MRLIX vs. YACKX
MRLIX (AMG Renaissance Large Cap Growth Fund) and YACKX (AMG Yacktman Fund) are both mutual funds - MRLIX is a Large Cap Growth Equities fund managed by AMG, while YACKX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, MRLIX returned 12.61%/yr vs 12.24%/yr for YACKX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MRLIX charges 0.66%/yr vs 0.71%/yr for YACKX.
Performance
MRLIX vs. YACKX - Performance Comparison
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Returns By Period
In the year-to-date period, MRLIX achieves a 3.11% return, which is significantly lower than YACKX's 17.47% return. Both investments have delivered pretty close results over the past 10 years, with MRLIX having a 12.61% annualized return and YACKX not far behind at 12.24%.
MRLIX
- 1D
- 2.15%
- 1M
- -0.96%
- 6M
- 2.69%
- YTD
- 3.11%
- 1Y
- -6.89%
- 3Y*
- 4.79%
- 5Y*
- 4.34%
- 10Y*
- 12.61%
- ALL TIME*
- 12.94%
YACKX
- 1D
- 0.99%
- 1M
- 2.82%
- 6M
- 8.92%
- YTD
- 17.47%
- 1Y
- 31.05%
- 3Y*
- 15.45%
- 5Y*
- 10.58%
- 10Y*
- 12.24%
- ALL TIME*
- 10.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
YACKX AMG Yacktman Fund | $0.00 | $0.00 | $0.00 |
MRLIX vs. YACKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRLIX AMG Renaissance Large Cap Growth Fund | 3.11% | -4.22% | 9.25% | 25.51% | -16.98% | 30.76% | 23.92% | 47.97% | -6.66% | 22.50% |
YACKX AMG Yacktman Fund | 17.47% | 19.64% | 4.83% | 15.46% | -7.50% | 19.66% | 15.25% | 17.71% | 2.79% | 18.25% |
Correlation
The correlation between MRLIX and YACKX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2009 | 0.78 |
Over the past year, the correlation between MRLIX and YACKX has dropped to 0.49 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
MRLIX vs. YACKX — Risk / Return Rank
MRLIX
YACKX
MRLIX vs. YACKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Renaissance Large Cap Growth Fund (MRLIX) and AMG Yacktman Fund (YACKX). 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.
| MRLIX | YACKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.46 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 4.15 | -4.53 |
| Martin ratioReturn relative to average drawdown | -0.70 | 11.43 | -12.13 |
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Drawdowns
MRLIX vs. YACKX - Drawdown Comparison
The maximum MRLIX drawdown since its inception was -34.16%, smaller than the maximum YACKX drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for MRLIX and YACKX.
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Drawdown Indicators
| MRLIX | YACKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -46.65% | +12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -23.75% | -6.86% | -16.89% |
Max Drawdown (3Y)Largest decline over 3 years | -27.51% | -13.66% | -13.85% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -19.86% | -7.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -30.93% | -3.23% |
Current DrawdownCurrent decline from peak | -15.43% | -2.53% | -12.90% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -5.10% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.62% | 2.49% | +10.13% |
Volatility
MRLIX vs. YACKX - Volatility Comparison
AMG Renaissance Large Cap Growth Fund (MRLIX) has a higher volatility of 3.94% compared to AMG Yacktman Fund (YACKX) at 2.54%. This indicates that MRLIX's price experiences larger fluctuations and is considered to be riskier than YACKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRLIX | YACKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 2.54% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 9.62% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 11.62% | +9.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 12.92% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 13.78% | +5.93% |
MRLIX vs. YACKX - Expense Ratio Comparison
MRLIX has a 0.66% expense ratio, which is lower than YACKX's 0.71% expense ratio.
Dividends
MRLIX vs. YACKX - Dividend Comparison
MRLIX has not paid dividends to shareholders, while YACKX's dividend yield for the trailing twelve months is around 15.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRLIX AMG Renaissance Large Cap Growth Fund | 0.00% | 0.00% | 1.52% | 7.77% | 7.44% | 8.36% | 5.23% | 17.34% | 24.83% | 3.35% | 2.29% | 1.59% |
YACKX AMG Yacktman Fund | 15.11% | 17.75% | 9.70% | 4.39% | 7.35% | 3.72% | 10.82% | 9.31% | 23.06% | 10.67% | 8.57% | 13.66% |
Frequently Asked Questions
MRLIX and YACKX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRLIX has higher volatility (3.94%) compared to YACKX (2.54%). In terms of maximum drawdown, MRLIX dropped -34.16% vs YACKX's -46.65%.
YACKX currently has the higher Sharpe Ratio (2.45 vs -0.43), 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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