PortfoliosLab logoPortfoliosLab logo
IVE vs. YAFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVE vs. YAFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Value ETF (IVE) and AMG Yacktman Focused Fund (YAFFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IVE achieves a 7.46% return, which is significantly lower than YAFFX's 30.77% return. Over the past 10 years, IVE has underperformed YAFFX with an annualized return of 11.76%, while YAFFX has yielded a comparatively higher 12.89% annualized return.


IVE

1D
-0.35%
1M
2.24%
YTD
7.46%
6M
7.74%
1Y
21.15%
3Y*
15.57%
5Y*
10.54%
10Y*
11.76%

YAFFX

1D
-0.48%
1M
8.70%
YTD
30.77%
6M
14.70%
1Y
28.89%
3Y*
17.76%
5Y*
10.40%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVE vs. YAFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVE
iShares S&P 500 Value ETF
7.46%13.02%12.03%22.07%-5.41%24.72%1.22%31.62%-9.22%15.24%
YAFFX
AMG Yacktman Focused Fund
30.77%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%

Correlation

The correlation between IVE and YAFFX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since May 30, 2000

0.81

Over the past year, the correlation between IVE and YAFFX has dropped to 0.42 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IVE vs. YAFFX — Risk / Return Rank

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

IVE
IVE Risk / Return Rank: 6666
Overall Rank
IVE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 6464
Sortino Ratio Rank
IVE Omega Ratio Rank: 6363
Omega Ratio Rank
IVE Calmar Ratio Rank: 6868
Calmar Ratio Rank
IVE Martin Ratio Rank: 6969
Martin Ratio Rank

YAFFX
YAFFX Risk / Return Rank: 2525
Overall Rank
YAFFX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 4444
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2121
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2525
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.

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.


IVEYAFFXDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

3.43

1.71

+1.72

Martin ratioReturn relative to average drawdown

13.10

6.17

+6.92

IVE vs. YAFFX - Sharpe Ratio Comparison

The current IVE Sharpe Ratio is 2.17, which is higher than the YAFFX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IVE and YAFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IVEYAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.32

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.58

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.78

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.62

-0.23

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.


Loading charts...

Drawdown Indicators


IVEYAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.32%

-43.80%

-17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-17.08%

+10.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

-18.88%

+1.30%

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 Drawdown

Current decline from peak

-0.55%

-0.48%

-0.07%

Average Drawdown

Average peak-to-trough decline

-10.10%

-6.21%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

4.70%

-3.08%

Volatility

IVE vs. YAFFX - Volatility Comparison

The current volatility for iShares S&P 500 Value ETF (IVE) is 2.00%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 6.13%. 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.


Loading charts...

Volatility by Period


IVEYAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

6.13%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.02%

22.29%

-15.27%

Volatility (1Y)

Calculated over the trailing 1-year period

9.79%

22.19%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

18.10%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.53%

+0.43%

IVE vs. YAFFX - Expense Ratio Comparison

IVE has a 0.18% expense ratio, which is lower than YAFFX's 1.25% expense ratio.


Dividends

IVE vs. YAFFX - Dividend Comparison

IVE's dividend yield for the trailing twelve months is around 1.52%, while YAFFX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IVE
iShares S&P 500 Value ETF
1.52%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%

Frequently Asked Questions


IVE and YAFFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YAFFX has higher volatility (6.13%) compared to IVE (2.00%). In terms of maximum drawdown, IVE dropped -61.32% vs YAFFX's -43.80%.

IVE currently has the higher Sharpe Ratio (2.17 vs 1.32), 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.

Portfolio Optimizer

Find the right allocation for IVE and YAFFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer