SKSEX vs. YASLX
SKSEX (AMG GW&K Small Cap Value Fund) and YASLX (AMG Yacktman Special Opportunities Fund) are both mutual funds - SKSEX is a Small Cap Blend Equities fund managed by AMG, while YASLX is a Foreign Small & Mid Cap Equities fund managed by AMG. Over the past 10 years, SKSEX returned 9.64%/yr vs 10.69%/yr for YASLX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. SKSEX charges 1.15%/yr vs 1.86%/yr for YASLX.
Performance
SKSEX vs. YASLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SKSEX achieves a 23.61% return, which is significantly higher than YASLX's 17.51% return. Over the past 10 years, SKSEX has underperformed YASLX with an annualized return of 9.64%, while YASLX has yielded a comparatively higher 10.69% annualized return.
SKSEX
- 1D
- 0.06%
- 1M
- -0.86%
- 6M
- 16.21%
- YTD
- 23.61%
- 1Y
- 25.69%
- 3Y*
- 11.11%
- 5Y*
- 7.06%
- 10Y*
- 9.64%
- ALL TIME*
- 12.01%
YASLX
- 1D
- 0.71%
- 1M
- 3.32%
- 6M
- 8.97%
- YTD
- 17.51%
- 1Y
- 17.62%
- 3Y*
- 10.71%
- 5Y*
- 4.91%
- 10Y*
- 10.69%
- ALL TIME*
- 8.87%
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 |
SKSEX vs. YASLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKSEX AMG GW&K Small Cap Value Fund | 23.61% | -4.50% | 10.60% | 17.49% | -15.36% | 33.22% | 3.30% | 38.26% | -18.98% | 8.39% |
YASLX AMG Yacktman Special Opportunities Fund | 17.51% | 6.27% | 11.23% | 3.65% | -13.59% | 24.45% | 12.82% | 17.07% | -10.15% | 34.85% |
Correlation
The correlation between SKSEX and YASLX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.58 |
The correlation between SKSEX and YASLX shifts across timeframes, from 0.47 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SKSEX vs. YASLX — Risk / Return Rank
SKSEX
YASLX
SKSEX vs. YASLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small Cap Value Fund (SKSEX) and AMG Yacktman Special Opportunities Fund (YASLX). 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.
| SKSEX | YASLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.76 | +0.36 |
| Martin ratioReturn relative to average drawdown | 5.92 | 4.91 | +1.01 |
Loading charts...
Drawdowns
SKSEX vs. YASLX - Drawdown Comparison
The maximum SKSEX drawdown since its inception was -65.26%, which is greater than YASLX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for SKSEX and YASLX.
Loading charts...
Drawdown Indicators
| SKSEX | YASLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.26% | -38.91% | -26.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -10.18% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -16.65% | -9.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -27.74% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -38.91% | -10.45% |
Current DrawdownCurrent decline from peak | -2.58% | -0.23% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -8.13% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 3.65% | +0.24% |
Volatility
SKSEX vs. YASLX - Volatility Comparison
AMG GW&K Small Cap Value Fund (SKSEX) has a higher volatility of 3.24% compared to AMG Yacktman Special Opportunities Fund (YASLX) at 2.38%. This indicates that SKSEX's price experiences larger fluctuations and is considered to be riskier than YASLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SKSEX | YASLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.38% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 7.34% | +5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 11.14% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.24% | 16.27% | +4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 14.97% | +9.41% |
SKSEX vs. YASLX - Expense Ratio Comparison
SKSEX has a 1.15% expense ratio, which is lower than YASLX's 1.86% expense ratio.
Dividends
SKSEX vs. YASLX - Dividend Comparison
Neither SKSEX nor YASLX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKSEX AMG GW&K Small Cap Value Fund | 0.00% | 0.00% | 8.62% | 1.51% | 1.69% | 13.94% | 43.15% | 13.91% | 14.98% | 6.75% | 0.02% | 4.98% |
YASLX AMG Yacktman Special Opportunities Fund | 0.00% | 0.00% | 15.82% | 8.97% | 0.94% | 3.85% | 2.62% | 12.95% | 9.89% | 4.86% | 3.28% | 4.59% |
Frequently Asked Questions
SKSEX and YASLX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKSEX has higher volatility (3.24%) compared to YASLX (2.38%). In terms of maximum drawdown, SKSEX dropped -65.26% vs YASLX's -38.91%.
YASLX currently has the higher Sharpe Ratio (1.63 vs 1.19), 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.
Find the right allocation for SKSEX and YASLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer