Correlation
The correlation between DSEEX and YACKX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DSEEX vs. YACKX
Compare and contrast key facts about DoubleLine Shiller Enhanced CAPE (DSEEX) and AMG Yacktman Fund (YACKX).
DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013. YACKX is managed by AMG. It was launched on Jul 6, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEEX or YACKX.
Performance
DSEEX vs. YACKX - Performance Comparison
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Key characteristics
DSEEX:
0.96
YACKX:
0.35
DSEEX:
1.32
YACKX:
0.39
DSEEX:
1.18
YACKX:
1.05
DSEEX:
0.97
YACKX:
0.20
DSEEX:
3.54
YACKX:
0.76
DSEEX:
3.98%
YACKX:
3.60%
DSEEX:
16.23%
YACKX:
13.25%
DSEEX:
-40.62%
YACKX:
-46.65%
DSEEX:
-3.05%
YACKX:
-1.56%
Returns By Period
In the year-to-date period, DSEEX achieves a 3.58% return, which is significantly lower than YACKX's 4.25% return. Over the past 10 years, DSEEX has outperformed YACKX with an annualized return of 12.07%, while YACKX has yielded a comparatively lower 9.51% annualized return.
DSEEX
3.58%
2.97%
-2.74%
15.52%
9.52%
13.57%
12.07%
YACKX
4.25%
4.57%
-1.48%
4.53%
6.86%
12.66%
9.51%
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DSEEX vs. YACKX - Expense Ratio Comparison
DSEEX has a 0.54% expense ratio, which is lower than YACKX's 0.71% expense ratio.
Risk-Adjusted Performance
DSEEX vs. YACKX — Risk-Adjusted Performance Rank
DSEEX
YACKX
DSEEX vs. YACKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and AMG Yacktman Fund (YACKX). 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.
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Dividends
DSEEX vs. YACKX - Dividend Comparison
DSEEX's dividend yield for the trailing twelve months is around 4.91%, less than YACKX's 9.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | 4.91% | 4.92% | 4.60% | 16.42% | 28.54% | 1.73% | 5.15% | 15.27% | 9.10% | 4.11% | 4.43% | 2.63% |
YACKX AMG Yacktman Fund | 9.31% | 9.70% | 4.39% | 7.35% | 3.72% | 10.82% | 9.31% | 23.06% | 10.67% | 8.57% | 13.66% | 4.39% |
Drawdowns
DSEEX vs. YACKX - Drawdown Comparison
The maximum DSEEX drawdown since its inception was -40.62%, smaller than the maximum YACKX drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for DSEEX and YACKX.
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Volatility
DSEEX vs. YACKX - Volatility Comparison
DoubleLine Shiller Enhanced CAPE (DSEEX) has a higher volatility of 4.44% compared to AMG Yacktman Fund (YACKX) at 2.81%. This indicates that DSEEX's price experiences larger fluctuations and is considered to be riskier than YACKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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