Exporting partially-selected annotation ranges (annotation markers around selection or only one annotation marker in the selection) with a DocumentFragment from a RadDocument does not seem possible (the DocumentFragment contains none of these annotation ranges).
For example, if I have a document ("[", "]" are the annotation markers):
select "Test [ann" and create a DocumentFragment, the Document fragment will contain "Test ann" and not "Test [ann]".
PS.: I am not sure if this falls into the feature request or bug report area.