MECVX vs. YFSNX
MECVX (MainStay Epoch Capital Growth Fund) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, MECVX returned 8.03%/yr vs 8.83%/yr for YFSNX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. MECVX charges 1.39%/yr vs 1.11%/yr for YFSNX.
Performance
MECVX vs. YFSNX - Performance Comparison
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Returns By Period
In the year-to-date period, MECVX achieves a 6.78% return, which is significantly lower than YFSNX's 24.78% return.
MECVX
- 1D
- 1.61%
- 1M
- -1.44%
- 6M
- 3.47%
- YTD
- 6.78%
- 1Y
- 15.34%
- 3Y*
- 12.15%
- 5Y*
- 8.03%
- 10Y*
- 13.04%
- ALL TIME*
- 13.64%
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 |
MECVX vs. YFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MECVX MainStay Epoch Capital Growth Fund | 6.78% | 13.10% | 10.52% | 29.35% | -19.63% | 25.00% | 29.21% | 34.56% | -8.92% | 23.08% |
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 MECVX and YFSNX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.70 |
The correlation between MECVX and YFSNX shifts across timeframes, from 0.51 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MECVX vs. YFSNX — Risk / Return Rank
MECVX
YFSNX
MECVX vs. YFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch Capital Growth Fund (MECVX) 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.
| MECVX | YFSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.42 | -0.13 |
| Martin ratioReturn relative to average drawdown | 5.00 | 4.11 | +0.89 |
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Drawdowns
MECVX vs. YFSNX - Drawdown Comparison
The maximum MECVX drawdown since its inception was -30.36%, smaller than the maximum YFSNX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for MECVX and YFSNX.
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Drawdown Indicators
| MECVX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.36% | -35.14% | +4.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -14.09% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -14.29% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -25.26% | -4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | — | — |
Current DrawdownCurrent decline from peak | -2.03% | -2.61% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -4.94% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 4.84% | -2.25% |
Volatility
MECVX vs. YFSNX - Volatility Comparison
The current volatility for MainStay Epoch Capital Growth Fund (MECVX) is 3.10%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 5.71%. This indicates that MECVX 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
| MECVX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 5.71% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 15.88% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 22.56% | -9.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 15.76% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 16.35% | +0.50% |
MECVX vs. YFSNX - Expense Ratio Comparison
MECVX has a 1.39% expense ratio, which is higher than YFSNX's 1.11% expense ratio.
Dividends
MECVX vs. YFSNX - Dividend Comparison
MECVX's dividend yield for the trailing twelve months is around 7.60%, while YFSNX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MECVX MainStay Epoch Capital Growth Fund | 7.60% | 8.12% | 4.30% | 0.32% | 1.01% | 28.36% | 19.49% | 9.87% | 7.96% | 3.31% | 0.22% |
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% | 0.00% |
Frequently Asked Questions
MECVX and YFSNX have a correlation of 0.51, 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 MECVX (3.10%). In terms of maximum drawdown, MECVX dropped -30.36% vs YFSNX's -35.14%.
MECVX currently has the higher Sharpe Ratio (0.98 vs 0.89), 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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