YAFFX vs. MEQFX
YAFFX (AMG Yacktman Focused Fund) and MEQFX (AMG River Road Large Cap Value Select Fund) are both mutual funds - YAFFX is a Large Cap Value Equities fund managed by AMG, while MEQFX is a Large Cap Blend Equities fund managed by AMG. Over the past 10 years, YAFFX returned 13.12%/yr vs 10.94%/yr for MEQFX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. YAFFX charges 1.25%/yr vs 0.64%/yr for MEQFX.
Performance
YAFFX vs. MEQFX - Performance Comparison
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Returns By Period
In the year-to-date period, YAFFX achieves a 25.82% return, which is significantly higher than MEQFX's 0.61% return. Over the past 10 years, YAFFX has outperformed MEQFX with an annualized return of 13.12%, while MEQFX has yielded a comparatively lower 10.94% annualized return.
YAFFX
- 1D
- 1.17%
- 1M
- 4.09%
- 6M
- 15.10%
- YTD
- 25.82%
- 1Y
- 43.31%
- 3Y*
- 18.05%
- 5Y*
- 11.82%
- 10Y*
- 13.12%
- ALL TIME*
- 10.51%
MEQFX
- 1D
- 0.46%
- 1M
- 0.97%
- 6M
- 0.56%
- YTD
- 0.61%
- 1Y
- -4.86%
- 3Y*
- 9.36%
- 5Y*
- 9.69%
- 10Y*
- 10.94%
- ALL TIME*
- 6.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
YAFFX vs. MEQFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YAFFX AMG Yacktman Focused Fund | 25.82% | 23.70% | 0.63% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.61% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Correlation
The correlation between YAFFX and MEQFX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 1997 | 0.75 |
Over the past year, the correlation between YAFFX and MEQFX has dropped to 0.25 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
YAFFX vs. MEQFX — Risk / Return Rank
YAFFX
MEQFX
YAFFX vs. MEQFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and AMG River Road Large Cap Value Select Fund (MEQFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YAFFX | MEQFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.49 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.95 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 4.74 | -0.32 | +5.06 |
| Martin ratioReturn relative to average drawdown | 11.78 | -0.53 | +12.31 |
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Drawdowns
YAFFX vs. MEQFX - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -43.80%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for YAFFX and MEQFX.
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Drawdown Indicators
| YAFFX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -55.38% | +11.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -17.43% | +8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -17.43% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.31% | -19.48% | -1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -28.69% | -1.93% |
Current DrawdownCurrent decline from peak | -4.24% | -11.23% | +6.99% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -12.19% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 10.39% | -6.87% |
Volatility
YAFFX vs. MEQFX - Volatility Comparison
AMG Yacktman Focused Fund (YAFFX) has a higher volatility of 4.17% compared to AMG River Road Large Cap Value Select Fund (MEQFX) at 3.94%. This indicates that YAFFX's price experiences larger fluctuations and is considered to be riskier than MEQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YAFFX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 3.94% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 9.51% | +4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.23% | 17.05% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 17.55% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.34% | 19.60% | -5.26% |
YAFFX vs. MEQFX - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Dividends
YAFFX vs. MEQFX - Dividend Comparison
YAFFX's dividend yield for the trailing twelve months is around 14.74%, while MEQFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
YAFFX AMG Yacktman Focused Fund | 14.74% | 18.55% | 10.20% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
YAFFX and MEQFX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YAFFX has higher volatility (4.17%) compared to MEQFX (3.94%). In terms of maximum drawdown, YAFFX dropped -43.80% vs MEQFX's -55.38%.
YAFFX currently has the higher Sharpe Ratio (2.57 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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