CREEX vs. AIGYX

Last updated Jun 24, 2026

CREEX (Columbia Real Estate Equity Fund) and AIGYX (abrdn Realty Income & Growth Fund) are both REIT funds. Over the past 10 years, CREEX returned 5.89%/yr vs 8.34%/yr for AIGYX. With a 0.97 correlation, they move nearly in lockstep. Both charge a 1.01% expense ratio.

Performance

CREEX vs. AIGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Real Estate Equity Fund (CREEX) and abrdn Realty Income & Growth Fund (AIGYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CREEX achieves a 13.56% return, which is significantly lower than AIGYX's 16.35% return. Over the past 10 years, CREEX has underperformed AIGYX with an annualized return of 5.89%, while AIGYX has yielded a comparatively higher 8.34% annualized return.

CREEX

• 1D: -0.57%
• 1M: -1.31%
• YTD: 13.56%
• 6M: 13.93%
• 1Y: 12.89%
• 3Y*: 11.49%
• 5Y*: 4.68%
• 10Y*: 5.89%

AIGYX

• 1D: 1.54%
• 1M: 0.48%
• YTD: 16.35%
• 6M: 16.35%
• 1Y: 19.64%
• 3Y*: 14.18%
• 5Y*: 8.74%
• 10Y*: 8.34%

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

CREEX vs. AIGYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CREEX Columbia Real Estate Equity Fund	13.56%	0.19%	7.40%	16.20%	-25.10%	41.91%	-3.54%	28.40%	-7.21%	4.56%
AIGYX abrdn Realty Income & Growth Fund	16.35%	4.20%	9.61%	13.34%	-24.99%	62.09%	-6.59%	27.80%	-7.59%	8.52%

Correlation

The correlation between CREEX and AIGYX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999	0.97

The correlation between CREEX and AIGYX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

Return for Risk

CREEX vs. AIGYX — Risk / Return Rank

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

CREEX

CREEX Risk / Return Rank: 19
CREEX Sharpe Ratio Rank: 15
CREEX Sortino Ratio Rank: 14
CREEX Omega Ratio Rank: 14
CREEX Calmar Ratio Rank: 27
CREEX Martin Ratio Rank: 24

AIGYX

AIGYX Risk / Return Rank: 39
AIGYX Sharpe Ratio Rank: 34
AIGYX Sortino Ratio Rank: 30
AIGYX Omega Ratio Rank: 31
AIGYX Calmar Ratio Rank: 56
AIGYX Martin Ratio Rank: 47

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.

CREEX vs. AIGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Real Estate Equity Fund (CREEX) and abrdn Realty Income & Growth Fund (AIGYX). 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.

	CREEX	AIGYX	Difference
Sharpe ratio: Return per unit of total volatility	1.01	1.55	-0.54
Sortino ratio: Return per unit of downside risk	1.43	2.11	-0.67
Omega ratio: Gain probability vs. loss probability	1.18	1.27	-0.09
Calmar ratio: Return relative to maximum drawdown	1.81	2.75	-0.94
Martin ratio: Return relative to average drawdown	5.38	9.29	-3.91

CREEX vs. AIGYX - Sharpe Ratio Comparison

The current CREEX Sharpe Ratio is 1.01, which is lower than the AIGYX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CREEX and AIGYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CREEX vs. AIGYX - Drawdown Comparison

The maximum CREEX drawdown since its inception was -70.78%, smaller than the maximum AIGYX drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for CREEX and AIGYX.

Drawdown Indicators

	CREEX	AIGYX	Difference
Max Drawdown Largest peak-to-trough decline	-70.78%	-79.94%	+9.16%
Max Drawdown (1Y) Largest decline over 1 year	-7.94%	-7.71%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-19.89%	-18.26%	-1.63%
Max Drawdown (5Y) Largest decline over 5 years	-31.25%	-31.20%	-0.05%
Max Drawdown (10Y) Largest decline over 10 years	-41.42%	-43.10%	+1.68%
Current Drawdown Current decline from peak	-2.85%	-0.69%	-2.16%
Average Drawdown Average peak-to-trough decline	-10.70%	-12.40%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.28%	+0.38%

Volatility

CREEX vs. AIGYX - Volatility Comparison

The current volatility for Columbia Real Estate Equity Fund (CREEX) is 4.82%, while abrdn Realty Income & Growth Fund (AIGYX) has a volatility of 5.40%. This indicates that CREEX experiences smaller price fluctuations and is considered to be less risky than AIGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CREEX	AIGYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	5.40%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	10.40%	-0.33%
Volatility (1Y) Calculated over the trailing 1-year period	14.19%	13.68%	+0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.06%	20.74%	-1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.70%	21.99%	-1.29%

CREEX vs. AIGYX - Expense Ratio Comparison

Both CREEX and AIGYX have an expense ratio of 1.01%.

Dividends

CREEX vs. AIGYX - Dividend Comparison

CREEX's dividend yield for the trailing twelve months is around 3.83%, less than AIGYX's 6.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGYX abrdn Realty Income & Growth Fund	6.89%	8.43%	12.69%	4.01%	8.97%	27.57%	16.28%	18.30%	49.34%	5.85%	5.48%	4.69%
CREEX Columbia Real Estate Equity Fund	3.83%	6.26%	10.13%	32.32%	5.92%	6.41%	7.50%	12.02%	8.22%	14.73%	4.23%	8.59%

Frequently Asked Questions

Can I hold both CREEX and AIGYX in my portfolio?

With a correlation of 0.95, CREEX and AIGYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CREEX or AIGYX?

AIGYX has higher volatility (5.40%) compared to CREEX (4.82%). In terms of maximum drawdown, CREEX dropped -70.78% vs AIGYX's -79.94%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.55 vs 1.01), 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.