SHAPX vs. YFSIX

Last updated Apr 1, 2026

Compare and contrast key facts about ClearBridge Appreciation Fund (SHAPX) and AMG Yacktman Global Fund (YFSIX).

SHAPX is managed by Franklin Templeton. It was launched on Mar 10, 1970. YFSIX is managed by AMG. It was launched on Jan 30, 2017.

Performance

SHAPX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Appreciation Fund (SHAPX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

SHAPX vs. YFSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SHAPX ClearBridge Appreciation Fund	-6.24%	14.32%	22.37%	19.50%	-12.56%	23.52%	14.53%	29.84%	-2.19%	16.97%
YFSIX AMG Yacktman Global Fund	8.16%	14.91%	-0.34%	16.64%	-9.15%	13.13%	18.46%	24.40%	2.18%	20.95%

Returns By Period

In the year-to-date period, SHAPX achieves a -6.24% return, which is significantly lower than YFSIX's 8.16% return.

SHAPX

• 1D: -0.06%
• 1M: -7.91%
• YTD: -6.24%
• 6M: -5.30%
• 1Y: 10.69%
• 3Y*: 14.58%
• 5Y*: 10.06%
• 10Y*: 11.99%

YFSIX

• 1D: -1.07%
• 1M: -10.67%
• YTD: 8.16%
• 6M: 0.34%
• 1Y: 22.29%
• 3Y*: 11.70%
• 5Y*: 6.73%
• 10Y*: —

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

SHAPX vs. YFSIX - Expense Ratio Comparison

SHAPX has a 0.93% expense ratio, which is lower than YFSIX's 0.95% expense ratio.

YFSIX

AMG Yacktman Global Fund

SHAPX

ClearBridge Appreciation Fund

Return for Risk

SHAPX vs. YFSIX — Risk / Return Rank

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

SHAPX

SHAPX Risk / Return Rank: 35
SHAPX Sharpe Ratio Rank: 32
SHAPX Sortino Ratio Rank: 34
SHAPX Omega Ratio Rank: 37
SHAPX Calmar Ratio Rank: 32
SHAPX Martin Ratio Rank: 40

YFSIX

YFSIX Risk / Return Rank: 51
YFSIX Sharpe Ratio Rank: 52
YFSIX Sortino Ratio Rank: 34
YFSIX Omega Ratio Rank: 68
YFSIX Calmar Ratio Rank: 59
YFSIX Martin Ratio Rank: 43

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.

SHAPX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) 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.

	SHAPX	YFSIX	Difference
Sharpe ratio Return per unit of total volatility	0.72	0.99	-0.27
Sortino ratio Return per unit of downside risk	1.13	1.16	-0.03
Omega ratio Gain probability vs. loss probability	1.17	1.26	-0.09
Calmar ratio Return relative to maximum drawdown	0.89	1.36	-0.47
Martin ratio Return relative to average drawdown	4.11	4.42	-0.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHAPX vs. YFSIX - Sharpe Ratio Comparison

The current SHAPX Sharpe Ratio is 0.72, which is comparable to the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SHAPX and YFSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SHAPX	YFSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	0.99	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.45	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.71	+0.06

Correlation

The correlation between SHAPX and YFSIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SHAPX vs. YFSIX - Dividend Comparison

SHAPX's dividend yield for the trailing twelve months is around 15.01%, while YFSIX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SHAPX ClearBridge Appreciation Fund	15.01%	14.08%	9.00%	4.17%	8.85%	6.54%	4.13%	7.09%	6.71%	5.10%	3.29%	4.76%
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%

Drawdowns

SHAPX vs. YFSIX - Drawdown Comparison

The maximum SHAPX drawdown since its inception was -46.19%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for SHAPX and YFSIX.

Drawdown Indicators

	SHAPX	YFSIX	Difference
Max Drawdown Largest peak-to-trough decline	-46.19%	-35.10%	-11.09%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-14.20%	+3.63%
Max Drawdown (5Y) Largest decline over 5 years	-20.53%	-25.14%	+4.61%
Max Drawdown (10Y) Largest decline over 10 years	-32.21%	—	—
Current Drawdown Current decline from peak	-8.74%	-11.03%	+2.29%
Average Drawdown Average peak-to-trough decline	-4.79%	-4.93%	+0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	4.38%	-2.09%

Volatility

SHAPX vs. YFSIX - Volatility Comparison

The current volatility for ClearBridge Appreciation Fund (SHAPX) is 3.74%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that SHAPX 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.

Volatility by Period

	SHAPX	YFSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	9.23%	-5.49%
Volatility (6M) Calculated over the trailing 6-month period	7.86%	19.89%	-12.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	21.29%	-5.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.85%	15.11%	-0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.70%	16.20%	+0.50%