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

Performance

DRDIX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dearborn Partners Rising Dividend Fund (DRDIX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DRDIX vs. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRDIX
Dearborn Partners Rising Dividend Fund
-2.56%2.36%18.69%13.77%-11.52%24.46%10.50%30.30%-0.65%14.31%
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, DRDIX achieves a -2.56% return, which is significantly lower than YFSIX's 8.16% return.


DRDIX

1D
0.62%
1M
-6.14%
YTD
-2.56%
6M
-5.93%
1Y
-3.66%
3Y*
9.27%
5Y*
7.29%
10Y*
9.82%

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.


DRDIX vs. YFSIX - Expense Ratio Comparison

Both DRDIX and YFSIX have an expense ratio of 0.95%.


Return for Risk

DRDIX vs. YFSIX — Risk / Return Rank

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

DRDIX
DRDIX Risk / Return Rank: 33
Overall Rank
DRDIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DRDIX Sortino Ratio Rank: 33
Sortino Ratio Rank
DRDIX Omega Ratio Rank: 33
Omega Ratio Rank
DRDIX Calmar Ratio Rank: 33
Calmar Ratio Rank
DRDIX Martin Ratio Rank: 22
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.

DRDIX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dearborn Partners Rising Dividend Fund (DRDIX) 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.


DRDIXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

-0.16

0.99

-1.16

Sortino ratio

Return per unit of downside risk

-0.14

1.16

-1.30

Omega ratio

Gain probability vs. loss probability

0.98

1.26

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.31

1.36

-1.67

Martin ratio

Return relative to average drawdown

-0.98

4.42

-5.40

DRDIX vs. YFSIX - Sharpe Ratio Comparison

The current DRDIX Sharpe Ratio is -0.16, which is lower than the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DRDIX 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


DRDIXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.99

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.45

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.71

-0.08

Correlation

The correlation between DRDIX and YFSIX is 0.65, 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

DRDIX vs. YFSIX - Dividend Comparison

DRDIX's dividend yield for the trailing twelve months is around 3.72%, while YFSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DRDIX
Dearborn Partners Rising Dividend Fund
3.72%3.55%11.15%0.80%1.88%2.49%1.21%1.47%1.55%1.74%1.11%1.53%
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

DRDIX vs. YFSIX - Drawdown Comparison

The maximum DRDIX drawdown since its inception was -31.36%, smaller than the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DRDIX and YFSIX.


Loading graphics...

Drawdown Indicators


DRDIXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.36%

-35.10%

+3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-14.20%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.45%

-25.14%

+5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.36%

Current Drawdown

Current decline from peak

-7.12%

-11.03%

+3.91%

Average Drawdown

Average peak-to-trough decline

-3.55%

-4.93%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

4.38%

-0.95%

Volatility

DRDIX vs. YFSIX - Volatility Comparison

The current volatility for Dearborn Partners Rising Dividend Fund (DRDIX) is 2.98%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that DRDIX 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


DRDIXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

9.23%

-6.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

19.89%

-13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.85%

21.29%

-7.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

15.11%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

16.20%

-0.53%