PortfoliosLab logoPortfoliosLab logo
AMG Yacktman Focused Fund (YAFFX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US00170K5700
CUSIP
00170K570
Issuer
AMG
Inception Date
May 1, 1997
Min. Investment
$2,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMG Yacktman Focused Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

AMG Yacktman Focused Fund (YAFFX) has returned 8.59% so far this year and 11.37% over the past 12 months. Over the last ten years, YAFFX has returned 10.91% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


AMG Yacktman Focused Fund

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 30, 1997, YAFFX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +23.7%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, YAFFX closed higher 52% of trading days. The best single day was Dec 16, 2024 with a return of +18.4%, while the worst single day was Dec 17, 2025 at -16.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.93%7.23%-8.71%8.59%
20251.30%-0.27%0.27%-0.43%4.02%3.61%1.44%1.32%2.13%4.83%-1.99%-11.39%3.89%
2024-1.34%5.32%3.53%-3.18%0.48%-0.28%2.23%2.60%-1.58%-2.94%1.90%2.59%9.30%
20236.57%-3.78%0.65%3.26%-3.26%3.96%3.71%-1.84%-3.49%-1.63%7.30%4.84%16.53%
2022-1.18%-0.67%-0.10%-5.19%2.03%-8.85%5.07%-2.80%-8.65%10.34%6.51%-3.18%-8.20%
2021-0.47%5.05%3.16%2.38%1.66%0.23%-0.79%1.45%-2.31%3.65%-3.84%5.64%16.48%

Benchmark Metrics

AMG Yacktman Focused Fund has an annualized alpha of 4.57%, beta of 0.68, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 01, 1997.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.64%) than losses (66.64%) — typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 4.57% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.57%
Beta
0.68
0.63
Upside Capture
77.64%
Downside Capture
66.64%

Expense Ratio

YAFFX has a high expense ratio of 1.25%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

YAFFX ranks 19 for risk / return — in the bottom 19% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


YAFFX Risk / Return Rank: 1919
Overall Rank
YAFFX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1414
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 2929
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 1818
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and compare them to a chosen benchmark (S&P 500 Index).


YAFFXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.90

-0.41

Sortino ratio

Return per unit of downside risk

0.67

1.39

-0.72

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

0.57

1.40

-0.83

Martin ratio

Return relative to average drawdown

2.02

6.61

-4.59

Explore YAFFX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

AMG Yacktman Focused Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$3.41$0.89$1.38$1.00$2.27$2.89$3.94$2.50$2.33$4.82

Dividend yield

0.00%0.00%18.44%4.42%7.60%4.70%11.87%15.84%22.15%11.82%11.81%24.36%

Monthly Dividends

The table displays the monthly dividend distributions for AMG Yacktman Focused Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.41$3.41
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.38$1.38
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the AMG Yacktman Focused Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AMG Yacktman Focused Fund was 43.80%, occurring on Mar 9, 2009. Recovery took 95 trading sessions.

The current AMG Yacktman Focused Fund drawdown is 8.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.8%Oct 10, 2007355Mar 9, 200995Jul 23, 2009450
-41.27%May 7, 1998463Mar 7, 2000570Jun 17, 20021033
-30.62%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-21.31%Jan 18, 2022175Sep 27, 2022209Jul 28, 2023384
-18.88%Dec 17, 202476Apr 8, 2025109Sep 15, 2025185

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...