DSEEX vs. YAFFX
Compare and contrast key facts about DoubleLine Shiller Enhanced CAPE (DSEEX) and AMG Yacktman Focused Fund (YAFFX).
DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013. YAFFX is managed by AMG. It was launched on May 1, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEEX or YAFFX.
Correlation
The correlation between DSEEX and YAFFX is 0.80, 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.
Performance
DSEEX vs. YAFFX - Performance Comparison
Key characteristics
DSEEX:
1.18
YAFFX:
-0.42
DSEEX:
1.61
YAFFX:
-0.42
DSEEX:
1.21
YAFFX:
0.92
DSEEX:
0.42
YAFFX:
-0.38
DSEEX:
6.83
YAFFX:
-2.08
DSEEX:
2.07%
YAFFX:
2.95%
DSEEX:
11.97%
YAFFX:
14.45%
DSEEX:
-46.92%
YAFFX:
-55.32%
DSEEX:
-22.34%
YAFFX:
-16.12%
Returns By Period
In the year-to-date period, DSEEX achieves a 13.09% return, which is significantly higher than YAFFX's -8.18% return. Over the past 10 years, DSEEX has underperformed YAFFX with an annualized return of 5.61%, while YAFFX has yielded a comparatively higher 7.58% annualized return.
DSEEX
13.09%
-3.25%
9.12%
13.06%
2.28%
5.61%
YAFFX
-8.18%
-13.25%
-11.08%
-6.65%
6.20%
7.58%
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DSEEX vs. YAFFX - Expense Ratio Comparison
DSEEX has a 0.54% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Risk-Adjusted Performance
DSEEX vs. YAFFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) 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.
Dividends
DSEEX vs. YAFFX - Dividend Comparison
DSEEX's dividend yield for the trailing twelve months is around 4.40%, while YAFFX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | 4.40% | 4.60% | 3.87% | 1.63% | 1.73% | 2.74% | 3.38% | 2.16% | 2.12% | 2.88% | 2.61% | 0.48% |
YAFFX AMG Yacktman Focused Fund | 0.00% | 1.23% | 1.17% | 0.75% | 0.81% | 1.38% | 1.75% | 0.97% | 1.54% | 1.19% | 0.68% | 0.55% |
Drawdowns
DSEEX vs. YAFFX - Drawdown Comparison
The maximum DSEEX drawdown since its inception was -46.92%, smaller than the maximum YAFFX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for DSEEX and YAFFX. For additional features, visit the drawdowns tool.
Volatility
DSEEX vs. YAFFX - Volatility Comparison
The current volatility for DoubleLine Shiller Enhanced CAPE (DSEEX) is 3.55%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 10.79%. This indicates that DSEEX 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.