TSCIX vs. YAFFX
TSCIX (AMG TimesSquare Small Cap Growth Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - TSCIX is a Small Cap Growth Equities fund managed by AMG, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, TSCIX returned 10.65%/yr vs 12.33%/yr for YAFFX. A 0.70 correlation means they provide meaningful diversification when combined. TSCIX charges 0.99%/yr vs 1.25%/yr for YAFFX.
Performance
TSCIX vs. YAFFX - Performance Comparison
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Returns By Period
In the year-to-date period, TSCIX achieves a 11.74% return, which is significantly lower than YAFFX's 24.99% return. Over the past 10 years, TSCIX has underperformed YAFFX with an annualized return of 10.65%, while YAFFX has yielded a comparatively higher 12.33% annualized return.
TSCIX
- 1D
- 2.50%
- 1M
- 3.58%
- YTD
- 11.74%
- 6M
- 8.38%
- 1Y
- 14.96%
- 3Y*
- 9.39%
- 5Y*
- 1.68%
- 10Y*
- 10.65%
YAFFX
- 1D
- 0.29%
- 1M
- 0.67%
- YTD
- 24.99%
- 6M
- 27.92%
- 1Y
- 20.71%
- 3Y*
- 15.46%
- 5Y*
- 9.74%
- 10Y*
- 12.33%
TSCIX vs. YAFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCIX AMG TimesSquare Small Cap Growth Fund | 11.74% | 0.84% | 8.50% | 16.73% | -26.42% | 7.34% | 35.36% | 44.90% | -4.05% | 21.17% |
YAFFX AMG Yacktman Focused Fund | 24.99% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between TSCIX and YAFFX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2000 | 0.70 |
Over the past year, the correlation between TSCIX and YAFFX has dropped to 0.41 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
TSCIX vs. YAFFX — Risk / Return Rank
TSCIX
YAFFX
TSCIX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Small Cap Growth Fund (TSCIX) and AMG Yacktman Focused Fund (YAFFX). 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.
| TSCIX | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.21 | -0.43 |
| Martin ratioReturn relative to average drawdown | 2.56 | 4.28 | -1.72 |
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Drawdowns
TSCIX vs. YAFFX - Drawdown Comparison
The maximum TSCIX drawdown since its inception was -49.74%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for TSCIX and YAFFX.
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Drawdown Indicators
| TSCIX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.74% | -43.80% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -18.91% | -17.08% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -18.88% | -10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -40.51% | -21.31% | -19.20% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -30.62% | -9.89% |
Current DrawdownCurrent decline from peak | -2.50% | -4.87% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -6.21% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 4.81% | +0.94% |
Volatility
TSCIX vs. YAFFX - Volatility Comparison
AMG TimesSquare Small Cap Growth Fund (TSCIX) and AMG Yacktman Focused Fund (YAFFX) have volatilities of 7.15% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSCIX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 7.03% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 22.85% | -5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 22.78% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.76% | 18.23% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 16.60% | +7.08% |
TSCIX vs. YAFFX - Expense Ratio Comparison
TSCIX has a 0.99% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
TSCIX vs. YAFFX - Dividend Comparison
Neither TSCIX nor YAFFX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCIX AMG TimesSquare Small Cap Growth Fund | 0.00% | 0.00% | 0.69% | 0.00% | 6.63% | 22.45% | 13.38% | 22.41% | 30.72% | 10.75% | 3.70% | 11.91% |
YAFFX AMG Yacktman Focused Fund | 0.00% | 0.00% | 18.44% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
TSCIX and YAFFX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSCIX has higher volatility (7.15%) compared to YAFFX (7.03%). In terms of maximum drawdown, TSCIX dropped -49.74% vs YAFFX's -43.80%.
YAFFX currently has the higher Sharpe Ratio (0.91 vs 0.70), 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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