% return. Over the past 10 years, ARIIX has outperformed IRFIX with an annualized return of 4.34%, while IRFIX has yielded a comparatively lower 2.52% 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%

IRFIX

1D
0.46%
1M
-14.45%
YTD
-4.81%
6M
-3.48%
1Y
14.38%
3Y*
3.81%
5Y*
-2.16%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARIIX vs. IRFIX - Expense Ratio Comparison

ARIIX has a 0.74% expense ratio, which is lower than IRFIX's 1.00% expense ratio.


Return for Risk

ARIIX vs. IRFIX — 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

IRFIX
IRFIX Risk / Return Rank: 4242
Overall Rank
IRFIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 4242
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 3737
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. IRFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Global Real Estate Investment Fund II (ARIIX) and Cohen & Steers International Realty Fund (IRFIX). 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.


ARIIXIRFIXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.99

-0.42

Sortino ratio

Return per unit of downside risk

0.86

1.37

-0.51

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.74

0.86

-0.13

Martin ratio

Return relative to average drawdown

2.92

3.90

-0.99

ARIIX vs. IRFIX - Sharpe Ratio Comparison

The current ARIIX Sharpe Ratio is 0.57, which is lower than the IRFIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ARIIX and IRFIX, 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


ARIIXIRFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.99

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.14

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.16

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.18

+0.15

Correlation

The correlation between ARIIX and IRFIX is 0.75, 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. IRFIX - Dividend Comparison

ARIIX's dividend yield for the trailing twelve months is around 3.71%, less than IRFIX's 6.48% 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%
IRFIX
Cohen & Steers International Realty Fund
6.48%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%

Drawdowns

ARIIX vs. IRFIX - Drawdown Comparison

The maximum ARIIX drawdown since its inception was -70.35%, roughly equal to the maximum IRFIX drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for ARIIX and IRFIX.


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Drawdown Indicators


ARIIXIRFIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.35%

-70.13%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-14.85%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-38.41%

+4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-39.51%

-2.79%

Current Drawdown

Current decline from peak

-10.68%

-20.71%

+10.03%

Average Drawdown

Average peak-to-trough decline

-12.84%

-18.69%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.29%

-0.57%

Volatility

ARIIX vs. IRFIX - Volatility Comparison

The current volatility for AB Global Real Estate Investment Fund II (ARIIX) is 4.32%, while Cohen & Steers International Realty Fund (IRFIX) has a volatility of 5.06%. This indicates that ARIIX experiences smaller price fluctuations and is considered to be less risky than IRFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARIIXIRFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

5.06%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

9.13%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

13.55%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

15.12%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

15.59%

+2.00%