CAPE vs. YACKX
Compare and contrast key facts about iPath Shiller CAPE ETN (CAPE) and AMG Yacktman Fund (YACKX).
CAPE is a passively managed fund by Barclays Capital that tracks the performance of the Shiller Barclays CAPE US Core Sector Index. It was launched on Oct 10, 2012. YACKX is managed by AMG. It was launched on Jul 6, 1992.
Performance
CAPE vs. YACKX - Performance Comparison
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CAPE vs. YACKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CAPE iPath Shiller CAPE ETN | -4.29% | 9.10% | 14.40% | 27.65% | -15.28% |
YACKX AMG Yacktman Fund | 4.19% | 1.34% | 13.15% | 15.46% | -6.85% |
Returns By Period
In the year-to-date period, CAPE achieves a -4.29% return, which is significantly lower than YACKX's 4.19% return.
CAPE
- 1D
- 2.22%
- 1M
- -7.33%
- YTD
- -4.29%
- 6M
- -4.53%
- 1Y
- 2.96%
- 3Y*
- 12.22%
- 5Y*
- —
- 10Y*
- —
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%
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CAPE vs. YACKX - Expense Ratio Comparison
CAPE has a 0.45% expense ratio, which is lower than YACKX's 0.71% expense ratio.
Return for Risk
CAPE vs. YACKX — Risk / Return Rank
CAPE
YACKX
CAPE vs. YACKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Shiller CAPE ETN (CAPE) 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.
| CAPE | YACKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 0.20 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.40 | 0.35 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.09 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 0.18 | +0.19 |
Martin ratioReturn relative to average drawdown | 1.50 | 0.55 | +0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAPE | YACKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.20 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.68 | -0.29 |
Correlation
The correlation between CAPE and YACKX is 0.78, 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
CAPE vs. YACKX - Dividend Comparison
CAPE's dividend yield for the trailing twelve months is around 1.46%, while YACKX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPE iPath Shiller CAPE ETN | 1.46% | 1.39% | 1.23% | 1.01% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
CAPE vs. YACKX - Drawdown Comparison
The maximum CAPE drawdown since its inception was -22.07%, smaller than the maximum YACKX drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for CAPE and YACKX.
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Drawdown Indicators
| CAPE | YACKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.07% | -46.65% | +24.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -16.30% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.93% | — |
Current DrawdownCurrent decline from peak | -7.33% | -10.67% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -5.28% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 5.46% | -2.75% |
Volatility
CAPE vs. YACKX - Volatility Comparison
iPath Shiller CAPE ETN (CAPE) and AMG Yacktman Fund (YACKX) have volatilities of 5.09% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPE | YACKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.89% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 19.24% | -11.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 21.08% | -6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 17.02% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 16.09% | +1.05% |