MRLIX vs. YAFFX
MRLIX (AMG Renaissance Large Cap Growth Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - MRLIX is a Large Cap Growth Equities fund managed by AMG, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, MRLIX returned 12.61%/yr vs 12.96%/yr for YAFFX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. MRLIX charges 0.66%/yr vs 1.25%/yr for YAFFX.
Performance
MRLIX vs. YAFFX - 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 YAFFX's 24.36% return. Both investments have delivered pretty close results over the past 10 years, with MRLIX having a 12.61% annualized return and YAFFX not far ahead at 12.96%.
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%
YAFFX
- 1D
- 1.96%
- 1M
- 2.89%
- 6M
- 12.11%
- YTD
- 24.36%
- 1Y
- 41.65%
- 3Y*
- 17.52%
- 5Y*
- 11.56%
- 10Y*
- 12.96%
- ALL TIME*
- 10.47%
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 |
MRLIX vs. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 24.36% | 23.70% | 0.63% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between MRLIX and YAFFX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2009 | 0.75 |
Over the past year, the correlation between MRLIX and YAFFX has dropped to 0.41 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
MRLIX vs. YAFFX — Risk / Return Rank
MRLIX
YAFFX
MRLIX vs. YAFFX - 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 Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.44 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 4.38 | -4.76 |
| Martin ratioReturn relative to average drawdown | -0.70 | 10.92 | -11.62 |
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Drawdowns
MRLIX vs. YAFFX - Drawdown Comparison
The maximum MRLIX drawdown since its inception was -34.16%, smaller than the maximum YAFFX drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for MRLIX and YAFFX.
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Drawdown Indicators
| MRLIX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -43.80% | +9.64% |
Max Drawdown (1Y)Largest decline over 1 year | -23.75% | -8.76% | -14.99% |
Max Drawdown (3Y)Largest decline over 3 years | -27.51% | -15.63% | -11.88% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -21.31% | -6.20% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -30.62% | -3.54% |
Current DrawdownCurrent decline from peak | -15.43% | -5.35% | -10.08% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -6.09% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.62% | 3.51% | +9.11% |
Volatility
MRLIX vs. YAFFX - Volatility Comparison
The current volatility for AMG Renaissance Large Cap Growth Fund (MRLIX) is 3.94%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 4.34%. This indicates that MRLIX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRLIX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.34% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 14.23% | -2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 16.20% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 13.93% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 14.34% | +5.37% |
MRLIX vs. YAFFX - Expense Ratio Comparison
MRLIX has a 0.66% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
MRLIX vs. YAFFX - Dividend Comparison
MRLIX has not paid dividends to shareholders, while YAFFX's dividend yield for the trailing twelve months is around 14.92%.
| 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% |
YAFFX AMG Yacktman Focused Fund | 14.92% | 18.55% | 10.20% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
MRLIX and YAFFX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YAFFX has higher volatility (4.34%) compared to MRLIX (3.94%). In terms of maximum drawdown, MRLIX dropped -34.16% vs YAFFX's -43.80%.
YAFFX currently has the higher Sharpe Ratio (2.37 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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