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HCAYX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HCAYX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Capital Appreciation Fund (HCAYX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

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HCAYX vs. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HCAYX
The Hartford Capital Appreciation Fund
-8.42%10.66%20.31%19.24%-17.64%15.56%21.14%35.95%-4.83%17.07%
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, HCAYX achieves a -8.42% return, which is significantly lower than YFSIX's 8.16% return.


HCAYX

1D
-0.39%
1M
-8.43%
YTD
-8.42%
6M
-6.40%
1Y
8.10%
3Y*
11.32%
5Y*
5.74%
10Y*
10.95%

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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HCAYX vs. YFSIX - Expense Ratio Comparison

HCAYX has a 0.80% expense ratio, which is lower than YFSIX's 0.95% expense ratio.


Return for Risk

HCAYX vs. YFSIX — Risk / Return Rank

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

HCAYX
HCAYX Risk / Return Rank: 2020
Overall Rank
HCAYX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HCAYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
HCAYX Omega Ratio Rank: 2020
Omega Ratio Rank
HCAYX Calmar Ratio Rank: 1919
Calmar Ratio Rank
HCAYX Martin Ratio Rank: 2222
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.

HCAYX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Capital Appreciation Fund (HCAYX) 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.


HCAYXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.99

-0.50

Sortino ratio

Return per unit of downside risk

0.82

1.16

-0.35

Omega ratio

Gain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratio

Return relative to maximum drawdown

0.55

1.36

-0.81

Martin ratio

Return relative to average drawdown

2.39

4.42

-2.03

HCAYX vs. YFSIX - Sharpe Ratio Comparison

The current HCAYX Sharpe Ratio is 0.49, which is lower than the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HCAYX 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


HCAYXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.99

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.45

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.71

-0.11

Correlation

The correlation between HCAYX 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

HCAYX vs. YFSIX - Dividend Comparison

HCAYX's dividend yield for the trailing twelve months is around 6.01%, while YFSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
HCAYX
The Hartford Capital Appreciation Fund
6.01%5.50%7.89%0.41%4.97%13.12%4.31%7.95%16.29%13.10%0.73%8.62%
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

HCAYX vs. YFSIX - Drawdown Comparison

The maximum HCAYX drawdown since its inception was -59.00%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for HCAYX and YFSIX.


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Drawdown Indicators


HCAYXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.00%

-35.10%

-23.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-14.20%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-25.14%

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

Current Drawdown

Current decline from peak

-10.10%

-11.03%

+0.93%

Average Drawdown

Average peak-to-trough decline

-10.43%

-4.93%

-5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

4.38%

-1.60%

Volatility

HCAYX vs. YFSIX - Volatility Comparison

The current volatility for The Hartford Capital Appreciation Fund (HCAYX) is 4.50%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that HCAYX 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


HCAYXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

9.23%

-4.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

19.89%

-10.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

21.29%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

15.11%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

16.20%

+1.81%