YAFFX vs. SPY
Compare and contrast key facts about AMG Yacktman Focused Fund (YAFFX) and State Street SPDR S&P 500 ETF (SPY).
YAFFX is managed by AMG. It was launched on May 1, 1997. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
YAFFX vs. SPY - Performance Comparison
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YAFFX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, YAFFX achieves a 10.26% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, YAFFX has underperformed SPY with an annualized return of 11.08%, while SPY has yielded a comparatively higher 14.06% 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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YAFFX vs. SPY - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
YAFFX vs. SPY — Risk / Return Rank
YAFFX
SPY
YAFFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.96 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.49 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.53 | -0.88 |
Martin ratioReturn relative to average drawdown | 2.29 | 7.27 | -4.97 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.96 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.70 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.79 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.56 | +0.02 |
Correlation
The correlation between YAFFX and SPY is 0.78, 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. SPY - Dividend Comparison
YAFFX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.13%.
| 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
YAFFX vs. SPY - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -43.80%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for YAFFX and SPY.
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Drawdown Indicators
| YAFFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -55.19% | +11.39% |
Max Drawdown (1Y)Largest decline over 1 year | -17.08% | -12.05% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.31% | -24.50% | +3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -33.72% | +3.10% |
Current DrawdownCurrent decline from peak | -7.31% | -5.53% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -9.09% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | 2.54% | +2.31% |
Volatility
YAFFX vs. SPY - Volatility Comparison
AMG Yacktman Focused Fund (YAFFX) has a higher volatility of 8.00% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that YAFFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YAFFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 5.35% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 21.56% | 9.50% | +12.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.92% | 19.06% | +3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 17.06% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 17.92% | -1.52% |