IVE vs. YAFFX
Compare and contrast key facts about iShares S&P 500 Value ETF (IVE) and AMG Yacktman Focused Fund (YAFFX).
IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 2000. YAFFX is managed by AMG. It was launched on May 1, 1997.
Performance
IVE vs. YAFFX - Performance Comparison
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IVE vs. YAFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 0.09% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 1.22% | 31.62% | -9.22% | 15.24% |
YAFFX AMG Yacktman Focused Fund | 10.26% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Returns By Period
In the year-to-date period, IVE achieves a 0.09% return, which is significantly lower than YAFFX's 10.26% return. Both investments have delivered pretty close results over the past 10 years, with IVE having a 11.27% annualized return and YAFFX not far behind at 11.08%.
IVE
- 1D
- 0.16%
- 1M
- -4.32%
- YTD
- 0.09%
- 6M
- 3.01%
- 1Y
- 13.01%
- 3Y*
- 13.75%
- 5Y*
- 10.34%
- 10Y*
- 11.27%
YAFFX
- 1D
- 1.53%
- 1M
- -7.23%
- YTD
- 10.26%
- 6M
- 0.19%
- 1Y
- 12.84%
- 3Y*
- 12.23%
- 5Y*
- 7.51%
- 10Y*
- 11.08%
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IVE vs. YAFFX - Expense Ratio Comparison
IVE has a 0.18% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Return for Risk
IVE vs. YAFFX — Risk / Return Rank
IVE
YAFFX
IVE vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) 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.
| IVE | YAFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.58 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.76 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.65 | +0.42 |
Martin ratioReturn relative to average drawdown | 5.01 | 2.29 | +2.71 |
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
| IVE | YAFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.58 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.42 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.68 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.59 | -0.20 |
Correlation
The correlation between IVE and YAFFX is 0.82, 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
IVE vs. YAFFX - Dividend Comparison
IVE's dividend yield for the trailing twelve months is around 1.63%, while YAFFX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 1.63% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
YAFFX AMG Yacktman Focused Fund | 0.00% | 0.00% | 18.44% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Drawdowns
IVE vs. YAFFX - Drawdown Comparison
The maximum IVE drawdown since its inception was -61.32%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for IVE and YAFFX.
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Drawdown Indicators
| IVE | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -43.80% | -17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -17.08% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -21.31% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | -30.62% | -6.42% |
Current DrawdownCurrent decline from peak | -4.42% | -7.31% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -10.16% | -6.24% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 4.85% | -2.28% |
Volatility
IVE vs. YAFFX - Volatility Comparison
The current volatility for iShares S&P 500 Value ETF (IVE) is 3.78%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 8.00%. This indicates that IVE 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.
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Volatility by Period
| IVE | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 8.00% | -4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 21.56% | -13.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 22.92% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 17.86% | -3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.40% | +0.58% |