MRLIX vs. YFSIX
MRLIX (AMG Renaissance Large Cap Growth Fund) and YFSIX (AMG Yacktman Global Fund) are both mutual funds - MRLIX 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, MRLIX returned 4.34%/yr vs 9.02%/yr for YFSIX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. MRLIX charges 0.66%/yr vs 0.95%/yr for YFSIX.
Performance
MRLIX vs. YFSIX - 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 YFSIX's 24.97% return.
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%
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
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. YFSIX - 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% | 18.68% |
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between MRLIX and YFSIX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
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 | 0.64 |
Over the past year, the correlation between MRLIX and YFSIX has dropped to 0.42 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
MRLIX vs. YFSIX — Risk / Return Rank
MRLIX
YFSIX
MRLIX vs. YFSIX - 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 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.
| MRLIX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.22 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.41 | -1.79 |
| Martin ratioReturn relative to average drawdown | -0.70 | 4.10 | -4.80 |
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Drawdowns
MRLIX vs. YFSIX - Drawdown Comparison
The maximum MRLIX drawdown since its inception was -34.16%, roughly equal to the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for MRLIX and YFSIX.
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Drawdown Indicators
| MRLIX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -35.10% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -23.75% | -14.20% | -9.55% |
Max Drawdown (3Y)Largest decline over 3 years | -27.51% | -14.20% | -13.31% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -25.14% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -15.43% | -2.55% | -12.88% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -4.89% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.62% | 4.86% | +7.76% |
Volatility
MRLIX vs. YFSIX - Volatility Comparison
The current volatility for AMG Renaissance Large Cap Growth Fund (MRLIX) is 3.94%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that MRLIX 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
| MRLIX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.69% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 15.90% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 22.66% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 15.78% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 16.36% | +3.35% |
MRLIX vs. YFSIX - Expense Ratio Comparison
MRLIX has a 0.66% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Dividends
MRLIX vs. YFSIX - Dividend Comparison
Neither MRLIX nor YFSIX has paid dividends to shareholders.
| 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% |
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
MRLIX and YFSIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.69%) compared to MRLIX (3.94%). In terms of maximum drawdown, MRLIX dropped -34.16% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.88 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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