VIOPX vs. YASLX

Last updated Jun 5, 2026

VIOPX (VALIC Company I International Opportunities Fund) and YASLX (AMG Yacktman Special Opportunities Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 3 years, VIOPX returned 12.23%/yr vs 12.25%/yr for YASLX. A 0.70 correlation means they provide meaningful diversification when combined. VIOPX charges 0.95%/yr vs 1.86%/yr for YASLX.

Performance

VIOPX vs. YASLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I International Opportunities Fund (VIOPX) and AMG Yacktman Special Opportunities Fund (YASLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIOPX achieves a 5.74% return, which is significantly lower than YASLX's 16.77% return.

VIOPX

• 1D: -0.82%
• 1M: 0.67%
• YTD: 5.74%
• 6M: 6.40%
• 1Y: 15.16%
• 3Y*: 12.23%
• 5Y*: —
• 10Y*: —

YASLX

• 1D: -0.71%
• 1M: 0.72%
• YTD: 16.77%
• 6M: 14.87%
• 1Y: 17.31%
• 3Y*: 12.25%
• 5Y*: 3.99%
• 10Y*: 11.34%

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

VIOPX vs. YASLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VIOPX VALIC Company I International Opportunities Fund	5.74%	24.22%	-2.38%	14.07%	-23.96%	0.04%
YASLX AMG Yacktman Special Opportunities Fund	16.77%	6.27%	11.23%	3.65%	-13.59%	-1.58%

Correlation

The correlation between VIOPX and YASLX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jun 16, 2021	0.70

The correlation between VIOPX and YASLX shifts across timeframes, from 0.56 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VIOPX vs. YASLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIOPX

VIOPX Risk / Return Rank: 19
VIOPX Sharpe Ratio Rank: 19
VIOPX Sortino Ratio Rank: 20
VIOPX Omega Ratio Rank: 19
VIOPX Calmar Ratio Rank: 17
VIOPX Martin Ratio Rank: 21

YASLX

YASLX Risk / Return Rank: 28
YASLX Sharpe Ratio Rank: 33
YASLX Sortino Ratio Rank: 29
YASLX Omega Ratio Rank: 34
YASLX Calmar Ratio Rank: 23
YASLX Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIOPX vs. YASLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I International Opportunities Fund (VIOPX) 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.

	VIOPX	YASLX	Difference
Sharpe ratio: Return per unit of total volatility	1.18	1.60	-0.41
Sortino ratio: Return per unit of downside risk	1.79	2.19	-0.40
Omega ratio: Gain probability vs. loss probability	1.22	1.30	-0.08
Calmar ratio: Return relative to maximum drawdown	1.40	1.72	-0.32
Martin ratio: Return relative to average drawdown	5.08	4.92	+0.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIOPX vs. YASLX - Sharpe Ratio Comparison

The current VIOPX Sharpe Ratio is 1.18, which is comparable to the YASLX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of VIOPX and YASLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VIOPX	YASLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	1.60	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.62	-0.48

Drawdowns

VIOPX vs. YASLX - Drawdown Comparison

The maximum VIOPX drawdown since its inception was -36.14%, smaller than the maximum YASLX drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for VIOPX and YASLX.

Drawdown Indicators

	VIOPX	YASLX	Difference
Max Drawdown Largest peak-to-trough decline	-36.14%	-38.91%	+2.77%
Max Drawdown (1Y) Largest decline over 1 year	-11.59%	-10.18%	-1.41%
Max Drawdown (3Y) Largest decline over 3 years	-19.83%	-16.65%	-3.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.91%	—
Current Drawdown Current decline from peak	-2.55%	-0.71%	-1.84%
Average Drawdown Average peak-to-trough decline	-14.96%	-8.22%	-6.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.18%	3.54%	-0.36%

Volatility

VIOPX vs. YASLX - Volatility Comparison

VALIC Company I International Opportunities Fund (VIOPX) has a higher volatility of 3.73% compared to AMG Yacktman Special Opportunities Fund (YASLX) at 2.74%. This indicates that VIOPX'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.

Volatility by Period

	VIOPX	YASLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	2.74%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	11.36%	8.56%	+2.80%
Volatility (1Y) Calculated over the trailing 1-year period	13.69%	10.99%	+2.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.90%	16.32%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	15.02%	+0.88%

VIOPX vs. YASLX - Expense Ratio Comparison

VIOPX has a 0.95% expense ratio, which is lower than YASLX's 1.86% expense ratio.

Dividends

VIOPX vs. YASLX - Dividend Comparison

VIOPX's dividend yield for the trailing twelve months is around 4.13%, while YASLX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIOPX VALIC Company I International Opportunities Fund	4.13%	0.00%	0.98%	12.80%	20.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both VIOPX and YASLX in my portfolio?

VIOPX and YASLX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIOPX or YASLX?

VIOPX has higher volatility (3.73%) compared to YASLX (2.74%). In terms of maximum drawdown, VIOPX dropped -36.14% vs YASLX's -38.91%.

Which has better risk-adjusted returns?

YASLX currently has the higher Sharpe Ratio (1.60 vs 1.18), 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.