TSWEX vs. YAFFX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and AMG Yacktman Focused Fund (YAFFX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. YAFFX is managed by AMG. It was launched on May 1, 1997.
Performance
TSWEX vs. YAFFX - Performance Comparison
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TSWEX vs. YAFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 1.69% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | 14.52% |
YAFFX AMG Yacktman Focused Fund | 8.59% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Returns By Period
In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly lower than YAFFX's 8.59% return. Over the past 10 years, TSWEX has underperformed YAFFX with an annualized return of 9.26%, while YAFFX has yielded a comparatively higher 10.91% annualized return.
TSWEX
- 1D
- -0.23%
- 1M
- -5.36%
- YTD
- 1.69%
- 6M
- -9.88%
- 1Y
- -3.20%
- 3Y*
- 7.85%
- 5Y*
- 6.72%
- 10Y*
- 9.26%
YAFFX
- 1D
- -0.76%
- 1M
- -8.71%
- YTD
- 8.59%
- 6M
- -1.14%
- 1Y
- 11.37%
- 3Y*
- 11.67%
- 5Y*
- 7.33%
- 10Y*
- 10.91%
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TSWEX vs. YAFFX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Return for Risk
TSWEX vs. YAFFX — Risk / Return Rank
TSWEX
YAFFX
TSWEX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) 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.
| TSWEX | YAFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 0.49 | -0.66 |
Sortino ratioReturn per unit of downside risk | -0.08 | 0.67 | -0.75 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 0.57 | -0.57 |
Martin ratioReturn relative to average drawdown | 0.01 | 2.02 | -2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSWEX | YAFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.49 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.41 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.67 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.58 | -0.12 |
Correlation
The correlation between TSWEX and YAFFX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TSWEX vs. YAFFX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, while YAFFX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.67% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
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% |
Drawdowns
TSWEX vs. YAFFX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for TSWEX and YAFFX.
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Drawdown Indicators
| TSWEX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -43.80% | -9.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -17.08% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -21.31% | +4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -30.62% | -3.28% |
Current DrawdownCurrent decline from peak | -12.50% | -8.71% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -6.24% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 4.83% | +1.36% |
Volatility
TSWEX vs. YAFFX - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 2.96%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWEX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 7.76% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 21.51% | -5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 22.92% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 17.85% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.39% | -0.05% |