MFQTX vs. YFSIX
MFQTX (AMG Veritas Global Focus Fund) and YFSIX (AMG Yacktman Global Fund) are both mutual funds - MFQTX is a Large Cap Growth Equities fund managed by AMG, while YFSIX is a Global Equities fund managed by AMG. Over the past 5 years, MFQTX returned 3.75%/yr vs 9.12%/yr for YFSIX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. MFQTX charges 0.88%/yr vs 0.95%/yr for YFSIX.
Performance
MFQTX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, MFQTX achieves a 1.14% return, which is significantly lower than YFSIX's 25.53% return.
MFQTX
- 1D
- -0.12%
- 1M
- 1.75%
- 6M
- 2.18%
- YTD
- 1.14%
- 1Y
- -2.59%
- 3Y*
- 8.10%
- 5Y*
- 3.75%
- 10Y*
- 8.95%
- ALL TIME*
- 7.38%
YFSIX
- 1D
- 0.45%
- 1M
- 4.74%
- 6M
- 16.72%
- YTD
- 25.53%
- 1Y
- 22.87%
- 3Y*
- 15.34%
- 5Y*
- 9.12%
- 10Y*
- —
- ALL TIME*
- 12.81%
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 |
MFQTX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | 1.14% | -1.59% | 23.14% | 22.81% | -21.08% | 17.63% | 8.44% | 28.37% | -3.66% | 16.06% |
YFSIX AMG Yacktman Global Fund | 25.53% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between MFQTX and YFSIX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.66 |
Over the past year, the correlation between MFQTX and YFSIX has dropped to 0.25 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
MFQTX vs. YFSIX — Risk / Return Rank
MFQTX
YFSIX
MFQTX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Focus Fund (MFQTX) 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.
| MFQTX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.54 | -1.71 |
| Martin ratioReturn relative to average drawdown | -0.34 | 4.46 | -4.80 |
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Drawdowns
MFQTX vs. YFSIX - Drawdown Comparison
The maximum MFQTX drawdown since its inception was -57.67%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for MFQTX and YFSIX.
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Drawdown Indicators
| MFQTX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.67% | -35.10% | -22.57% |
Max Drawdown (1Y)Largest decline over 1 year | -23.00% | -14.20% | -8.80% |
Max Drawdown (3Y)Largest decline over 3 years | -23.60% | -14.20% | -9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -25.14% | -2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | — | — |
Current DrawdownCurrent decline from peak | -10.96% | -2.12% | -8.84% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -4.89% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.71% | 4.86% | +6.85% |
Volatility
MFQTX vs. YFSIX - Volatility Comparison
The current volatility for AMG Veritas Global Focus Fund (MFQTX) is 4.05%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.38%. This indicates that MFQTX 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
| MFQTX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 5.38% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 15.91% | -5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 22.66% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 15.78% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.98% | 16.35% | +2.63% |
MFQTX vs. YFSIX - Expense Ratio Comparison
MFQTX has a 0.88% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Dividends
MFQTX vs. YFSIX - Dividend Comparison
Neither MFQTX nor YFSIX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | 0.00% | 0.00% | 18.87% | 2.45% | 5.59% | 139.81% | 1.67% | 0.72% | 1.95% | 0.47% | 1.19% | 0.57% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
MFQTX and YFSIX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.38%) compared to MFQTX (4.05%). In terms of maximum drawdown, MFQTX dropped -57.67% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.96 vs -0.23), 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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