VT vs. YAFFX
VT (Vanguard Total World Stock ETF) and YAFFX (AMG Yacktman Focused Fund) are both funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, VT returned 12.93%/yr vs 12.50%/yr for YAFFX. Their correlation of 0.83 suggests significant overlap in exposure. VT charges 0.06%/yr vs 1.25%/yr for YAFFX.
Performance
VT vs. YAFFX - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 11.06% return, which is significantly lower than YAFFX's 25.77% return. Both investments have delivered pretty close results over the past 10 years, with VT having a 12.93% annualized return and YAFFX not far behind at 12.50%.
VT
- 1D
- 0.44%
- 1M
- 1.80%
- YTD
- 11.06%
- 6M
- 11.82%
- 1Y
- 27.43%
- 3Y*
- 19.71%
- 5Y*
- 10.65%
- 10Y*
- 12.93%
YAFFX
- 1D
- 2.63%
- 1M
- 1.94%
- YTD
- 25.77%
- 6M
- 8.10%
- 1Y
- 21.71%
- 3Y*
- 16.12%
- 5Y*
- 9.34%
- 10Y*
- 12.50%
VT vs. YAFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 11.06% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
YAFFX AMG Yacktman Focused Fund | 25.77% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between VT and YAFFX is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.83 |
Over the past year, the correlation between VT and YAFFX has dropped to 0.53 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
VT vs. YAFFX — Risk / Return Rank
VT
YAFFX
VT vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
| VT | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.26 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 1.26 | +1.43 |
| Martin ratioReturn relative to average drawdown | 11.67 | 4.47 | +7.20 |
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Drawdowns
VT vs. YAFFX - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for VT and YAFFX.
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Drawdown Indicators
| VT | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -43.80% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -17.08% | +7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -18.88% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -21.31% | -5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | -30.62% | -3.62% |
Current DrawdownCurrent decline from peak | -1.92% | -4.28% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -6.21% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 4.77% | -2.55% |
Volatility
VT vs. YAFFX - Volatility Comparison
The current volatility for Vanguard Total World Stock ETF (VT) is 5.26%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.30%. This indicates that VT 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
| VT | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 7.30% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 22.77% | -11.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 22.71% | -9.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 18.22% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 16.59% | +0.68% |
VT vs. YAFFX - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
VT vs. YAFFX - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.61%, while YAFFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.61% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
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
VT and YAFFX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YAFFX has higher volatility (7.30%) compared to VT (5.26%). In terms of maximum drawdown, VT dropped -50.27% vs YAFFX's -43.80%.
VT currently has the higher Sharpe Ratio (1.94 vs 0.94), 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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