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YAFFX vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YAFFX vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Focused Fund (YAFFX) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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YAFFX vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YAFFX
AMG Yacktman Focused Fund
10.26%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%
SMH
VanEck Semiconductor ETF
8.84%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Returns By Period

In the year-to-date period, YAFFX achieves a 10.26% return, which is significantly higher than SMH's 8.84% return. Over the past 10 years, YAFFX has underperformed SMH with an annualized return of 11.08%, while SMH has yielded a comparatively higher 31.58% annualized return.


YAFFX

1D
1.53%
1M
-7.23%
YTD
10.26%
6M
0.19%
1Y
12.84%
3Y*
12.23%
5Y*
7.51%
10Y*
11.08%

SMH

1D
2.24%
1M
-3.55%
YTD
8.84%
6M
17.83%
1Y
85.04%
3Y*
44.53%
5Y*
26.15%
10Y*
31.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YAFFX vs. SMH - Expense Ratio Comparison

YAFFX has a 1.25% expense ratio, which is higher than SMH's 0.35% expense ratio.


Return for Risk

YAFFX vs. SMH — Risk / Return Rank

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

YAFFX
YAFFX Risk / Return Rank: 2222
Overall Rank
YAFFX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3636
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9393
Sortino Ratio Rank
SMH Omega Ratio Rank: 9292
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
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. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and VanEck Semiconductor ETF (SMH). 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.


YAFFXSMHDifference

Sharpe ratio

Return per unit of total volatility

0.58

2.32

-1.74

Sortino ratio

Return per unit of downside risk

0.76

2.92

-2.16

Omega ratio

Gain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratio

Return relative to maximum drawdown

0.65

5.39

-4.74

Martin ratio

Return relative to average drawdown

2.29

19.22

-16.93

YAFFX vs. SMH - Sharpe Ratio Comparison

The current YAFFX Sharpe Ratio is 0.58, which is lower than the SMH Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of YAFFX and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YAFFXSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

2.32

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.76

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.98

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.28

+0.30

Correlation

The correlation between YAFFX and SMH is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

YAFFX vs. SMH - Dividend Comparison

YAFFX has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.28%.


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%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

YAFFX vs. SMH - Drawdown Comparison

The maximum YAFFX drawdown since its inception was -43.80%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for YAFFX and SMH.


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Drawdown Indicators


YAFFXSMHDifference

Max Drawdown

Largest peak-to-trough decline

-43.80%

-84.96%

+41.16%

Max Drawdown (1Y)

Largest decline over 1 year

-17.08%

-15.95%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-45.30%

+23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-30.62%

-45.30%

+14.68%

Current Drawdown

Current decline from peak

-7.31%

-8.02%

+0.71%

Average Drawdown

Average peak-to-trough decline

-6.24%

-41.35%

+35.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.85%

4.47%

+0.38%

Volatility

YAFFX vs. SMH - Volatility Comparison

The current volatility for AMG Yacktman Focused Fund (YAFFX) is 8.00%, while VanEck Semiconductor ETF (SMH) has a volatility of 11.74%. This indicates that YAFFX experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YAFFXSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

11.74%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

21.56%

24.02%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

36.88%

-13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

34.68%

-16.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

32.29%

-15.89%