NAWGX vs. YFSIX
NAWGX (Voya Global High Dividend Low Volatility Fund) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, NAWGX returned 9.73%/yr vs 9.02%/yr for YFSIX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. NAWGX charges 0.85%/yr vs 0.95%/yr for YFSIX.
Performance
NAWGX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, NAWGX achieves a 12.34% return, which is significantly lower than YFSIX's 24.97% return.
NAWGX
- 1D
- 0.98%
- 1M
- 4.13%
- 6M
- 8.95%
- YTD
- 12.34%
- 1Y
- 18.60%
- 3Y*
- 15.42%
- 5Y*
- 9.73%
- 10Y*
- 9.78%
- ALL TIME*
- 8.42%
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 |
NAWGX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAWGX Voya Global High Dividend Low Volatility Fund | 12.34% | 18.29% | 12.15% | 6.59% | -4.51% | 20.66% | -1.23% | 21.31% | -9.17% | 21.09% |
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 NAWGX and YFSIX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.68 |
Over the past year, the correlation between NAWGX and YFSIX has dropped to 0.17 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
NAWGX vs. YFSIX — Risk / Return Rank
NAWGX
YFSIX
NAWGX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Global High Dividend Low Volatility Fund (NAWGX) 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.
| NAWGX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.41 | +0.67 |
| Martin ratioReturn relative to average drawdown | 10.71 | 4.10 | +6.61 |
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Drawdowns
NAWGX vs. YFSIX - Drawdown Comparison
The maximum NAWGX drawdown since its inception was -66.60%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for NAWGX and YFSIX.
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Drawdown Indicators
| NAWGX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.60% | -35.10% | -31.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -14.20% | +4.72% |
Max Drawdown (3Y)Largest decline over 3 years | -9.71% | -14.20% | +4.49% |
Max Drawdown (5Y)Largest decline over 5 years | -16.73% | -25.14% | +8.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.55% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -15.52% | -4.89% | -10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 4.86% | -3.06% |
Volatility
NAWGX vs. YFSIX - Volatility Comparison
The current volatility for Voya Global High Dividend Low Volatility Fund (NAWGX) is 2.49%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that NAWGX 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
| NAWGX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 5.69% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 15.90% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 22.66% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 15.78% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 16.36% | -1.44% |
NAWGX vs. YFSIX - Expense Ratio Comparison
NAWGX has a 0.85% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Dividends
NAWGX vs. YFSIX - Dividend Comparison
NAWGX's dividend yield for the trailing twelve months is around 4.20%, while YFSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAWGX Voya Global High Dividend Low Volatility Fund | 4.20% | 4.70% | 1.85% | 2.84% | 3.09% | 2.11% | 1.99% | 2.31% | 3.11% | 1.90% | 1.38% | 2.70% |
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
NAWGX and YFSIX have a correlation of 0.17, 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 NAWGX (2.49%). In terms of maximum drawdown, NAWGX dropped -66.60% vs YFSIX's -35.10%.
NAWGX currently has the higher Sharpe Ratio (1.26 vs 0.88), 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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