YAFFX vs. IVE
Compare and contrast key facts about AMG Yacktman Focused Fund (YAFFX) and iShares S&P 500 Value ETF (IVE).
YAFFX is managed by AMG. It was launched on May 1, 1997. IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 2000.
Performance
YAFFX vs. IVE - Performance Comparison
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YAFFX vs. IVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YAFFX AMG Yacktman Focused Fund | 8.59% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
IVE iShares S&P 500 Value ETF | -0.07% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 1.22% | 31.62% | -9.22% | 15.24% |
Returns By Period
In the year-to-date period, YAFFX achieves a 8.59% return, which is significantly higher than IVE's -0.07% return. Both investments have delivered pretty close results over the past 10 years, with YAFFX having a 10.91% annualized return and IVE not far ahead at 11.25%.
YAFFX
- 1D
- -0.76%
- 1M
- -8.71%
- YTD
- 8.59%
- 6M
- -1.14%
- 1Y
- 11.37%
- 3Y*
- 11.67%
- 5Y*
- 7.33%
- 10Y*
- 10.91%
IVE
- 1D
- 1.70%
- 1M
- -4.58%
- YTD
- -0.07%
- 6M
- 3.10%
- 1Y
- 12.68%
- 3Y*
- 13.69%
- 5Y*
- 10.30%
- 10Y*
- 11.25%
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YAFFX vs. IVE - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than IVE's 0.18% expense ratio.
Return for Risk
YAFFX vs. IVE — Risk / Return Rank
YAFFX
IVE
YAFFX vs. IVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and iShares S&P 500 Value ETF (IVE). 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.
| YAFFX | IVE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.82 | -0.33 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.23 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.15 | -0.58 |
Martin ratioReturn relative to average drawdown | 2.02 | 5.38 | -3.37 |
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
| YAFFX | IVE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.82 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.72 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.66 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.38 | +0.20 |
Correlation
The correlation between YAFFX and IVE is 0.82, 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
YAFFX vs. IVE - Dividend Comparison
YAFFX has not paid dividends to shareholders, while IVE's dividend yield for the trailing twelve months is around 1.64%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVE iShares S&P 500 Value ETF | 1.64% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
Drawdowns
YAFFX vs. IVE - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -43.80%, smaller than the maximum IVE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for YAFFX and IVE.
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Drawdown Indicators
| YAFFX | IVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -61.32% | +17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -17.08% | -12.00% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.31% | -18.04% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -37.04% | +6.42% |
Current DrawdownCurrent decline from peak | -8.71% | -4.58% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -10.17% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 2.55% | +2.28% |
Volatility
YAFFX vs. IVE - Volatility Comparison
AMG Yacktman Focused Fund (YAFFX) has a higher volatility of 7.76% compared to iShares S&P 500 Value ETF (IVE) at 3.82%. This indicates that YAFFX's price experiences larger fluctuations and is considered to be riskier than IVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YAFFX | IVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 3.82% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 21.51% | 7.70% | +13.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.92% | 15.61% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 14.45% | +3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 16.98% | -0.59% |