VEOIX vs. YFSIX

Last updated Aug 2, 2026

VEOIX (Vanguard Global Environmental Opportunities Stock Fund Investor Shares) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 3 years, VEOIX returned 7.25%/yr vs 15.02%/yr for YFSIX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. VEOIX charges 0.70%/yr vs 0.95%/yr for YFSIX.

Performance

VEOIX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VEOIX achieves a 10.97% return, which is significantly lower than YFSIX's 24.97% return.

VEOIX

• 1D: 1.72%
• 1M: -1.66%
• 6M: 7.37%
• YTD: 10.97%
• 1Y: 18.96%
• 3Y*: 7.25%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.27%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VEOIX Vanguard Global Environmental Opportunities Stock Fund Investor Shares	$0.00	$0.00	$0.00
YFSIX AMG Yacktman Global Fund	$0.00	$0.00	$0.00

VEOIX vs. YFSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VEOIX Vanguard Global Environmental Opportunities Stock Fund Investor Shares	10.97%	16.46%	0.32%	6.03%	-2.49%
YFSIX AMG Yacktman Global Fund	24.97%	14.91%	-0.34%	16.64%	2.23%

Correlation

The correlation between VEOIX and YFSIX is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (All Time) Calculated using the full available price history since Nov 21, 2022	0.57

The correlation between VEOIX and YFSIX shifts across timeframes, from 0.45 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VEOIX vs. YFSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VEOIX

VEOIX Risk / Return Rank: 34
VEOIX Sharpe Ratio Rank: 31
VEOIX Sortino Ratio Rank: 30
VEOIX Omega Ratio Rank: 30
VEOIX Calmar Ratio Rank: 40
VEOIX Martin Ratio Rank: 38

YFSIX

YFSIX Risk / Return Rank: 29
YFSIX Sharpe Ratio Rank: 26
YFSIX Sortino Ratio Rank: 20
YFSIX Omega Ratio Rank: 40
YFSIX Calmar Ratio Rank: 33
YFSIX Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VEOIX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) 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.

	VEOIX	YFSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.09	0.88	+0.20
Sortino ratio: Return per unit of downside risk	1.56	1.10	+0.46
Omega ratio: Gain probability vs. loss probability	1.19	1.22	-0.02
Calmar ratio: Return relative to maximum drawdown	1.74	1.41	+0.33
Martin ratio: Return relative to average drawdown	5.89	4.10	+1.79

VEOIX vs. YFSIX - Sharpe Ratio Comparison

The current VEOIX Sharpe Ratio is 1.09, which is comparable to the YFSIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VEOIX and YFSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VEOIX vs. YFSIX - Drawdown Comparison

The maximum VEOIX drawdown since its inception was -21.56%, smaller than the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for VEOIX and YFSIX.

Drawdown Indicators

	VEOIX	YFSIX	Difference
Max Drawdown Largest peak-to-trough decline	-21.56%	-35.10%	+13.54%
Max Drawdown (1Y) Largest decline over 1 year	-9.73%	-14.20%	+4.47%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	-14.20%	-6.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.14%	—
Current Drawdown Current decline from peak	-3.34%	-2.55%	-0.79%
Average Drawdown Average peak-to-trough decline	-5.42%	-4.89%	-0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	4.86%	-1.99%

Volatility

VEOIX vs. YFSIX - Volatility Comparison

The current volatility for Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) is 4.12%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that VEOIX 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

	VEOIX	YFSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	5.69%	-1.57%
Volatility (6M) Calculated over the trailing 6-month period	12.93%	15.90%	-2.97%
Volatility (1Y) Calculated over the trailing 1-year period	15.60%	22.66%	-7.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.38%	15.78%	-0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.38%	16.36%	-0.98%

VEOIX vs. YFSIX - Expense Ratio Comparison

VEOIX has a 0.70% expense ratio, which is lower than YFSIX's 0.95% expense ratio.

Dividends

VEOIX vs. YFSIX - Dividend Comparison

VEOIX's dividend yield for the trailing twelve months is around 0.89%, while YFSIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VEOIX Vanguard Global Environmental Opportunities Stock Fund Investor Shares	0.89%	0.99%	0.89%	1.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both VEOIX and YFSIX in my portfolio?

VEOIX and YFSIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VEOIX or YFSIX?

YFSIX has higher volatility (5.69%) compared to VEOIX (4.12%). In terms of maximum drawdown, VEOIX dropped -21.56% vs YFSIX's -35.10%.

Which has better risk-adjusted returns?

VEOIX currently has the higher Sharpe Ratio (1.09 vs 0.88), 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.