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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YAFFX or IVE.
Performance
YAFFX vs. IVE - Performance Comparison
Returns By Period
In the year-to-date period, YAFFX achieves a 4.51% return, which is significantly lower than IVE's 16.85% return. Over the past 10 years, YAFFX has underperformed IVE with an annualized return of 9.22%, while IVE has yielded a comparatively higher 10.39% annualized return.
YAFFX
4.51%
-2.59%
-2.72%
10.89%
9.69%
9.22%
IVE
16.85%
-0.29%
8.33%
25.57%
12.05%
10.39%
Key characteristics
| YAFFX | IVE | |
|---|---|---|
| Sharpe Ratio | 0.90 | 2.61 |
| Sortino Ratio | 1.40 | 3.66 |
| Omega Ratio | 1.19 | 1.47 |
| Calmar Ratio | 1.73 | 4.72 |
| Martin Ratio | 4.58 | 15.16 |
| Ulcer Index | 2.37% | 1.70% |
| Daily Std Dev | 12.10% | 9.91% |
| Max Drawdown | -55.32% | -61.32% |
| Current Drawdown | -4.53% | -1.20% |
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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.
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.
Risk-Adjusted Performance
YAFFX vs. IVE - Risk-Adjusted Performance 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.
Dividends
YAFFX vs. IVE - Dividend Comparison
YAFFX's dividend yield for the trailing twelve months is around 1.18%, less than IVE's 1.81% 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% |
IVE iShares S&P 500 Value ETF | 1.81% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.45% | 2.14% | 2.04% |
Drawdowns
YAFFX vs. IVE - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -55.32%, 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. For additional features, visit the drawdowns tool.
Volatility
YAFFX vs. IVE - Volatility Comparison
The current volatility for AMG Yacktman Focused Fund (YAFFX) is 2.15%, while iShares S&P 500 Value ETF (IVE) has a volatility of 3.44%. This indicates that YAFFX experiences smaller price fluctuations and is considered to be less risky than IVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.