GGEFX vs. YFSIX
GGEFX (Summitry Equity Fund) and YFSIX (AMG Yacktman Global Fund) are both Large Cap Blend Equities funds. Over the past 5 years, GGEFX returned 9.03%/yr vs 8.58%/yr for YFSIX. A 0.68 correlation means they provide meaningful diversification when combined. GGEFX charges 1.25%/yr vs 0.95%/yr for YFSIX.
Performance
GGEFX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, GGEFX achieves a 0.17% return, which is significantly lower than YFSIX's 26.70% return.
GGEFX
- 1D
- 1.38%
- 1M
- -1.21%
- YTD
- 0.17%
- 6M
- 0.04%
- 1Y
- 8.21%
- 3Y*
- 16.89%
- 5Y*
- 9.03%
- 10Y*
- 11.87%
YFSIX
- 1D
- -1.20%
- 1M
- 1.94%
- YTD
- 26.70%
- 6M
- 12.89%
- 1Y
- 27.25%
- 3Y*
- 17.38%
- 5Y*
- 8.58%
- 10Y*
- —
GGEFX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGEFX Summitry Equity Fund | 0.17% | 11.26% | 25.39% | 30.93% | -20.46% | 25.28% | 15.38% | 29.92% | -7.63% | 10.72% |
YFSIX AMG Yacktman Global Fund | 26.70% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between GGEFX and YFSIX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2017 | 0.68 |
Over the past year, the correlation between GGEFX and YFSIX has dropped to 0.36 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
GGEFX vs. YFSIX — Risk / Return Rank
GGEFX
YFSIX
GGEFX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Summitry Equity Fund (GGEFX) 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.
| GGEFX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 2.14 | -1.48 |
| Martin ratioReturn relative to average drawdown | 2.23 | 6.77 | -4.53 |
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
| GGEFX | YFSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.42 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.81 | -0.16 |
Drawdowns
GGEFX vs. YFSIX - Drawdown Comparison
The maximum GGEFX drawdown since its inception was -37.49%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for GGEFX and YFSIX.
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Drawdown Indicators
| GGEFX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.49% | -35.10% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -14.20% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -20.03% | -14.20% | -5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -25.14% | -1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -37.49% | — | — |
Current DrawdownCurrent decline from peak | -4.18% | -1.20% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.89% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 4.47% | -0.34% |
Volatility
GGEFX vs. YFSIX - Volatility Comparison
The current volatility for Summitry Equity Fund (GGEFX) is 4.14%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.77%. This indicates that GGEFX 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.
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Volatility by Period
| GGEFX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 5.77% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 20.79% | -9.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.46% | 21.37% | -6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 15.39% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.49% | 16.25% | +3.24% |
GGEFX vs. YFSIX - Expense Ratio Comparison
GGEFX has a 1.25% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Dividends
GGEFX vs. YFSIX - Dividend Comparison
GGEFX's dividend yield for the trailing twelve months is around 16.88%, while YFSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGEFX Summitry Equity Fund | 16.88% | 16.91% | 9.19% | 8.39% | 16.43% | 6.82% | 0.00% | 5.18% | 8.33% | 8.20% | 7.93% | 12.92% |
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% |
Frequently Asked Questions
GGEFX and YFSIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.77%) compared to GGEFX (4.14%). In terms of maximum drawdown, GGEFX dropped -37.49% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (1.42 vs 0.64), 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.
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