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BVSIX vs. YAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BVSIX vs. YAFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baywood Socially Responsible Fund (BVSIX) and AMG Yacktman Focused Fund (YAFFX). The values are adjusted to include any dividend payments, if applicable.

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BVSIX vs. YAFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BVSIX
Baywood Socially Responsible Fund
-1.01%9.36%14.58%12.73%-0.72%26.88%4.25%26.56%-12.79%16.74%
YAFFX
AMG Yacktman Focused Fund
8.59%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%

Returns By Period

In the year-to-date period, BVSIX achieves a -1.01% return, which is significantly lower than YAFFX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with BVSIX having a 10.53% annualized return and YAFFX not far ahead at 10.91%.


BVSIX

1D
-0.50%
1M
-7.13%
YTD
-1.01%
6M
-0.46%
1Y
6.91%
3Y*
11.30%
5Y*
9.15%
10Y*
10.53%

YAFFX

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BVSIX vs. YAFFX - Expense Ratio Comparison

BVSIX has a 0.89% expense ratio, which is lower than YAFFX's 1.25% expense ratio.


Return for Risk

BVSIX vs. YAFFX — Risk / Return Rank

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

BVSIX
BVSIX Risk / Return Rank: 1919
Overall Rank
BVSIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BVSIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BVSIX Omega Ratio Rank: 1717
Omega Ratio Rank
BVSIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
BVSIX Martin Ratio Rank: 2323
Martin Ratio Rank

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
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.

BVSIX vs. YAFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baywood Socially Responsible Fund (BVSIX) and AMG Yacktman Focused Fund (YAFFX). 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.


BVSIXYAFFXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.49

0.00

Sortino ratio

Return per unit of downside risk

0.79

0.67

+0.12

Omega ratio

Gain probability vs. loss probability

1.11

1.16

-0.05

Calmar ratio

Return relative to maximum drawdown

0.59

0.57

+0.02

Martin ratio

Return relative to average drawdown

2.48

2.02

+0.47

BVSIX vs. YAFFX - Sharpe Ratio Comparison

The current BVSIX Sharpe Ratio is 0.48, which is comparable to the YAFFX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BVSIX and YAFFX, 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


BVSIXYAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.49

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.41

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.67

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

Correlation

The correlation between BVSIX and YAFFX is 0.80, 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

BVSIX vs. YAFFX - Dividend Comparison

BVSIX's dividend yield for the trailing twelve months is around 3.80%, while YAFFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BVSIX
Baywood Socially Responsible Fund
3.80%3.64%4.15%4.02%3.75%4.08%1.99%2.44%10.28%2.39%1.19%0.00%
YAFFX
AMG Yacktman Focused Fund
0.00%0.00%18.44%4.42%7.60%4.70%11.87%15.84%22.15%11.82%11.81%24.36%

Drawdowns

BVSIX vs. YAFFX - Drawdown Comparison

The maximum BVSIX drawdown since its inception was -40.73%, smaller than the maximum YAFFX drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for BVSIX and YAFFX.


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Drawdown Indicators


BVSIXYAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-40.73%

-43.80%

+3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-17.08%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-21.31%

+5.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

-30.62%

-10.11%

Current Drawdown

Current decline from peak

-7.86%

-8.71%

+0.85%

Average Drawdown

Average peak-to-trough decline

-8.23%

-6.24%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

4.83%

-2.07%

Volatility

BVSIX vs. YAFFX - Volatility Comparison

The current volatility for Baywood Socially Responsible Fund (BVSIX) is 3.40%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that BVSIX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BVSIXYAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

7.76%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

21.51%

-13.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

22.92%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

17.85%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

16.39%

+1.61%