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GMLGX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMLGX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark Large Cap Core Fund (GMLGX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

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GMLGX vs. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMLGX
GuideMark Large Cap Core Fund
-7.74%14.26%22.35%25.27%-19.10%26.33%22.21%28.12%-5.53%18.15%
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, GMLGX achieves a -7.74% return, which is significantly lower than YFSIX's 8.16% return.


GMLGX

1D
-0.31%
1M
-7.21%
YTD
-7.74%
6M
-5.43%
1Y
12.05%
3Y*
15.02%
5Y*
9.18%
10Y*
11.99%

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)

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GMLGX vs. YFSIX - Expense Ratio Comparison

GMLGX has a 0.89% expense ratio, which is lower than YFSIX's 0.95% expense ratio.


Return for Risk

GMLGX vs. YFSIX — Risk / Return Rank

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

GMLGX
GMLGX Risk / Return Rank: 3030
Overall Rank
GMLGX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GMLGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GMLGX Omega Ratio Rank: 3131
Omega Ratio Rank
GMLGX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GMLGX Martin Ratio Rank: 3333
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.

GMLGX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Large Cap Core Fund (GMLGX) 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.


GMLGXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.99

-0.31

Sortino ratio

Return per unit of downside risk

1.11

1.16

-0.06

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

0.79

1.36

-0.57

Martin ratio

Return relative to average drawdown

3.58

4.42

-0.84

GMLGX vs. YFSIX - Sharpe Ratio Comparison

The current GMLGX Sharpe Ratio is 0.68, which is lower than the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GMLGX 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.


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Sharpe Ratios by Period


GMLGXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.99

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.45

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.71

-0.36

Correlation

The correlation between GMLGX and YFSIX is 0.70, 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.


Dividends

GMLGX vs. YFSIX - Dividend Comparison

GMLGX's dividend yield for the trailing twelve months is around 20.04%, while YFSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GMLGX
GuideMark Large Cap Core Fund
20.04%18.49%4.20%0.75%10.27%3.03%0.38%1.01%2.22%4.25%2.99%3.08%
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

GMLGX vs. YFSIX - Drawdown Comparison

The maximum GMLGX drawdown since its inception was -56.56%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for GMLGX and YFSIX.


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Drawdown Indicators


GMLGXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.56%

-35.10%

-21.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-14.20%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-25.14%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

Current Drawdown

Current decline from peak

-9.59%

-11.03%

+1.44%

Average Drawdown

Average peak-to-trough decline

-9.51%

-4.93%

-4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

4.38%

-1.54%

Volatility

GMLGX vs. YFSIX - Volatility Comparison

The current volatility for GuideMark Large Cap Core Fund (GMLGX) is 4.02%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that GMLGX 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


GMLGXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

9.23%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

19.89%

-10.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

21.29%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

15.11%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

16.20%

+2.43%