COPLX vs. YAFFX
Compare and contrast key facts about Copley Fund (COPLX) and AMG Yacktman Focused Fund (YAFFX).
COPLX is managed by Copley. It was launched on Sep 1, 1978. YAFFX is managed by AMG. It was launched on May 1, 1997.
Performance
COPLX vs. YAFFX - Performance Comparison
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COPLX vs. YAFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COPLX Copley Fund | -6.58% | 16.24% | 18.18% | 17.33% | -15.21% | 18.39% | 1.09% | 25.59% | 15.65% | 9.49% |
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, COPLX achieves a -6.58% return, which is significantly lower than YAFFX's 8.59% return. Over the past 10 years, COPLX has underperformed YAFFX with an annualized return of 9.91%, while YAFFX has yielded a comparatively higher 10.91% annualized return.
COPLX
- 1D
- 0.14%
- 1M
- -4.86%
- YTD
- -6.58%
- 6M
- -5.86%
- 1Y
- 11.30%
- 3Y*
- 13.44%
- 5Y*
- 7.40%
- 10Y*
- 9.91%
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%
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COPLX vs. YAFFX - Expense Ratio Comparison
COPLX has a 2.37% expense ratio, which is higher than YAFFX's 1.25% expense ratio.
Return for Risk
COPLX vs. YAFFX — Risk / Return Rank
COPLX
YAFFX
COPLX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copley Fund (COPLX) 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.
| COPLX | YAFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.49 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.67 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.57 | +0.26 |
Martin ratioReturn relative to average drawdown | 3.37 | 2.02 | +1.36 |
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
| COPLX | YAFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.49 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.41 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.67 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.58 | -0.10 |
Correlation
The correlation between COPLX and YAFFX is 0.66, 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
COPLX vs. YAFFX - Dividend Comparison
Neither COPLX nor YAFFX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPLX Copley Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
COPLX vs. YAFFX - Drawdown Comparison
The maximum COPLX drawdown since its inception was -44.70%, roughly equal to the maximum YAFFX drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for COPLX and YAFFX.
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Drawdown Indicators
| COPLX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.70% | -43.80% | -0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -17.08% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -21.31% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | -30.62% | -5.99% |
Current DrawdownCurrent decline from peak | -7.75% | -8.71% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -6.24% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.83% | -1.91% |
Volatility
COPLX vs. YAFFX - Volatility Comparison
The current volatility for Copley Fund (COPLX) is 3.10%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that COPLX 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
| COPLX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 7.76% | -4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 21.51% | -13.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 22.92% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 17.85% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 16.39% | +0.19% |