YACKX vs. CAPE
Compare and contrast key facts about AMG Yacktman Fund (YACKX) and iPath Shiller CAPE ETN (CAPE).
YACKX is managed by AMG. It was launched on Jul 6, 1992. CAPE is a passively managed fund by Barclays Capital that tracks the performance of the Shiller Barclays CAPE US Core Sector Index. It was launched on Oct 10, 2012.
Performance
YACKX vs. CAPE - Performance Comparison
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YACKX vs. CAPE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
YACKX AMG Yacktman Fund | 4.19% | 1.34% | 13.15% | 15.46% | -6.85% |
CAPE iPath Shiller CAPE ETN | -4.29% | 9.10% | 14.40% | 27.65% | -15.28% |
Returns By Period
In the year-to-date period, YACKX achieves a 4.19% return, which is significantly higher than CAPE's -4.29% return.
YACKX
- 1D
- -0.42%
- 1M
- -6.86%
- YTD
- 4.19%
- 6M
- -6.42%
- 1Y
- 4.05%
- 3Y*
- 10.37%
- 5Y*
- 7.00%
- 10Y*
- 11.21%
CAPE
- 1D
- 2.22%
- 1M
- -7.33%
- YTD
- -4.29%
- 6M
- -4.53%
- 1Y
- 2.96%
- 3Y*
- 12.22%
- 5Y*
- —
- 10Y*
- —
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YACKX vs. CAPE - Expense Ratio Comparison
YACKX has a 0.71% expense ratio, which is higher than CAPE's 0.45% expense ratio.
Return for Risk
YACKX vs. CAPE — Risk / Return Rank
YACKX
CAPE
YACKX vs. CAPE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Fund (YACKX) and iPath Shiller CAPE ETN (CAPE). 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.
| YACKX | CAPE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 0.20 | +0.01 |
Sortino ratioReturn per unit of downside risk | 0.35 | 0.40 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.05 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.37 | -0.19 |
Martin ratioReturn relative to average drawdown | 0.55 | 1.50 | -0.95 |
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
| YACKX | CAPE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.20 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.39 | +0.29 |
Correlation
The correlation between YACKX and CAPE is 0.78, 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
YACKX vs. CAPE - Dividend Comparison
YACKX has not paid dividends to shareholders, while CAPE's dividend yield for the trailing twelve months is around 1.46%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YACKX AMG Yacktman Fund | 0.00% | 0.00% | 17.32% | 4.39% | 7.35% | 3.72% | 10.82% | 16.84% | 23.06% | 10.67% | 8.57% | 13.66% |
CAPE iPath Shiller CAPE ETN | 1.46% | 1.39% | 1.23% | 1.01% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
YACKX vs. CAPE - Drawdown Comparison
The maximum YACKX drawdown since its inception was -46.65%, which is greater than CAPE's maximum drawdown of -22.07%. Use the drawdown chart below to compare losses from any high point for YACKX and CAPE.
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Drawdown Indicators
| YACKX | CAPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.65% | -22.07% | -24.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.30% | -10.89% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | — | — |
Current DrawdownCurrent decline from peak | -10.67% | -7.33% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -5.00% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 2.71% | +2.75% |
Volatility
YACKX vs. CAPE - Volatility Comparison
AMG Yacktman Fund (YACKX) and iPath Shiller CAPE ETN (CAPE) have volatilities of 4.89% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YACKX | CAPE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 5.09% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 19.24% | 8.01% | +11.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.08% | 15.07% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 17.14% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 17.14% | -1.05% |