TSTFX vs. YFSIX
TSTFX (Transamerica Stock Index) and YFSIX (AMG Yacktman Global Fund) are both mutual funds - TSTFX is a Large Cap Blend Equities fund managed by Transamerica, while YFSIX is a Global Equities fund managed by AMG. Over the past 5 years, TSTFX returned 4.85%/yr vs 9.02%/yr for YFSIX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. TSTFX charges 0.30%/yr vs 0.95%/yr for YFSIX.
Performance
TSTFX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, TSTFX achieves a 9.17% return, which is significantly lower than YFSIX's 24.97% return.
TSTFX
- 1D
- 1.71%
- 1M
- -0.58%
- 6M
- 7.61%
- YTD
- 9.17%
- 1Y
- -16.19%
- 3Y*
- 5.71%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 10.46%
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
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 |
TSTFX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSTFX Transamerica Stock Index | 9.17% | -17.03% | 24.66% | 25.99% | -18.27% | 28.84% | 18.10% | 31.17% | -4.75% | 14.78% |
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 15.84% |
Correlation
The correlation between TSTFX and YFSIX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.68 |
Over the past year, the correlation between TSTFX and YFSIX has dropped to 0.40 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
TSTFX vs. YFSIX — Risk / Return Rank
TSTFX
YFSIX
TSTFX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) 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.
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.
| TSTFX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.22 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.41 | -1.93 |
| Martin ratioReturn relative to average drawdown | -0.82 | 4.10 | -4.92 |
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Drawdowns
TSTFX vs. YFSIX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, roughly equal to the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for TSTFX and YFSIX.
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Drawdown Indicators
| TSTFX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -35.10% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -14.20% | -20.54% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -14.20% | -20.54% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -25.14% | -9.60% |
Current DrawdownCurrent decline from peak | -23.27% | -2.55% | -20.72% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -4.89% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 4.86% | +16.16% |
Volatility
TSTFX vs. YFSIX - Volatility Comparison
The current volatility for Transamerica Stock Index (TSTFX) is 3.47%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that TSTFX 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.
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Volatility by Period
| TSTFX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 5.69% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 15.90% | -5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 22.66% | +9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 15.78% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 16.36% | +4.56% |
TSTFX vs. YFSIX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Dividends
TSTFX vs. YFSIX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, while YFSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
TSTFX Transamerica Stock Index | 0.81% | 0.70% | 2.61% | 4.32% | 6.77% | 6.57% | 4.69% | 5.60% | 4.69% | 2.85% |
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% |
Frequently Asked Questions
TSTFX and YFSIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.69%) compared to TSTFX (3.47%). In terms of maximum drawdown, TSTFX dropped -34.74% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.88 vs -0.56), 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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