GREIX vs. AIGYX

Last updated Aug 1, 2026

GREIX (Goldman Sachs Real Estate Securities Fund) and AIGYX (abrdn Realty Income & Growth Fund) are both REIT funds. Over the past 10 years, GREIX returned 5.01%/yr vs 7.86%/yr for AIGYX. Their 0.97 correlation means they have historically moved very closely together. GREIX charges 0.91%/yr vs 1.01%/yr for AIGYX.

Performance

GREIX vs. AIGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Real Estate Securities Fund (GREIX) 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, GREIX achieves a 16.81% return, which is significantly lower than AIGYX's 21.63% return. Over the past 10 years, GREIX has underperformed AIGYX with an annualized return of 5.01%, while AIGYX has yielded a comparatively higher 7.86% annualized return.

GREIX

• 1D: -1.27%
• 1M: 1.61%
• 6M: 14.72%
• YTD: 16.81%
• 1Y: 17.83%
• 3Y*: 11.09%
• 5Y*: 4.02%
• 10Y*: 5.01%
• ALL TIME*: 9.03%

AIGYX

• 1D: -1.03%
• 1M: 1.72%
• 6M: 18.09%
• YTD: 21.63%
• 1Y: 28.30%
• 3Y*: 13.06%
• 5Y*: 8.93%
• 10Y*: 7.86%
• ALL TIME*: 10.03%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIGYX abrdn Realty Income & Growth Fund	$0.00	$0.00	$0.00
GREIX Goldman Sachs Real Estate Securities Fund	$0.00	$0.00	$0.00

GREIX vs. AIGYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GREIX Goldman Sachs Real Estate Securities Fund	16.81%	-0.70%	11.77%	17.05%	-28.76%	44.65%	-7.53%	25.70%	-5.03%	2.55%
AIGYX abrdn Realty Income & Growth Fund	21.63%	4.20%	9.61%	13.34%	-24.99%	62.09%	-6.59%	27.80%	-7.59%	8.52%

Correlation

The correlation between GREIX and AIGYX is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.94
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999	0.97

The correlation between GREIX and AIGYX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

GREIX vs. AIGYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GREIX

GREIX Risk / Return Rank: 40
GREIX Sharpe Ratio Rank: 36
GREIX Sortino Ratio Rank: 34
GREIX Omega Ratio Rank: 34
GREIX Calmar Ratio Rank: 53
GREIX Martin Ratio Rank: 42

AIGYX

AIGYX Risk / Return Rank: 82
AIGYX Sharpe Ratio Rank: 81
AIGYX Sortino Ratio Rank: 76
AIGYX Omega Ratio Rank: 75
AIGYX Calmar Ratio Rank: 90
AIGYX Martin Ratio Rank: 89

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GREIX vs. AIGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Real Estate Securities Fund (GREIX) 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.

	GREIX	AIGYX	Difference
Sharpe ratio: Return per unit of total volatility	1.13	1.89	-0.76
Sortino ratio: Return per unit of downside risk	1.60	2.58	-0.98
Omega ratio: Gain probability vs. loss probability	1.20	1.33	-0.13
Calmar ratio: Return relative to maximum drawdown	1.93	3.39	-1.46
Martin ratio: Return relative to average drawdown	6.18	11.96	-5.78

GREIX vs. AIGYX - Sharpe Ratio Comparison

The current GREIX Sharpe Ratio is 1.13, which is lower than the AIGYX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of GREIX 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

GREIX vs. AIGYX - Drawdown Comparison

The maximum GREIX drawdown since its inception was -74.21%, smaller than the maximum AIGYX drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for GREIX and AIGYX.

Drawdown Indicators

	GREIX	AIGYX	Difference
Max Drawdown Largest peak-to-trough decline	-74.21%	-79.94%	+5.73%
Max Drawdown (1Y) Largest decline over 1 year	-8.13%	-7.71%	-0.42%
Max Drawdown (3Y) Largest decline over 3 years	-15.70%	-18.26%	+2.56%
Max Drawdown (5Y) Largest decline over 5 years	-34.43%	-31.20%	-3.23%
Max Drawdown (10Y) Largest decline over 10 years	-42.98%	-43.10%	+0.12%
Current Drawdown Current decline from peak	-1.85%	-2.89%	+1.04%
Average Drawdown Average peak-to-trough decline	-12.74%	-12.35%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	2.19%	+0.48%

Volatility

GREIX vs. AIGYX - Volatility Comparison

The current volatility for Goldman Sachs Real Estate Securities Fund (GREIX) is 4.41%, while abrdn Realty Income & Growth Fund (AIGYX) has a volatility of 4.80%. This indicates that GREIX 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

	GREIX	AIGYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	4.80%	-0.39%
Volatility (6M) Calculated over the trailing 6-month period	10.91%	11.23%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	13.89%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.43%	20.77%	-1.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	22.00%	-0.97%

GREIX vs. AIGYX - Expense Ratio Comparison

GREIX has a 0.91% expense ratio, which is lower than AIGYX's 1.01% expense ratio.

Dividends

GREIX vs. AIGYX - Dividend Comparison

GREIX's dividend yield for the trailing twelve months is around 31.61%, more than AIGYX's 6.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGYX abrdn Realty Income & Growth Fund	6.59%	8.43%	12.69%	4.01%	8.97%	27.57%	16.28%	18.30%	49.34%	5.85%	5.48%	4.69%
GREIX Goldman Sachs Real Estate Securities Fund	31.61%	35.97%	12.22%	4.00%	3.54%	6.27%	10.16%	18.31%	17.65%	20.54%	12.29%	4.46%

Frequently Asked Questions

Can I hold both GREIX and AIGYX in my portfolio?

With a correlation of 0.94, GREIX 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, GREIX or AIGYX?

AIGYX has higher volatility (4.80%) compared to GREIX (4.41%). In terms of maximum drawdown, GREIX dropped -74.21% vs AIGYX's -79.94%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.89 vs 1.13), 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.