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ACWDX vs. YACKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACWDX vs. YACKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG GW&K Small/Mid Cap Growth Fund (ACWDX) and AMG Yacktman Fund (YACKX). The values are adjusted to include any dividend payments, if applicable.

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ACWDX vs. YACKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWDX
AMG GW&K Small/Mid Cap Growth Fund
-2.84%0.29%9.27%21.13%-22.32%12.52%45.63%20.24%-5.14%18.69%
YACKX
AMG Yacktman Fund
4.19%1.34%13.15%15.46%-7.50%19.66%15.25%27.49%2.79%18.25%

Returns By Period

In the year-to-date period, ACWDX achieves a -2.84% return, which is significantly lower than YACKX's 4.19% return. Over the past 10 years, ACWDX has underperformed YACKX with an annualized return of 9.27%, while YACKX has yielded a comparatively higher 11.21% annualized return.


ACWDX

1D
-1.41%
1M
-8.95%
YTD
-2.84%
6M
-8.95%
1Y
7.15%
3Y*
6.50%
5Y*
2.72%
10Y*
9.27%

YACKX

1D
-0.42%
1M
-6.86%
YTD
4.19%
6M
-6.42%
1Y
4.05%
3Y*
10.37%
5Y*
7.00%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACWDX vs. YACKX - Expense Ratio Comparison

ACWDX has a 1.00% expense ratio, which is higher than YACKX's 0.71% expense ratio.


Return for Risk

ACWDX vs. YACKX — Risk / Return Rank

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

ACWDX
ACWDX Risk / Return Rank: 1111
Overall Rank
ACWDX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ACWDX Sortino Ratio Rank: 1212
Sortino Ratio Rank
ACWDX Omega Ratio Rank: 1313
Omega Ratio Rank
ACWDX Calmar Ratio Rank: 1010
Calmar Ratio Rank
ACWDX Martin Ratio Rank: 99
Martin Ratio Rank

YACKX
YACKX Risk / Return Rank: 1010
Overall Rank
YACKX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YACKX Sortino Ratio Rank: 99
Sortino Ratio Rank
YACKX Omega Ratio Rank: 1414
Omega Ratio Rank
YACKX Calmar Ratio Rank: 99
Calmar Ratio Rank
YACKX Martin Ratio Rank: 99
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.

ACWDX vs. YACKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Growth Fund (ACWDX) and AMG Yacktman Fund (YACKX). 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.


ACWDXYACKXDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.20

+0.07

Sortino ratio

Return per unit of downside risk

0.53

0.35

+0.17

Omega ratio

Gain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratio

Return relative to maximum drawdown

0.18

0.18

0.00

Martin ratio

Return relative to average drawdown

0.49

0.55

-0.06

ACWDX vs. YACKX - Sharpe Ratio Comparison

The current ACWDX Sharpe Ratio is 0.27, which is higher than the YACKX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of ACWDX and YACKX, 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


ACWDXYACKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.20

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.41

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.70

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.68

-0.27

Correlation

The correlation between ACWDX and YACKX is 0.72, 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

ACWDX vs. YACKX - Dividend Comparison

Neither ACWDX nor YACKX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ACWDX
AMG GW&K Small/Mid Cap Growth Fund
0.00%0.00%0.74%0.00%2.04%58.27%4.00%0.00%0.00%0.00%0.00%0.02%
YACKX
AMG Yacktman Fund
0.00%0.00%17.32%4.39%7.35%3.72%10.82%16.84%23.06%10.67%8.57%13.66%

Drawdowns

ACWDX vs. YACKX - Drawdown Comparison

The maximum ACWDX drawdown since its inception was -38.86%, smaller than the maximum YACKX drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for ACWDX and YACKX.


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Drawdown Indicators


ACWDXYACKXDifference

Max Drawdown

Largest peak-to-trough decline

-38.86%

-46.65%

+7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-16.30%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-19.86%

-12.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.86%

-30.93%

-7.93%

Current Drawdown

Current decline from peak

-14.99%

-10.67%

-4.32%

Average Drawdown

Average peak-to-trough decline

-10.12%

-5.28%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

5.46%

+0.29%

Volatility

ACWDX vs. YACKX - Volatility Comparison

AMG GW&K Small/Mid Cap Growth Fund (ACWDX) has a higher volatility of 6.99% compared to AMG Yacktman Fund (YACKX) at 4.89%. This indicates that ACWDX's price experiences larger fluctuations and is considered to be riskier than YACKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWDXYACKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

4.89%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

19.24%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

25.49%

21.08%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

17.02%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.34%

16.09%

+7.25%