MBDFX vs. YAFFX
MBDFX (AMG GW&K Core Bond ESG Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - MBDFX is a Intermediate Core Bond fund managed by AMG, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, MBDFX returned 1.29%/yr vs 12.33%/yr for YAFFX. At a correlation of -0.08, they often move in opposite directions. MBDFX charges 0.56%/yr vs 1.25%/yr for YAFFX.
Performance
MBDFX vs. YAFFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MBDFX achieves a 0.17% return, which is significantly lower than YAFFX's 24.99% return. Over the past 10 years, MBDFX has underperformed YAFFX with an annualized return of 1.29%, while YAFFX has yielded a comparatively higher 12.33% annualized return.
MBDFX
- 1D
- 0.22%
- 1M
- 0.89%
- YTD
- 0.17%
- 6M
- 0.28%
- 1Y
- 4.42%
- 3Y*
- 3.91%
- 5Y*
- -0.58%
- 10Y*
- 1.29%
YAFFX
- 1D
- 0.29%
- 1M
- 0.67%
- YTD
- 24.99%
- 6M
- 27.92%
- 1Y
- 20.71%
- 3Y*
- 15.46%
- 5Y*
- 9.74%
- 10Y*
- 12.33%
MBDFX vs. YAFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBDFX AMG GW&K Core Bond ESG Fund | 0.17% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
YAFFX AMG Yacktman Focused Fund | 24.99% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between MBDFX and YAFFX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 1997 | -0.08 |
The correlation between MBDFX and YAFFX shifts across timeframes, from -0.08 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.
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
MBDFX vs. YAFFX — Risk / Return Rank
MBDFX
YAFFX
MBDFX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Core Bond ESG Fund (MBDFX) 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.
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.
| MBDFX | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.21 | +0.16 |
| Martin ratioReturn relative to average drawdown | 3.73 | 4.28 | -0.55 |
Loading charts...
Drawdowns
MBDFX vs. YAFFX - Drawdown Comparison
The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum YAFFX drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for MBDFX and YAFFX.
Loading charts...
Drawdown Indicators
| MBDFX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | -43.80% | +23.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -17.08% | +13.83% |
Max Drawdown (3Y)Largest decline over 3 years | -6.99% | -18.88% | +11.89% |
Max Drawdown (5Y)Largest decline over 5 years | -20.54% | -21.31% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -20.66% | -30.62% | +9.96% |
Current DrawdownCurrent decline from peak | -4.30% | -4.87% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -6.21% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 4.81% | -3.62% |
Volatility
MBDFX vs. YAFFX - Volatility Comparison
The current volatility for AMG GW&K Core Bond ESG Fund (MBDFX) is 1.19%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.03%. This indicates that MBDFX 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
| MBDFX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 7.03% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 22.85% | -19.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 22.78% | -18.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 18.23% | -12.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 16.60% | -11.54% |
MBDFX vs. YAFFX - Expense Ratio Comparison
MBDFX has a 0.56% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
MBDFX vs. YAFFX - Dividend Comparison
MBDFX's dividend yield for the trailing twelve months is around 3.46%, while YAFFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBDFX AMG GW&K Core Bond ESG Fund | 3.46% | 3.66% | 3.50% | 2.92% | 2.16% | 2.35% | 1.84% | 2.40% | 2.30% | 2.10% | 2.06% | 4.17% |
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
MBDFX and YAFFX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YAFFX has higher volatility (7.03%) compared to MBDFX (1.19%). In terms of maximum drawdown, MBDFX dropped -20.66% vs YAFFX's -43.80%.
MBDFX currently has the higher Sharpe Ratio (1.17 vs 0.91), 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.
Find the right allocation for MBDFX 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