OWSMX vs. YFSNX

Last updated Jul 14, 2026

OWSMX (Old Westbury Small & Mid Cap Strategies Fund) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, OWSMX returned 3.30%/yr vs 8.19%/yr for YFSNX. A 0.73 correlation means they provide meaningful diversification when combined. OWSMX charges 1.10%/yr vs 1.11%/yr for YFSNX.

Performance

OWSMX vs. YFSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Westbury Small & Mid Cap Strategies Fund (OWSMX) and AMG Yacktman Global Fund Class N (YFSNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OWSMX achieves a 10.51% return, which is significantly lower than YFSNX's 22.30% return.

OWSMX

• 1D: 0.21%
• 1M: -0.57%
• 6M: 5.83%
• YTD: 10.51%
• 1Y: 17.87%
• 3Y*: 13.62%
• 5Y*: 3.30%
• 10Y*: 7.49%

YFSNX

• 1D: 0.97%
• 1M: -2.13%
• 6M: 19.64%
• YTD: 22.30%
• 1Y: 18.42%
• 3Y*: 14.89%
• 5Y*: 8.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OWSMX vs. YFSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OWSMX Old Westbury Small & Mid Cap Strategies Fund	10.51%	18.06%	7.76%	11.67%	-22.54%	4.10%	22.11%	24.52%	-12.04%	15.03%
YFSNX AMG Yacktman Global Fund Class N	22.30%	14.79%	-0.47%	16.48%	-9.39%	13.00%	18.32%	24.48%	2.18%	20.95%

Correlation

The correlation between OWSMX and YFSNX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017	0.73

The correlation between OWSMX and YFSNX shifts across timeframes, from 0.56 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

OWSMX vs. YFSNX — Risk / Return Rank

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

OWSMX

OWSMX Risk / Return Rank: 30
OWSMX Sharpe Ratio Rank: 30
OWSMX Sortino Ratio Rank: 31
OWSMX Omega Ratio Rank: 32
OWSMX Calmar Ratio Rank: 27
OWSMX Martin Ratio Rank: 32

YFSNX

YFSNX Risk / Return Rank: 20
YFSNX Sharpe Ratio Rank: 16
YFSNX Sortino Ratio Rank: 12
YFSNX Omega Ratio Rank: 27
YFSNX Calmar Ratio Rank: 22
YFSNX Martin Ratio Rank: 21

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.

OWSMX vs. YFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Westbury Small & Mid Cap Strategies Fund (OWSMX) and AMG Yacktman Global Fund Class N (YFSNX). 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.

	OWSMX	YFSNX	Difference
Sharpe ratio: Return per unit of total volatility	1.19	0.82	+0.37
Sortino ratio: Return per unit of downside risk	1.76	1.02	+0.74
Omega ratio: Gain probability vs. loss probability	1.23	1.20	+0.02
Calmar ratio: Return relative to maximum drawdown	1.46	1.29	+0.17
Martin ratio: Return relative to average drawdown	5.60	3.84	+1.76

OWSMX vs. YFSNX - Sharpe Ratio Comparison

The current OWSMX Sharpe Ratio is 1.19, which is higher than the YFSNX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of OWSMX and YFSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OWSMX vs. YFSNX - Drawdown Comparison

The maximum OWSMX drawdown since its inception was -38.35%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for OWSMX and YFSNX.

Drawdown Indicators

	OWSMX	YFSNX	Difference
Max Drawdown Largest peak-to-trough decline	-38.35%	-35.14%	-3.21%
Max Drawdown (1Y) Largest decline over 1 year	-11.67%	-14.09%	+2.42%
Max Drawdown (3Y) Largest decline over 3 years	-15.97%	-14.29%	-1.68%
Max Drawdown (5Y) Largest decline over 5 years	-34.57%	-25.26%	-9.31%
Max Drawdown (10Y) Largest decline over 10 years	-35.96%	—	—
Current Drawdown Current decline from peak	-1.79%	-4.55%	+2.76%
Average Drawdown Average peak-to-trough decline	-8.15%	-4.94%	-3.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	4.70%	-1.67%

Volatility

OWSMX vs. YFSNX - Volatility Comparison

The current volatility for Old Westbury Small & Mid Cap Strategies Fund (OWSMX) is 4.93%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 6.49%. This indicates that OWSMX experiences smaller price fluctuations and is considered to be less risky than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OWSMX	YFSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	6.49%	-1.56%
Volatility (6M) Calculated over the trailing 6-month period	11.77%	15.57%	-3.80%
Volatility (1Y) Calculated over the trailing 1-year period	14.32%	22.22%	-7.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.32%	15.67%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.39%	16.33%	+0.06%

OWSMX vs. YFSNX - Expense Ratio Comparison

OWSMX has a 1.10% expense ratio, which is lower than YFSNX's 1.11% expense ratio.

Dividends

OWSMX vs. YFSNX - Dividend Comparison

OWSMX's dividend yield for the trailing twelve months is around 7.61%, while YFSNX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OWSMX Old Westbury Small & Mid Cap Strategies Fund	7.61%	8.41%	3.92%	0.65%	0.52%	6.04%	3.23%	4.65%	12.54%	7.43%	6.32%	10.79%
YFSNX AMG Yacktman Global Fund Class N	0.00%	0.00%	8.40%	7.86%	4.33%	8.06%	4.71%	6.59%	0.71%	2.63%	0.00%	0.00%

Frequently Asked Questions

Can I hold both OWSMX and YFSNX in my portfolio?

OWSMX and YFSNX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OWSMX or YFSNX?

YFSNX has higher volatility (6.49%) compared to OWSMX (4.93%). In terms of maximum drawdown, OWSMX dropped -38.35% vs YFSNX's -35.14%.

Which has better risk-adjusted returns?

OWSMX currently has the higher Sharpe Ratio (1.19 vs 0.82), 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.