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MEQFX vs. YASLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEQFX vs. YASLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG River Road Large Cap Value Select Fund (MEQFX) and AMG Yacktman Special Opportunities Fund (YASLX). The values are adjusted to include any dividend payments, if applicable.

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MEQFX vs. YASLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEQFX
AMG River Road Large Cap Value Select Fund
-6.16%-2.58%24.99%19.53%-9.50%43.58%-4.00%16.01%8.16%15.35%
YASLX
AMG Yacktman Special Opportunities Fund
7.56%6.27%11.23%3.65%-13.59%24.45%12.82%17.07%-10.15%34.85%

Returns By Period

In the year-to-date period, MEQFX achieves a -6.16% return, which is significantly lower than YASLX's 7.56% return. Both investments have delivered pretty close results over the past 10 years, with MEQFX having a 10.48% annualized return and YASLX not far ahead at 10.68%.


MEQFX

1D
0.27%
1M
-8.63%
YTD
-6.16%
6M
-13.39%
1Y
-10.71%
3Y*
9.46%
5Y*
10.27%
10Y*
10.48%

YASLX

1D
-0.17%
1M
-4.89%
YTD
7.56%
6M
1.74%
1Y
15.32%
3Y*
9.73%
5Y*
4.69%
10Y*
10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEQFX vs. YASLX - Expense Ratio Comparison

MEQFX has a 0.64% expense ratio, which is lower than YASLX's 1.86% expense ratio.


Return for Risk

MEQFX vs. YASLX — Risk / Return Rank

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

MEQFX
MEQFX Risk / Return Rank: 11
Overall Rank
MEQFX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MEQFX Sortino Ratio Rank: 22
Sortino Ratio Rank
MEQFX Omega Ratio Rank: 11
Omega Ratio Rank
MEQFX Calmar Ratio Rank: 11
Calmar Ratio Rank
MEQFX Martin Ratio Rank: 11
Martin Ratio Rank

YASLX
YASLX Risk / Return Rank: 5454
Overall Rank
YASLX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YASLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
YASLX Omega Ratio Rank: 5959
Omega Ratio Rank
YASLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YASLX Martin Ratio Rank: 3535
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.

MEQFX vs. YASLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) and AMG Yacktman Special Opportunities Fund (YASLX). 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.


MEQFXYASLXDifference

Sharpe ratio

Return per unit of total volatility

-0.52

1.14

-1.65

Sortino ratio

Return per unit of downside risk

-0.56

1.48

-2.04

Omega ratio

Gain probability vs. loss probability

0.91

1.23

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.66

1.40

-2.07

Martin ratio

Return relative to average drawdown

-1.75

3.78

-5.53

MEQFX vs. YASLX - Sharpe Ratio Comparison

The current MEQFX Sharpe Ratio is -0.52, which is lower than the YASLX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of MEQFX and YASLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MEQFXYASLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

1.14

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.29

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.72

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.57

-0.26

Correlation

The correlation between MEQFX and YASLX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MEQFX vs. YASLX - Dividend Comparison

Neither MEQFX nor YASLX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MEQFX
AMG River Road Large Cap Value Select Fund
0.00%0.00%4.48%0.98%2.13%27.90%0.00%9.17%3.40%30.28%5.96%11.63%
YASLX
AMG Yacktman Special Opportunities Fund
0.00%0.00%15.82%8.97%0.94%3.85%2.62%12.95%9.89%4.86%3.28%4.59%

Drawdowns

MEQFX vs. YASLX - Drawdown Comparison

The maximum MEQFX drawdown since its inception was -55.38%, which is greater than YASLX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for MEQFX and YASLX.


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Drawdown Indicators


MEQFXYASLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-38.91%

-16.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.43%

-10.18%

-7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-19.48%

-27.74%

+8.26%

Max Drawdown (10Y)

Largest decline over 10 years

-28.69%

-38.91%

+10.22%

Current Drawdown

Current decline from peak

-17.21%

-4.89%

-12.32%

Average Drawdown

Average peak-to-trough decline

-12.17%

-8.34%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

3.78%

+2.79%

Volatility

MEQFX vs. YASLX - Volatility Comparison

AMG River Road Large Cap Value Select Fund (MEQFX) has a higher volatility of 3.48% compared to AMG Yacktman Special Opportunities Fund (YASLX) at 3.18%. This indicates that MEQFX's price experiences larger fluctuations and is considered to be riskier than YASLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEQFXYASLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

3.18%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

8.66%

+6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

12.99%

+6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

16.32%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

15.00%

+4.56%