PGTIX vs. YFSNX

Last updated Jun 17, 2026

PGTIX (T. Rowe Price Global Technology Fund I Class) and YFSNX (AMG Yacktman Global Fund Class N) are both mutual funds - PGTIX is a Technology Equities fund actively managed by T. Rowe Price, while YFSNX is a Global Equities fund actively managed by AMG. Both are actively managed. Over the past 5 years, PGTIX returned 10.61%/yr vs 8.49%/yr for YFSNX. A 0.55 correlation means they provide meaningful diversification when combined. PGTIX charges 0.78%/yr vs 1.11%/yr for YFSNX.

Performance

PGTIX vs. YFSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Technology Fund I Class (PGTIX) 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, PGTIX achieves a 40.16% return, which is significantly higher than YFSNX's 26.33% return.

PGTIX

• 1D: 3.65%
• 1M: 8.72%
• YTD: 40.16%
• 6M: 43.98%
• 1Y: 71.40%
• 3Y*: 37.80%
• 5Y*: 10.61%
• 10Y*: —

YFSNX

• 1D: 1.09%
• 1M: 2.72%
• YTD: 26.33%
• 6M: 12.22%
• 1Y: 25.63%
• 3Y*: 16.32%
• 5Y*: 8.49%
• 10Y*: —

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

PGTIX vs. YFSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PGTIX T. Rowe Price Global Technology Fund I Class	40.16%	27.48%	33.33%	56.25%	-55.48%	8.92%	75.98%	34.28%	-9.95%	34.03%
YFSNX AMG Yacktman Global Fund Class N	26.33%	14.79%	-0.47%	16.48%	-9.39%	13.00%	18.32%	24.48%	2.18%	20.95%

Correlation

The correlation between PGTIX and YFSNX is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017	0.55

The correlation between PGTIX and YFSNX has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

Return for Risk

PGTIX vs. YFSNX — Risk / Return Rank

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

PGTIX

PGTIX Risk / Return Rank: 87
PGTIX Sharpe Ratio Rank: 93
PGTIX Sortino Ratio Rank: 77
PGTIX Omega Ratio Rank: 80
PGTIX Calmar Ratio Rank: 96
PGTIX Martin Ratio Rank: 91

YFSNX

YFSNX Risk / Return Rank: 24
YFSNX Sharpe Ratio Rank: 20
YFSNX Sortino Ratio Rank: 13
YFSNX Omega Ratio Rank: 35
YFSNX Calmar Ratio Rank: 28
YFSNX Martin Ratio Rank: 26

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.

PGTIX vs. YFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund I Class (PGTIX) 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.

	PGTIX	YFSNX	Difference
Sharpe ratio: Return per unit of total volatility	2.93	1.23	+1.70
Sortino ratio: Return per unit of downside risk	3.41	1.42	+2.00
Omega ratio: Gain probability vs. loss probability	1.49	1.30	+0.19
Calmar ratio: Return relative to maximum drawdown	5.74	1.89	+3.85
Martin ratio: Return relative to average drawdown	17.21	5.91	+11.30

PGTIX vs. YFSNX - Sharpe Ratio Comparison

The current PGTIX Sharpe Ratio is 2.93, which is higher than the YFSNX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PGTIX 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

PGTIX vs. YFSNX - Drawdown Comparison

The maximum PGTIX drawdown since its inception was -65.26%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for PGTIX and YFSNX.

Drawdown Indicators

	PGTIX	YFSNX	Difference
Max Drawdown Largest peak-to-trough decline	-65.26%	-35.14%	-30.12%
Max Drawdown (1Y) Largest decline over 1 year	-12.99%	-14.09%	+1.10%
Max Drawdown (3Y) Largest decline over 3 years	-26.71%	-14.29%	-12.42%
Max Drawdown (5Y) Largest decline over 5 years	-65.26%	-25.26%	-40.00%
Current Drawdown Current decline from peak	-2.82%	-1.40%	-1.42%
Average Drawdown Average peak-to-trough decline	-18.95%	-4.94%	-14.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	4.49%	-0.16%

Volatility

PGTIX vs. YFSNX - Volatility Comparison

T. Rowe Price Global Technology Fund I Class (PGTIX) has a higher volatility of 13.19% compared to AMG Yacktman Global Fund Class N (YFSNX) at 6.77%. This indicates that PGTIX's price experiences larger fluctuations and is considered to be riskier than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PGTIX	YFSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.19%	6.77%	+6.42%
Volatility (6M) Calculated over the trailing 6-month period	21.76%	21.20%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	25.52%	21.72%	+3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.13%	15.52%	+16.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.12%	16.29%	+12.83%

PGTIX vs. YFSNX - Expense Ratio Comparison

PGTIX has a 0.78% expense ratio, which is lower than YFSNX's 1.11% expense ratio.

Dividends

PGTIX vs. YFSNX - Dividend Comparison

Neither PGTIX nor YFSNX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PGTIX T. Rowe Price Global Technology Fund I Class	0.00%	0.00%	0.00%	0.00%	3.27%	27.92%	5.04%	0.07%	24.92%	15.91%
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%

Frequently Asked Questions

Can I hold both PGTIX and YFSNX in my portfolio?

PGTIX and YFSNX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PGTIX or YFSNX?

PGTIX has higher volatility (13.19%) compared to YFSNX (6.77%). In terms of maximum drawdown, PGTIX dropped -65.26% vs YFSNX's -35.14%.

Which has better risk-adjusted returns?

PGTIX currently has the higher Sharpe Ratio (2.93 vs 1.23), 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.