CPGAX vs. YFSNX

Last updated Jun 25, 2026

CPGAX (American Funds Global Growth Portfolio) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, CPGAX returned 8.17%/yr vs 7.15%/yr for YFSNX. A 0.74 correlation means they provide meaningful diversification when combined. CPGAX charges 0.40%/yr vs 1.11%/yr for YFSNX.

Performance

CPGAX vs. YFSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Global Growth Portfolio (CPGAX) and AMG Yacktman Global Fund Class N (YFSNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CPGAX achieves a 10.86% return, which is significantly lower than YFSNX's 18.22% return.

CPGAX

• 1D: -2.35%
• 1M: 1.18%
• YTD: 10.86%
• 6M: 10.13%
• 1Y: 24.36%
• 3Y*: 19.76%
• 5Y*: 8.17%
• 10Y*: 12.78%

YFSNX

• 1D: -3.34%
• 1M: -4.02%
• YTD: 18.22%
• 6M: 19.40%
• 1Y: 16.98%
• 3Y*: 14.69%
• 5Y*: 7.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CPGAX vs. YFSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CPGAX American Funds Global Growth Portfolio	10.86%	22.99%	14.81%	24.05%	-25.77%	12.89%	27.36%	27.87%	-8.99%	22.95%
YFSNX AMG Yacktman Global Fund Class N	18.22%	14.79%	-0.47%	16.48%	-9.39%	13.00%	18.32%	24.48%	2.18%	20.95%

Correlation

The correlation between CPGAX and YFSNX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017	0.74

The correlation between CPGAX and YFSNX shifts across timeframes, from 0.56 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CPGAX vs. YFSNX — Risk / Return Rank

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

CPGAX

CPGAX Risk / Return Rank: 47
CPGAX Sharpe Ratio Rank: 45
CPGAX Sortino Ratio Rank: 42
CPGAX Omega Ratio Rank: 45
CPGAX Calmar Ratio Rank: 46
CPGAX Martin Ratio Rank: 56

YFSNX

YFSNX Risk / Return Rank: 17
YFSNX Sharpe Ratio Rank: 14
YFSNX Sortino Ratio Rank: 10
YFSNX Omega Ratio Rank: 23
YFSNX Calmar Ratio Rank: 19
YFSNX Martin Ratio Rank: 19

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.

CPGAX vs. YFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Growth Portfolio (CPGAX) and AMG Yacktman Global Fund Class N (YFSNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CPGAX	YFSNX	Difference
Sharpe ratio: Return per unit of total volatility	1.71	0.85	+0.87
Sortino ratio: Return per unit of downside risk	2.37	1.05	+1.33
Omega ratio: Gain probability vs. loss probability	1.32	1.21	+0.11
Calmar ratio: Return relative to maximum drawdown	2.35	1.33	+1.02
Martin ratio: Return relative to average drawdown	10.15	4.09	+6.06

CPGAX vs. YFSNX - Sharpe Ratio Comparison

The current CPGAX Sharpe Ratio is 1.71, which is higher than the YFSNX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of CPGAX and YFSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CPGAX vs. YFSNX - Drawdown Comparison

The maximum CPGAX drawdown since its inception was -34.42%, roughly equal to the maximum YFSNX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for CPGAX and YFSNX.

Drawdown Indicators

	CPGAX	YFSNX	Difference
Max Drawdown Largest peak-to-trough decline	-34.42%	-35.14%	+0.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-14.09%	+2.76%
Max Drawdown (3Y) Largest decline over 3 years	-17.99%	-14.29%	-3.70%
Max Drawdown (5Y) Largest decline over 5 years	-34.42%	-25.26%	-9.16%
Max Drawdown (10Y) Largest decline over 10 years	-34.42%	—	—
Current Drawdown Current decline from peak	-2.35%	-7.74%	+5.39%
Average Drawdown Average peak-to-trough decline	-5.92%	-4.94%	-0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	4.54%	-1.93%

Volatility

CPGAX vs. YFSNX - Volatility Comparison

American Funds Global Growth Portfolio (CPGAX) and AMG Yacktman Global Fund Class N (YFSNX) have volatilities of 6.89% and 7.24%, 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.

Volatility by Period

	CPGAX	YFSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.89%	7.24%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	13.08%	15.25%	-2.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	22.06%	-6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	15.61%	+1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.30%	16.32%	+0.98%

CPGAX vs. YFSNX - Expense Ratio Comparison

CPGAX has a 0.40% expense ratio, which is lower than YFSNX's 1.11% expense ratio.

Dividends

CPGAX vs. YFSNX - Dividend Comparison

CPGAX's dividend yield for the trailing twelve months is around 5.04%, while YFSNX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CPGAX American Funds Global Growth Portfolio	5.04%	5.59%	4.29%	0.92%	7.95%	3.33%	0.77%	4.89%	5.69%	6.21%	3.66%	3.92%
YFSNX AMG Yacktman Global Fund Class N	0.00%	0.00%	8.40%	7.86%	4.33%	8.06%	4.71%	6.59%	0.71%	2.63%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CPGAX and YFSNX in my portfolio?

CPGAX and YFSNX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CPGAX or YFSNX?

YFSNX has higher volatility (7.24%) compared to CPGAX (6.89%). In terms of maximum drawdown, CPGAX dropped -34.42% vs YFSNX's -35.14%.

Which has better risk-adjusted returns?

CPGAX currently has the higher Sharpe Ratio (1.71 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.