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FREEX vs. AIGYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FREEX vs. AIGYX - Performance Comparison

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

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FREEX vs. AIGYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FREEX
Franklin Real Estate Securities Fund
1.77%2.24%3.84%9.99%-25.71%44.04%-3.34%52.71%-6.58%2.62%
AIGYX
abrdn Realty Income & Growth Fund
4.51%4.20%9.61%13.34%-24.99%62.09%-6.59%27.80%-7.59%8.52%

Returns By Period

In the year-to-date period, FREEX achieves a 1.77% return, which is significantly lower than AIGYX's 4.51% return. Over the past 10 years, FREEX has underperformed AIGYX with an annualized return of 5.85%, while AIGYX has yielded a comparatively higher 7.38% annualized return.


FREEX

1D
0.37%
1M
-6.99%
YTD
1.77%
6M
0.02%
1Y
1.17%
3Y*
5.12%
5Y*
3.65%
10Y*
5.85%

AIGYX

1D
0.19%
1M
-6.98%
YTD
4.51%
6M
3.60%
1Y
8.55%
3Y*
9.46%
5Y*
9.09%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FREEX vs. AIGYX - Expense Ratio Comparison

FREEX has a 1.11% expense ratio, which is higher than AIGYX's 1.01% expense ratio.


Return for Risk

FREEX vs. AIGYX — Risk / Return Rank

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

FREEX
FREEX Risk / Return Rank: 88
Overall Rank
FREEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FREEX Sortino Ratio Rank: 77
Sortino Ratio Rank
FREEX Omega Ratio Rank: 77
Omega Ratio Rank
FREEX Calmar Ratio Rank: 99
Calmar Ratio Rank
FREEX Martin Ratio Rank: 1010
Martin Ratio Rank

AIGYX
AIGYX Risk / Return Rank: 2626
Overall Rank
AIGYX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AIGYX Sortino Ratio Rank: 2222
Sortino Ratio Rank
AIGYX Omega Ratio Rank: 2121
Omega Ratio Rank
AIGYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
AIGYX Martin Ratio Rank: 3333
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.

FREEX vs. AIGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Real Estate Securities Fund (FREEX) 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.


FREEXAIGYXDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.60

-0.46

Sortino ratio

Return per unit of downside risk

0.29

0.91

-0.62

Omega ratio

Gain probability vs. loss probability

1.04

1.12

-0.09

Calmar ratio

Return relative to maximum drawdown

0.19

0.79

-0.61

Martin ratio

Return relative to average drawdown

0.72

3.57

-2.85

FREEX vs. AIGYX - Sharpe Ratio Comparison

The current FREEX Sharpe Ratio is 0.14, which is lower than the AIGYX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of FREEX and AIGYX, 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


FREEXAIGYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.60

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.44

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.34

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.38

-0.05

Correlation

The correlation between FREEX and AIGYX is 0.97, 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

FREEX vs. AIGYX - Dividend Comparison

FREEX's dividend yield for the trailing twelve months is around 6.53%, less than AIGYX's 8.09% yield.


TTM20252024202320222021202020192018201720162015
FREEX
Franklin Real Estate Securities Fund
6.53%6.65%12.00%5.13%3.70%7.51%8.38%33.46%5.49%9.77%2.66%1.50%
AIGYX
abrdn Realty Income & Growth Fund
8.09%8.43%12.69%4.01%8.97%27.57%16.28%18.30%49.34%5.85%5.48%4.69%

Drawdowns

FREEX vs. AIGYX - Drawdown Comparison

The maximum FREEX drawdown since its inception was -76.99%, roughly equal to the maximum AIGYX drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for FREEX and AIGYX.


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Drawdown Indicators


FREEXAIGYXDifference

Max Drawdown

Largest peak-to-trough decline

-76.99%

-79.94%

+2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-12.30%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-31.20%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

-43.10%

+2.53%

Current Drawdown

Current decline from peak

-11.72%

-7.54%

-4.18%

Average Drawdown

Average peak-to-trough decline

-14.29%

-12.49%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.74%

+0.28%

Volatility

FREEX vs. AIGYX - Volatility Comparison

The current volatility for Franklin Real Estate Securities Fund (FREEX) is 4.11%, while abrdn Realty Income & Growth Fund (AIGYX) has a volatility of 4.36%. This indicates that FREEX 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.


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Volatility by Period


FREEXAIGYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.36%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

9.08%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

16.11%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

20.71%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

21.94%

-0.09%