PortfoliosLab logoPortfoliosLab logo
CMNWX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMNWX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Capital Appreciation Fund (CMNWX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CMNWX vs. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMNWX
Principal Capital Appreciation Fund
-6.68%13.27%32.14%25.01%-16.37%27.45%18.36%32.21%-4.12%17.96%
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, CMNWX achieves a -6.68% return, which is significantly lower than YFSIX's 8.16% return.


CMNWX

1D
-0.67%
1M
-7.99%
YTD
-6.68%
6M
-5.57%
1Y
12.09%
3Y*
18.16%
5Y*
12.23%
10Y*
13.74%

YFSIX

1D
-1.07%
1M
-10.67%
YTD
8.16%
6M
0.34%
1Y
22.29%
3Y*
11.70%
5Y*
6.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CMNWX vs. YFSIX - Expense Ratio Comparison

CMNWX has a 0.80% expense ratio, which is lower than YFSIX's 0.95% expense ratio.


Return for Risk

CMNWX vs. YFSIX — Risk / Return Rank

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

CMNWX
CMNWX Risk / Return Rank: 3636
Overall Rank
CMNWX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CMNWX Sortino Ratio Rank: 3636
Sortino Ratio Rank
CMNWX Omega Ratio Rank: 3333
Omega Ratio Rank
CMNWX Calmar Ratio Rank: 3434
Calmar Ratio Rank
CMNWX Martin Ratio Rank: 4343
Martin Ratio Rank

YFSIX
YFSIX Risk / Return Rank: 5151
Overall Rank
YFSIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 6868
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 4343
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.

CMNWX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Capital Appreciation Fund (CMNWX) 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.


CMNWXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.99

-0.25

Sortino ratio

Return per unit of downside risk

1.17

1.16

+0.01

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

0.91

1.36

-0.45

Martin ratio

Return relative to average drawdown

4.36

4.42

-0.06

CMNWX vs. YFSIX - Sharpe Ratio Comparison

The current CMNWX Sharpe Ratio is 0.74, which is comparable to the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CMNWX and YFSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CMNWXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.99

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.45

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.71

-0.03

Correlation

The correlation between CMNWX and YFSIX is 0.68, 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

CMNWX vs. YFSIX - Dividend Comparison

CMNWX's dividend yield for the trailing twelve months is around 9.38%, while YFSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CMNWX
Principal Capital Appreciation Fund
9.38%8.75%10.03%0.71%0.69%9.52%5.33%8.37%46.60%7.72%10.32%5.42%
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

CMNWX vs. YFSIX - Drawdown Comparison

The maximum CMNWX drawdown since its inception was -50.43%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for CMNWX and YFSIX.


Loading graphics...

Drawdown Indicators


CMNWXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.43%

-35.10%

-15.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-14.20%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-25.14%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.26%

Current Drawdown

Current decline from peak

-8.91%

-11.03%

+2.12%

Average Drawdown

Average peak-to-trough decline

-6.99%

-4.93%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

4.38%

-1.97%

Volatility

CMNWX vs. YFSIX - Volatility Comparison

The current volatility for Principal Capital Appreciation Fund (CMNWX) is 4.58%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that CMNWX 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.


Loading graphics...

Volatility by Period


CMNWXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

9.23%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

19.89%

-10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

21.29%

-3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

15.11%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

16.20%

+0.94%