MGGPX vs. YFSIX
MGGPX (Morgan Stanley Global Opportunity Portfolio Class A) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, MGGPX returned 1.78%/yr vs 9.10%/yr for YFSIX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. MGGPX charges 1.25%/yr vs 0.95%/yr for YFSIX.
Performance
MGGPX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, MGGPX achieves a 1.62% return, which is significantly lower than YFSIX's 26.14% return.
MGGPX
- 1D
- 0.79%
- 1M
- -2.29%
- 6M
- 4.19%
- YTD
- 1.62%
- 1Y
- -9.41%
- 3Y*
- 12.80%
- 5Y*
- 1.78%
- 10Y*
- 12.37%
- ALL TIME*
- 14.03%
YFSIX
- 1D
- 0.49%
- 1M
- 5.26%
- 6M
- 15.31%
- YTD
- 26.14%
- 1Y
- 21.56%
- 3Y*
- 16.08%
- 5Y*
- 9.10%
- 10Y*
- —
- ALL TIME*
- 12.86%
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 |
MGGPX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | 1.62% | 0.77% | 27.16% | 49.29% | -41.77% | -0.05% | 55.05% | 35.03% | -5.96% | 40.51% |
YFSIX AMG Yacktman Global Fund | 26.14% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between MGGPX and YFSIX 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. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.60 |
The correlation between MGGPX and YFSIX has been stable across timeframes, ranging from 0.51 to 0.61 - a consistent structural relationship.
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Return for Risk
MGGPX vs. YFSIX — Risk / Return Rank
MGGPX
YFSIX
MGGPX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) 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.
| MGGPX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.25 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.68 | -1.96 |
| Martin ratioReturn relative to average drawdown | -0.57 | 4.86 | -5.43 |
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Drawdowns
MGGPX vs. YFSIX - Drawdown Comparison
The maximum MGGPX drawdown since its inception was -51.83%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for MGGPX and YFSIX.
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Drawdown Indicators
| MGGPX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.83% | -35.10% | -16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -28.32% | -14.20% | -14.12% |
Max Drawdown (3Y)Largest decline over 3 years | -28.32% | -14.20% | -14.12% |
Max Drawdown (5Y)Largest decline over 5 years | -51.14% | -25.14% | -26.00% |
Max Drawdown (10Y)Largest decline over 10 years | -51.83% | — | — |
Current DrawdownCurrent decline from peak | -14.20% | -1.64% | -12.56% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -4.89% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.94% | 4.86% | +9.08% |
Volatility
MGGPX vs. YFSIX - Volatility Comparison
Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) has a higher volatility of 6.84% compared to AMG Yacktman Global Fund (YFSIX) at 5.39%. This indicates that MGGPX's price experiences larger fluctuations and is considered to be riskier 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
| MGGPX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 5.39% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 18.89% | 15.89% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 22.65% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.56% | 15.78% | +10.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 16.35% | +6.95% |
MGGPX vs. YFSIX - Expense Ratio Comparison
MGGPX has a 1.25% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Dividends
MGGPX vs. YFSIX - Dividend Comparison
Neither MGGPX nor YFSIX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | 0.00% | 0.00% | 9.95% | 2.27% | 24.31% | 5.14% | 1.20% | 0.00% | 0.82% | 0.40% | 7.23% | 1.29% |
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
MGGPX and YFSIX 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.
MGGPX has higher volatility (6.84%) compared to YFSIX (5.39%). In terms of maximum drawdown, MGGPX dropped -51.83% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (1.05 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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