AVPEX vs. YFSIX
AVPEX (ALPS/Red Rocks Global Opportunity Portfolio) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, AVPEX returned 1.55%/yr vs 9.02%/yr for YFSIX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. AVPEX charges 1.45%/yr vs 0.95%/yr for YFSIX.
Performance
AVPEX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, AVPEX achieves a -6.46% return, which is significantly lower than YFSIX's 24.97% return.
AVPEX
- 1D
- 1.49%
- 1M
- 3.02%
- 6M
- -5.24%
- YTD
- -6.46%
- 1Y
- -7.13%
- 3Y*
- 7.54%
- 5Y*
- 1.55%
- 10Y*
- 8.65%
- ALL TIME*
- 7.84%
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AVPEX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVPEX ALPS/Red Rocks Global Opportunity Portfolio | -6.46% | 1.46% | 18.06% | 28.80% | -28.96% | 24.03% | 9.25% | 43.19% | -12.61% | 19.46% |
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between AVPEX and YFSIX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.66 |
Over the past year, the correlation between AVPEX and YFSIX has dropped to 0.36 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
AVPEX vs. YFSIX — Risk / Return Rank
AVPEX
YFSIX
AVPEX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) 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.
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.
| AVPEX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.22 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 1.41 | -1.84 |
| Martin ratioReturn relative to average drawdown | -0.89 | 4.10 | -4.99 |
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Drawdowns
AVPEX vs. YFSIX - Drawdown Comparison
The maximum AVPEX drawdown since its inception was -46.42%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for AVPEX and YFSIX.
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Drawdown Indicators
| AVPEX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.42% | -35.10% | -11.32% |
Max Drawdown (1Y)Largest decline over 1 year | -21.97% | -14.20% | -7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -22.41% | -14.20% | -8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -37.50% | -25.14% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -46.42% | — | — |
Current DrawdownCurrent decline from peak | -11.12% | -2.55% | -8.57% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -4.89% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.60% | 4.86% | +5.74% |
Volatility
AVPEX vs. YFSIX - Volatility Comparison
The current volatility for ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) is 4.93%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that AVPEX 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
| AVPEX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.69% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 15.90% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 22.66% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 15.78% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.99% | 16.36% | +2.63% |
AVPEX vs. YFSIX - Expense Ratio Comparison
AVPEX has a 1.45% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Dividends
AVPEX vs. YFSIX - Dividend Comparison
AVPEX's dividend yield for the trailing twelve months is around 9.09%, while YFSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVPEX ALPS/Red Rocks Global Opportunity Portfolio | 9.09% | 8.50% | 8.83% | 0.00% | 31.03% | 4.24% | 13.52% | 3.02% | 6.79% | 2.33% | 0.75% | 0.11% |
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% |
Frequently Asked Questions
AVPEX and YFSIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.69%) compared to AVPEX (4.93%). In terms of maximum drawdown, AVPEX dropped -46.42% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.88 vs -0.51), 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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