CHTRX vs. YFSIX
Compare and contrast key facts about Invesco Charter Fund (CHTRX) and AMG Yacktman Global Fund (YFSIX).
CHTRX is managed by Invesco. It was launched on Nov 26, 1968. YFSIX is managed by AMG. It was launched on Jan 30, 2017.
Performance
CHTRX vs. YFSIX - Performance Comparison
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CHTRX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | -9.18% | 16.02% | 25.31% | 23.03% | -20.75% | 27.21% | 13.53% | 27.95% | -9.82% | 11.54% |
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, CHTRX achieves a -9.18% return, which is significantly lower than YFSIX's 8.16% return.
CHTRX
- 1D
- -0.41%
- 1M
- -8.45%
- YTD
- -9.18%
- 6M
- -7.30%
- 1Y
- 10.28%
- 3Y*
- 14.80%
- 5Y*
- 8.70%
- 10Y*
- 9.93%
YFSIX
- 1D
- -1.07%
- 1M
- -10.67%
- YTD
- 8.16%
- 6M
- 0.34%
- 1Y
- 22.29%
- 3Y*
- 11.70%
- 5Y*
- 6.73%
- 10Y*
- —
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CHTRX vs. YFSIX - Expense Ratio Comparison
CHTRX has a 1.03% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Return for Risk
CHTRX vs. YFSIX — Risk / Return Rank
CHTRX
YFSIX
CHTRX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Charter Fund (CHTRX) 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.
| CHTRX | YFSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.99 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.16 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.36 | -0.62 |
Martin ratioReturn relative to average drawdown | 2.99 | 4.42 | -1.43 |
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
| CHTRX | YFSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.99 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.45 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.71 | -0.31 |
Correlation
The correlation between CHTRX and YFSIX is 0.69, 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
CHTRX vs. YFSIX - Dividend Comparison
CHTRX's dividend yield for the trailing twelve months is around 7.95%, while YFSIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | 7.95% | 7.22% | 7.91% | 6.24% | 4.25% | 16.30% | 2.35% | 17.60% | 11.71% | 6.92% | 10.39% | 14.54% |
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
CHTRX vs. YFSIX - Drawdown Comparison
The maximum CHTRX drawdown since its inception was -56.30%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for CHTRX and YFSIX.
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Drawdown Indicators
| CHTRX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.30% | -35.10% | -21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -14.20% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -26.77% | -25.14% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -41.18% | — | — |
Current DrawdownCurrent decline from peak | -10.77% | -11.03% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -13.33% | -4.93% | -8.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 4.38% | -1.56% |
Volatility
CHTRX vs. YFSIX - Volatility Comparison
The current volatility for Invesco Charter Fund (CHTRX) is 4.41%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that CHTRX 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
| CHTRX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 9.23% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 19.89% | -10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 21.29% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 15.11% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 16.20% | +2.94% |