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ALBAX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALBAX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Growth & Income Fund (ALBAX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

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ALBAX vs. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALBAX
Alger Growth & Income Fund
-4.27%19.89%21.81%22.60%-14.12%30.79%15.22%28.92%-4.72%17.96%
YFSIX
AMG Yacktman Global Fund
8.16%14.91%-0.34%16.64%-9.15%13.13%18.46%24.40%2.18%20.95%

Returns By Period

In the year-to-date period, ALBAX achieves a -4.27% return, which is significantly lower than YFSIX's 8.16% return.


ALBAX

1D
-0.42%
1M
-7.26%
YTD
-4.27%
6M
-0.85%
1Y
19.30%
3Y*
17.80%
5Y*
12.48%
10Y*
13.60%

YFSIX

1D
-1.07%
1M
-10.67%
YTD
8.16%
6M
0.34%
1Y
22.29%
3Y*
11.70%
5Y*
6.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALBAX vs. YFSIX - Expense Ratio Comparison

ALBAX has a 0.98% expense ratio, which is higher than YFSIX's 0.95% expense ratio.


Return for Risk

ALBAX vs. YFSIX — Risk / Return Rank

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

ALBAX
ALBAX Risk / Return Rank: 7171
Overall Rank
ALBAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ALBAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
ALBAX Omega Ratio Rank: 7171
Omega Ratio Rank
ALBAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ALBAX Martin Ratio Rank: 7878
Martin Ratio Rank

YFSIX
YFSIX Risk / Return Rank: 5151
Overall Rank
YFSIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 6868
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 4343
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.

ALBAX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Growth & Income Fund (ALBAX) and AMG Yacktman Global Fund (YFSIX). 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.


ALBAXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.99

+0.18

Sortino ratio

Return per unit of downside risk

1.73

1.16

+0.57

Omega ratio

Gain probability vs. loss probability

1.26

1.26

+0.01

Calmar ratio

Return relative to maximum drawdown

1.58

1.36

+0.21

Martin ratio

Return relative to average drawdown

7.60

4.42

+3.18

ALBAX vs. YFSIX - Sharpe Ratio Comparison

The current ALBAX Sharpe Ratio is 1.17, which is comparable to the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ALBAX and YFSIX, 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


ALBAXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.99

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.45

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.71

-0.08

Correlation

The correlation between ALBAX and YFSIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ALBAX vs. YFSIX - Dividend Comparison

ALBAX's dividend yield for the trailing twelve months is around 0.95%, while YFSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ALBAX
Alger Growth & Income Fund
0.95%0.74%1.08%0.98%1.24%4.17%2.55%5.00%6.75%2.35%1.56%3.75%
YFSIX
AMG Yacktman Global Fund
0.00%0.00%8.68%8.02%4.32%8.18%4.76%6.59%0.71%2.63%0.00%0.00%

Drawdowns

ALBAX vs. YFSIX - Drawdown Comparison

The maximum ALBAX drawdown since its inception was -40.56%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ALBAX and YFSIX.


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Drawdown Indicators


ALBAXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-35.10%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-14.20%

+2.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-25.14%

+3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.26%

Current Drawdown

Current decline from peak

-7.86%

-11.03%

+3.17%

Average Drawdown

Average peak-to-trough decline

-7.38%

-4.93%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

4.38%

-2.02%

Volatility

ALBAX vs. YFSIX - Volatility Comparison

The current volatility for Alger Growth & Income Fund (ALBAX) is 4.09%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that ALBAX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALBAXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

9.23%

-5.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

19.89%

-10.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

21.29%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

15.11%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

16.20%

+1.00%