YAFFX vs. DODGX
Compare and contrast key facts about AMG Yacktman Focused Fund (YAFFX) and Dodge & Cox Stock Fund Class I (DODGX).
YAFFX is managed by AMG. It was launched on May 1, 1997. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YAFFX or DODGX.
Performance
YAFFX vs. DODGX - Performance Comparison
Returns By Period
In the year-to-date period, YAFFX achieves a 4.51% return, which is significantly lower than DODGX's 19.00% return. Over the past 10 years, YAFFX has underperformed DODGX with an annualized return of 9.22%, while DODGX has yielded a comparatively higher 11.25% annualized return.
YAFFX
4.51%
-2.59%
-2.72%
10.89%
9.69%
9.22%
DODGX
19.00%
0.46%
9.06%
28.10%
13.88%
11.25%
Key characteristics
| YAFFX | DODGX | |
|---|---|---|
| Sharpe Ratio | 0.90 | 2.65 |
| Sortino Ratio | 1.40 | 3.68 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 1.73 | 5.39 |
| Martin Ratio | 4.58 | 19.88 |
| Ulcer Index | 2.37% | 1.44% |
| Daily Std Dev | 12.10% | 10.84% |
| Max Drawdown | -55.32% | -63.25% |
| Current Drawdown | -4.53% | -2.36% |
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YAFFX vs. DODGX - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Correlation
The correlation between YAFFX and DODGX is 0.80, 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.
Risk-Adjusted Performance
YAFFX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and Dodge & Cox Stock Fund Class I (DODGX). 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
YAFFX vs. DODGX - Dividend Comparison
YAFFX's dividend yield for the trailing twelve months is around 1.18%, less than DODGX's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YAFFX AMG Yacktman Focused Fund | 1.18% | 1.23% | 1.17% | 0.75% | 0.81% | 1.38% | 1.75% | 0.97% | 1.54% | 1.19% | 0.68% | 0.55% |
DODGX Dodge & Cox Stock Fund Class I | 1.41% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
YAFFX vs. DODGX - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -55.32%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for YAFFX and DODGX. For additional features, visit the drawdowns tool.
Volatility
YAFFX vs. DODGX - Volatility Comparison
The current volatility for AMG Yacktman Focused Fund (YAFFX) is 2.15%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.25%. This indicates that YAFFX experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.