GGMMX vs. YFSNX
GGMMX (Gabelli Global Mini MitesTM Fund) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, GGMMX returned 8.12%/yr vs 8.83%/yr for YFSNX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. GGMMX charges 0.90%/yr vs 1.11%/yr for YFSNX.
Performance
GGMMX vs. YFSNX - Performance Comparison
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Returns By Period
In the year-to-date period, GGMMX achieves a 17.68% return, which is significantly lower than YFSNX's 24.78% return.
GGMMX
- 1D
- 1.27%
- 1M
- -1.53%
- 6M
- 12.68%
- YTD
- 17.68%
- 1Y
- 30.59%
- 3Y*
- 14.59%
- 5Y*
- 8.12%
- 10Y*
- —
- ALL TIME*
- 11.62%
YFSNX
- 1D
- 3.07%
- 1M
- 4.24%
- 6M
- 13.98%
- YTD
- 24.78%
- 1Y
- 22.21%
- 3Y*
- 14.84%
- 5Y*
- 8.83%
- 10Y*
- —
- ALL TIME*
- 12.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GGMMX vs. YFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GGMMX Gabelli Global Mini MitesTM Fund | 17.68% | 10.57% | 1.65% | 39.12% | -16.24% | 19.30% | 15.86% | 3.52% |
YFSNX AMG Yacktman Global Fund Class N | 24.78% | 14.79% | -0.47% | 16.48% | -9.39% | 13.00% | 18.32% | 12.60% |
Correlation
The correlation between GGMMX and YFSNX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 20, 2019 | 0.61 |
Over the past year, the correlation between GGMMX and YFSNX has dropped to 0.37 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
GGMMX vs. YFSNX — Risk / Return Rank
GGMMX
YFSNX
GGMMX vs. YFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Mini MitesTM Fund (GGMMX) 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.
| GGMMX | YFSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.42 | +2.09 |
| Martin ratioReturn relative to average drawdown | 11.67 | 4.11 | +7.56 |
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Drawdowns
GGMMX vs. YFSNX - Drawdown Comparison
The maximum GGMMX drawdown since its inception was -40.23%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for GGMMX and YFSNX.
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Drawdown Indicators
| GGMMX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -35.14% | -5.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -14.09% | +5.98% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -14.29% | -9.17% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -25.26% | -2.97% |
Current DrawdownCurrent decline from peak | -3.43% | -2.61% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -4.94% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 4.84% | -2.40% |
Volatility
GGMMX vs. YFSNX - Volatility Comparison
The current volatility for Gabelli Global Mini MitesTM Fund (GGMMX) is 3.91%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 5.71%. This indicates that GGMMX experiences smaller price fluctuations and is considered to be less risky than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGMMX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 5.71% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 15.88% | -4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 22.56% | -8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 15.76% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 16.35% | +3.60% |
GGMMX vs. YFSNX - Expense Ratio Comparison
GGMMX has a 0.90% expense ratio, which is lower than YFSNX's 1.11% expense ratio.
Dividends
GGMMX vs. YFSNX - Dividend Comparison
GGMMX's dividend yield for the trailing twelve months is around 5.75%, while YFSNX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GGMMX Gabelli Global Mini MitesTM Fund | 5.75% | 6.77% | 0.00% | 11.14% | 6.22% | 14.98% | 0.54% | 3.96% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
GGMMX and YFSNX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSNX has higher volatility (5.71%) compared to GGMMX (3.91%). In terms of maximum drawdown, GGMMX dropped -40.23% vs YFSNX's -35.14%.
GGMMX currently has the higher Sharpe Ratio (2.01 vs 0.89), 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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