SGARX vs. YFSNX
SGARX (Virtus SGA Global Growth Fund) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, SGARX returned -0.01%/yr vs 8.83%/yr for YFSNX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. SGARX charges 0.91%/yr vs 1.11%/yr for YFSNX.
Performance
SGARX vs. YFSNX - Performance Comparison
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Returns By Period
In the year-to-date period, SGARX achieves a -6.28% return, which is significantly lower than YFSNX's 24.78% return.
SGARX
- 1D
- 1.61%
- 1M
- -0.52%
- 6M
- -3.82%
- YTD
- -6.28%
- 1Y
- -6.13%
- 3Y*
- 4.28%
- 5Y*
- -0.01%
- 10Y*
- —
- ALL TIME*
- 6.72%
YFSNX
- 1D
- 3.07%
- 1M
- 4.24%
- 6M
- 13.98%
- YTD
- 24.78%
- 1Y
- 22.21%
- 3Y*
- 14.84%
- 5Y*
- 8.83%
- 10Y*
- —
- ALL TIME*
- 12.65%
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 |
SGARX vs. YFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SGARX Virtus SGA Global Growth Fund | -6.28% | 3.75% | 9.88% | 27.17% | -25.69% | 8.31% | 31.26% | 11.44% |
YFSNX AMG Yacktman Global Fund Class N | 24.78% | 14.79% | -0.47% | 16.48% | -9.39% | 13.00% | 18.32% | 10.92% |
Correlation
The correlation between SGARX and YFSNX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.64 |
Over the past year, the correlation between SGARX and YFSNX has dropped to 0.37 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
SGARX vs. YFSNX — Risk / Return Rank
SGARX
YFSNX
SGARX vs. YFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) 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.
| SGARX | YFSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.22 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.42 | -1.87 |
| Martin ratioReturn relative to average drawdown | -1.14 | 4.11 | -5.24 |
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Drawdowns
SGARX vs. YFSNX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for SGARX and YFSNX.
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Drawdown Indicators
| SGARX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -35.14% | -1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -14.09% | -5.10% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -14.29% | -19.57% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -25.26% | -11.81% |
Current DrawdownCurrent decline from peak | -25.00% | -2.61% | -22.39% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -4.94% | -8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 4.84% | +2.82% |
Volatility
SGARX vs. YFSNX - Volatility Comparison
The current volatility for Virtus SGA Global Growth Fund (SGARX) is 4.12%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 5.71%. This indicates that SGARX 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.
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Volatility by Period
| SGARX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.71% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 15.88% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 22.56% | -7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 15.76% | +7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 16.35% | +6.94% |
SGARX vs. YFSNX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is lower than YFSNX's 1.11% expense ratio.
Dividends
SGARX vs. YFSNX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, while YFSNX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SGARX Virtus SGA Global Growth Fund | 13.62% | 12.76% | 25.64% | 0.00% | 2.52% | 6.86% | 3.18% | 0.05% | 0.00% | 0.00% |
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
SGARX and YFSNX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSNX has higher volatility (5.71%) compared to SGARX (4.12%). In terms of maximum drawdown, SGARX dropped -37.07% vs YFSNX's -35.14%.
YFSNX currently has the higher Sharpe Ratio (0.89 vs -0.58), 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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