IRFIX vs. AIGYX

Last updated Jun 24, 2026

IRFIX (Cohen & Steers International Realty Fund) and AIGYX (abrdn Realty Income & Growth Fund) are both REIT funds. Over the past 10 years, IRFIX returned 3.10%/yr vs 8.34%/yr for AIGYX. A 0.53 correlation means they provide meaningful diversification when combined. IRFIX charges 1.00%/yr vs 1.01%/yr for AIGYX.

Performance

IRFIX vs. AIGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers International Realty Fund (IRFIX) 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, IRFIX achieves a -2.41% return, which is significantly lower than AIGYX's 16.35% return. Over the past 10 years, IRFIX has underperformed AIGYX with an annualized return of 3.10%, while AIGYX has yielded a comparatively higher 8.34% annualized return.

IRFIX

• 1D: -0.34%
• 1M: -2.83%
• YTD: -2.41%
• 6M: -2.30%
• 1Y: 2.34%
• 3Y*: 6.23%
• 5Y*: -3.72%
• 10Y*: 3.10%

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)

IRFIX vs. AIGYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRFIX Cohen & Steers International Realty Fund	-2.41%	23.52%	-10.56%	4.58%	-23.84%	7.66%	-0.81%	23.74%	-3.74%	23.38%
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 IRFIX and AIGYX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 31, 2005	0.53

The correlation between IRFIX and AIGYX shifts across timeframes, from 0.43 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

IRFIX vs. AIGYX — Risk / Return Rank

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

IRFIX

IRFIX Risk / Return Rank: 4
IRFIX Sharpe Ratio Rank: 4
IRFIX Sortino Ratio Rank: 4
IRFIX Omega Ratio Rank: 4
IRFIX Calmar Ratio Rank: 4
IRFIX Martin Ratio Rank: 4

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.

IRFIX vs. AIGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) 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.

	IRFIX	AIGYX	Difference
Sharpe ratio: Return per unit of total volatility	0.24	1.55	-1.31
Sortino ratio: Return per unit of downside risk	0.44	2.11	-1.66
Omega ratio: Gain probability vs. loss probability	1.05	1.27	-0.22
Calmar ratio: Return relative to maximum drawdown	0.21	2.75	-2.54
Martin ratio: Return relative to average drawdown	0.58	9.29	-8.71

IRFIX vs. AIGYX - Sharpe Ratio Comparison

The current IRFIX Sharpe Ratio is 0.24, which is lower than the AIGYX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IRFIX 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

IRFIX vs. AIGYX - Drawdown Comparison

The maximum IRFIX drawdown since its inception was -70.13%, smaller than the maximum AIGYX drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for IRFIX and AIGYX.

Drawdown Indicators

	IRFIX	AIGYX	Difference
Max Drawdown Largest peak-to-trough decline	-70.13%	-79.94%	+9.81%
Max Drawdown (1Y) Largest decline over 1 year	-14.85%	-7.71%	-7.14%
Max Drawdown (3Y) Largest decline over 3 years	-21.06%	-18.26%	-2.80%
Max Drawdown (5Y) Largest decline over 5 years	-38.24%	-31.20%	-7.04%
Max Drawdown (10Y) Largest decline over 10 years	-39.51%	-43.10%	+3.59%
Current Drawdown Current decline from peak	-18.71%	-0.69%	-18.02%
Average Drawdown Average peak-to-trough decline	-18.65%	-12.40%	-6.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.42%	2.28%	+3.14%

Volatility

IRFIX vs. AIGYX - Volatility Comparison

The current volatility for Cohen & Steers International Realty Fund (IRFIX) is 3.50%, while abrdn Realty Income & Growth Fund (AIGYX) has a volatility of 5.40%. This indicates that IRFIX 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

	IRFIX	AIGYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.50%	5.40%	-1.90%
Volatility (6M) Calculated over the trailing 6-month period	10.98%	10.40%	+0.58%
Volatility (1Y) Calculated over the trailing 1-year period	13.20%	13.68%	-0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.34%	20.74%	-5.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.65%	21.99%	-6.34%

IRFIX vs. AIGYX - Expense Ratio Comparison

IRFIX has a 1.00% expense ratio, which is lower than AIGYX's 1.01% expense ratio.

Dividends

IRFIX vs. AIGYX - Dividend Comparison

IRFIX's dividend yield for the trailing twelve months is around 6.32%, 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%
IRFIX Cohen & Steers International Realty Fund	6.32%	6.17%	3.24%	2.62%	2.62%	7.70%	3.40%	9.81%	4.19%	3.37%	6.46%	3.36%

Frequently Asked Questions

Can I hold both IRFIX and AIGYX in my portfolio?

IRFIX and AIGYX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IRFIX or AIGYX?

AIGYX has higher volatility (5.40%) compared to IRFIX (3.50%). In terms of maximum drawdown, IRFIX dropped -70.13% vs AIGYX's -79.94%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.55 vs 0.24), 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.