LSGGX vs. YFSIX
LSGGX (Loomis Sayles Global Growth Fund) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, LSGGX returned 5.09%/yr vs 9.02%/yr for YFSIX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.95% expense ratio.
Performance
LSGGX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than YFSIX's 24.97% return.
LSGGX
- 1D
- 0.09%
- 1M
- -3.12%
- 6M
- -8.60%
- YTD
- -8.97%
- 1Y
- -5.49%
- 3Y*
- 10.39%
- 5Y*
- 5.09%
- 10Y*
- —
- ALL TIME*
- 12.26%
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
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 |
LSGGX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.97% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 27.56% |
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between LSGGX and YFSIX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.61 |
Over the past year, the correlation between LSGGX and YFSIX has dropped to 0.24 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
LSGGX vs. YFSIX — Risk / Return Rank
LSGGX
YFSIX
LSGGX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) 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.
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.
| LSGGX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.22 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 1.41 | -1.70 |
| Martin ratioReturn relative to average drawdown | -0.64 | 4.10 | -4.74 |
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Drawdowns
LSGGX vs. YFSIX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LSGGX and YFSIX.
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Drawdown Indicators
| LSGGX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -35.10% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -14.20% | -6.88% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -14.20% | -8.01% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -25.14% | -12.58% |
Current DrawdownCurrent decline from peak | -13.95% | -2.55% | -11.40% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -4.89% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 4.86% | +4.07% |
Volatility
LSGGX vs. YFSIX - Volatility Comparison
The current volatility for Loomis Sayles Global Growth Fund (LSGGX) is 5.35%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that LSGGX 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
| LSGGX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.69% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 15.90% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 22.66% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 15.78% | +6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 16.36% | +4.18% |
LSGGX vs. YFSIX - Expense Ratio Comparison
Both LSGGX and YFSIX have an expense ratio of 0.95%.
Dividends
LSGGX vs. YFSIX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, while YFSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | 0.33% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% |
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% |
Frequently Asked Questions
LSGGX and YFSIX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.69%) compared to LSGGX (5.35%). In terms of maximum drawdown, LSGGX dropped -37.72% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.88 vs -0.32), 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.
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