LSGGX vs. YFSNX
LSGGX (Loomis Sayles Global Growth Fund) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, LSGGX returned 5.09%/yr vs 8.83%/yr for YFSNX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. LSGGX charges 0.95%/yr vs 1.11%/yr for YFSNX.
Performance
LSGGX vs. YFSNX - 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 YFSNX's 24.78% 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%
YFSNX
- 1D
- 3.07%
- 1M
- 4.24%
- 6M
- 13.98%
- YTD
- 24.78%
- 1Y
- 22.21%
- 3Y*
- 14.84%
- 5Y*
- 8.83%
- 10Y*
- —
- ALL TIME*
- 12.65%
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. YFSNX - 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% |
YFSNX AMG Yacktman Global Fund Class N | 24.78% | 14.79% | -0.47% | 16.48% | -9.39% | 13.00% | 18.32% | 24.48% | 2.18% | 20.95% |
Correlation
The correlation between LSGGX and YFSNX 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 YFSNX 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. YFSNX — Risk / Return Rank
LSGGX
YFSNX
LSGGX vs. YFSNX - 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 Class N (YFSNX). 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 | YFSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.22 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 1.42 | -1.71 |
| Martin ratioReturn relative to average drawdown | -0.64 | 4.11 | -4.74 |
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Drawdowns
LSGGX vs. YFSNX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for LSGGX and YFSNX.
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Drawdown Indicators
| LSGGX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -35.14% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -14.09% | -6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -14.29% | -7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -25.26% | -12.46% |
Current DrawdownCurrent decline from peak | -13.95% | -2.61% | -11.34% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -4.94% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 4.84% | +4.09% |
Volatility
LSGGX vs. YFSNX - Volatility Comparison
The current volatility for Loomis Sayles Global Growth Fund (LSGGX) is 5.35%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 5.71%. This indicates that LSGGX experiences smaller price fluctuations and is considered to be less risky than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGGX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.71% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 15.88% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 22.56% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 15.76% | +6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 16.35% | +4.19% |
LSGGX vs. YFSNX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is lower than YFSNX's 1.11% expense ratio.
Dividends
LSGGX vs. YFSNX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, while YFSNX 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% |
YFSNX AMG Yacktman Global Fund Class N | 0.00% | 0.00% | 8.40% | 7.86% | 4.33% | 8.06% | 4.71% | 6.59% | 0.71% | 2.63% |
Frequently Asked Questions
LSGGX and YFSNX 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.
YFSNX has higher volatility (5.71%) compared to LSGGX (5.35%). In terms of maximum drawdown, LSGGX dropped -37.72% vs YFSNX's -35.14%.
YFSNX currently has the higher Sharpe Ratio (0.89 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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