ARSMX vs. YACKX
ARSMX (AMG River Road Small-Mid Cap Value Fund) and YACKX (AMG Yacktman Fund) are both mutual funds - ARSMX is a Small Cap Value Equities fund managed by AMG, while YACKX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, ARSMX returned 9.82%/yr vs 12.37%/yr for YACKX. Their correlation of 0.80 suggests significant overlap in exposure. ARSMX charges 1.27%/yr vs 0.71%/yr for YACKX.
Performance
ARSMX vs. YACKX - Performance Comparison
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Returns By Period
In the year-to-date period, ARSMX achieves a 2.31% return, which is significantly lower than YACKX's 14.69% return. Over the past 10 years, ARSMX has underperformed YACKX with an annualized return of 9.82%, while YACKX has yielded a comparatively higher 12.37% annualized return.
ARSMX
- 1D
- -0.41%
- 1M
- 1.99%
- YTD
- 2.31%
- 6M
- 0.93%
- 1Y
- 1.88%
- 3Y*
- 9.21%
- 5Y*
- 4.70%
- 10Y*
- 9.82%
YACKX
- 1D
- -0.88%
- 1M
- -1.07%
- YTD
- 14.69%
- 6M
- 16.07%
- 1Y
- 9.89%
- 3Y*
- 13.66%
- 5Y*
- 8.13%
- 10Y*
- 12.37%
ARSMX vs. YACKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 2.31% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
YACKX AMG Yacktman Fund | 14.69% | 1.34% | 13.15% | 15.46% | -7.50% | 19.66% | 15.25% | 27.49% | 2.79% | 18.25% |
Correlation
The correlation between ARSMX and YACKX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2007 | 0.80 |
Over the past year, the correlation between ARSMX and YACKX has dropped to 0.54 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
ARSMX vs. YACKX — Risk / Return Rank
ARSMX
YACKX
ARSMX vs. YACKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small-Mid Cap Value Fund (ARSMX) 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.
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.
| ARSMX | YACKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.16 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 0.60 | -0.29 |
| Martin ratioReturn relative to average drawdown | 0.71 | 1.73 | -1.02 |
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Drawdowns
ARSMX vs. YACKX - Drawdown Comparison
The maximum ARSMX drawdown since its inception was -51.75%, which is greater than YACKX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for ARSMX and YACKX.
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Drawdown Indicators
| ARSMX | YACKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.75% | -46.65% | -5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -16.30% | +5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -18.30% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -19.86% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -30.93% | -12.03% |
Current DrawdownCurrent decline from peak | -5.36% | -4.83% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -5.27% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 5.62% | -1.14% |
Volatility
ARSMX vs. YACKX - Volatility Comparison
The current volatility for AMG River Road Small-Mid Cap Value Fund (ARSMX) is 3.05%, while AMG Yacktman Fund (YACKX) has a volatility of 4.96%. This indicates that ARSMX experiences smaller price fluctuations and is considered to be less risky 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
| ARSMX | YACKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 4.96% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 19.88% | -9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 19.73% | -5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 17.16% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 16.19% | +3.39% |
ARSMX vs. YACKX - Expense Ratio Comparison
ARSMX has a 1.27% expense ratio, which is higher than YACKX's 0.71% expense ratio.
Dividends
ARSMX vs. YACKX - Dividend Comparison
Neither ARSMX nor YACKX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
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% |
Frequently Asked Questions
ARSMX and YACKX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YACKX has higher volatility (4.96%) compared to ARSMX (3.05%). In terms of maximum drawdown, ARSMX dropped -51.75% vs YACKX's -46.65%.
YACKX currently has the higher Sharpe Ratio (0.50 vs 0.22), 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.
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