YACKX vs. DGRO
Compare and contrast key facts about AMG Yacktman Fund (YACKX) and iShares Core Dividend Growth ETF (DGRO).
YACKX is managed by AMG. It was launched on Jul 6, 1992. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YACKX or DGRO.
Key characteristics
| YACKX | DGRO | |
|---|---|---|
| YTD Return | 9.55% | 20.38% |
| 1Y Return | 18.21% | 31.55% |
| 3Y Return (Ann) | 5.41% | 8.19% |
| 5Y Return (Ann) | 10.98% | 12.05% |
| 10Y Return (Ann) | 9.53% | 12.00% |
| Sharpe Ratio | 1.87 | 3.23 |
| Sortino Ratio | 2.63 | 4.57 |
| Omega Ratio | 1.33 | 1.60 |
| Calmar Ratio | 3.35 | 4.06 |
| Martin Ratio | 10.38 | 21.73 |
| Ulcer Index | 1.74% | 1.44% |
| Daily Std Dev | 9.65% | 9.68% |
| Max Drawdown | -55.37% | -35.10% |
| Current Drawdown | -0.78% | -0.76% |
Correlation
The correlation between YACKX and DGRO is 0.88, 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.
Performance
YACKX vs. DGRO - Performance Comparison
In the year-to-date period, YACKX achieves a 9.55% return, which is significantly lower than DGRO's 20.38% return. Over the past 10 years, YACKX has underperformed DGRO with an annualized return of 9.53%, while DGRO has yielded a comparatively higher 12.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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YACKX vs. DGRO - Expense Ratio Comparison
YACKX has a 0.71% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
YACKX vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Fund (YACKX) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
YACKX vs. DGRO - Dividend Comparison
YACKX's dividend yield for the trailing twelve months is around 1.63%, less than DGRO's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YACKX AMG Yacktman Fund | 1.63% | 1.78% | 1.56% | 1.10% | 1.33% | 1.79% | 2.28% | 1.48% | 1.90% | 1.63% | 1.06% | 0.90% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
YACKX vs. DGRO - Drawdown Comparison
The maximum YACKX drawdown since its inception was -55.37%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for YACKX and DGRO. For additional features, visit the drawdowns tool.
Volatility
YACKX vs. DGRO - Volatility Comparison
The current volatility for AMG Yacktman Fund (YACKX) is 2.40%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.29%. This indicates that YACKX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.