PortfoliosLab logoPortfoliosLab logo
YAFFX vs. IVE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YAFFX vs. IVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Focused Fund (YAFFX) and iShares S&P 500 Value ETF (IVE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

YAFFX vs. IVE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
Martin Ratio Rank

IVE
IVE Risk / Return Rank: 5151
Overall Rank
IVE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IVE Omega Ratio Rank: 5252
Omega Ratio Rank
IVE Calmar Ratio Rank: 4949
Calmar Ratio Rank
IVE Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


YAFFXIVEDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.82

-0.33

Sortino ratio

Return per unit of downside risk

0.67

1.23

-0.56

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.57

1.15

-0.58

Martin ratio

Return relative to average drawdown

2.02

5.38

-3.37

YAFFX vs. IVE - Sharpe Ratio Comparison

The current YAFFX Sharpe Ratio is 0.49, which is lower than the IVE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of YAFFX and IVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


YAFFXIVEDifference

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%.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


YAFFXIVEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.71%

-4.58%

-4.13%

Average Drawdown

Average peak-to-trough decline

-6.24%

-10.17%

+3.93%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


YAFFXIVEDifference

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%