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NFJEX vs. YAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFJEX vs. YAFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus NFJ Dividend Value Fund (NFJEX) and AMG Yacktman Focused Fund (YAFFX). The values are adjusted to include any dividend payments, if applicable.

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NFJEX vs. YAFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFJEX
Virtus NFJ Dividend Value Fund
1.08%8.46%5.29%19.79%-13.63%28.90%-2.13%25.12%-10.15%15.49%
YAFFX
AMG Yacktman Focused Fund
8.59%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%

Returns By Period

In the year-to-date period, NFJEX achieves a 1.08% return, which is significantly lower than YAFFX's 8.59% return. Over the past 10 years, NFJEX has underperformed YAFFX with an annualized return of 8.23%, while YAFFX has yielded a comparatively higher 10.91% annualized return.


NFJEX

1D
-0.59%
1M
-4.59%
YTD
1.08%
6M
3.47%
1Y
9.90%
3Y*
10.37%
5Y*
7.35%
10Y*
8.23%

YAFFX

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFJEX vs. YAFFX - Expense Ratio Comparison

NFJEX has a 0.70% expense ratio, which is lower than YAFFX's 1.25% expense ratio.


Return for Risk

NFJEX vs. YAFFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFJEX
NFJEX Risk / Return Rank: 2626
Overall Rank
NFJEX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NFJEX Sortino Ratio Rank: 2626
Sortino Ratio Rank
NFJEX Omega Ratio Rank: 2525
Omega Ratio Rank
NFJEX Calmar Ratio Rank: 2525
Calmar Ratio Rank
NFJEX Martin Ratio Rank: 2727
Martin Ratio Rank

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NFJEX vs. YAFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Dividend Value Fund (NFJEX) 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.


NFJEXYAFFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.49

+0.16

Sortino ratio

Return per unit of downside risk

1.00

0.67

+0.33

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

0.75

0.57

+0.18

Martin ratio

Return relative to average drawdown

2.90

2.02

+0.88

NFJEX vs. YAFFX - Sharpe Ratio Comparison

The current NFJEX Sharpe Ratio is 0.65, which is higher than the YAFFX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of NFJEX and YAFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NFJEXYAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.49

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.41

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.67

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.58

-0.18

Correlation

The correlation between NFJEX and YAFFX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NFJEX vs. YAFFX - Dividend Comparison

NFJEX's dividend yield for the trailing twelve months is around 12.37%, while YAFFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
NFJEX
Virtus NFJ Dividend Value Fund
12.37%12.61%3.51%14.16%19.01%6.43%1.96%14.20%27.33%27.35%6.05%2.77%
YAFFX
AMG Yacktman Focused Fund
0.00%0.00%18.44%4.42%7.60%4.70%11.87%15.84%22.15%11.82%11.81%24.36%

Drawdowns

NFJEX vs. YAFFX - Drawdown Comparison

The maximum NFJEX drawdown since its inception was -61.94%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for NFJEX and YAFFX.


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Drawdown Indicators


NFJEXYAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-43.80%

-18.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-17.08%

+3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-21.31%

-1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-39.25%

-30.62%

-8.63%

Current Drawdown

Current decline from peak

-7.11%

-8.71%

+1.60%

Average Drawdown

Average peak-to-trough decline

-9.67%

-6.24%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.83%

-1.45%

Volatility

NFJEX vs. YAFFX - Volatility Comparison

The current volatility for Virtus NFJ Dividend Value Fund (NFJEX) is 3.67%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that NFJEX 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


NFJEXYAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

7.76%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

21.51%

-11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

22.92%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

17.85%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

16.39%

+1.72%