YAFFX vs. TRRIX
YAFFX (AMG Yacktman Focused Fund) and TRRIX (T. Rowe Price Retirement Balanced Fund) are both mutual funds - YAFFX is a Large Cap Value Equities fund managed by AMG, while TRRIX is a Diversified Portfolio fund managed by T. Rowe Price. Over the past 10 years, YAFFX returned 12.50%/yr vs 6.61%/yr for TRRIX. A 0.79 correlation means they provide meaningful diversification when combined. YAFFX charges 1.25%/yr vs 0.49%/yr for TRRIX.
Performance
YAFFX vs. TRRIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, YAFFX achieves a 25.77% return, which is significantly higher than TRRIX's 4.46% return. Over the past 10 years, YAFFX has outperformed TRRIX with an annualized return of 12.50%, while TRRIX has yielded a comparatively lower 6.61% annualized return.
YAFFX
- 1D
- 2.63%
- 1M
- 0.37%
- YTD
- 25.77%
- 6M
- 8.10%
- 1Y
- 20.56%
- 3Y*
- 16.12%
- 5Y*
- 9.34%
- 10Y*
- 12.50%
TRRIX
- 1D
- 1.04%
- 1M
- 0.03%
- YTD
- 4.46%
- 6M
- 5.00%
- 1Y
- 11.14%
- 3Y*
- 10.52%
- 5Y*
- 4.83%
- 10Y*
- 6.61%
YAFFX vs. TRRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YAFFX AMG Yacktman Focused Fund | 25.77% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
TRRIX T. Rowe Price Retirement Balanced Fund | 4.46% | 11.02% | 9.96% | 11.57% | -13.16% | 8.63% | 11.48% | 15.32% | -3.29% | 10.38% |
Correlation
The correlation between YAFFX and TRRIX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2002 | 0.79 |
Over the past year, the correlation between YAFFX and TRRIX has dropped to 0.50 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YAFFX vs. TRRIX — Risk / Return Rank
YAFFX
TRRIX
YAFFX vs. TRRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and T. Rowe Price Retirement Balanced Fund (TRRIX). 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 | TRRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.43 | -1.18 |
| Martin ratioReturn relative to average drawdown | 4.47 | 10.06 | -5.59 |
Loading charts...
Drawdowns
YAFFX vs. TRRIX - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -43.80%, which is greater than TRRIX's maximum drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for YAFFX and TRRIX.
Loading charts...
Drawdown Indicators
| YAFFX | TRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -27.77% | -16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.08% | -4.85% | -12.23% |
Max Drawdown (3Y)Largest decline over 3 years | -18.88% | -6.10% | -12.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.31% | -18.13% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -18.57% | -12.05% |
Current DrawdownCurrent decline from peak | -4.28% | -0.95% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -2.83% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 1.16% | +3.61% |
Volatility
YAFFX vs. TRRIX - Volatility Comparison
AMG Yacktman Focused Fund (YAFFX) has a higher volatility of 7.30% compared to T. Rowe Price Retirement Balanced Fund (TRRIX) at 2.45%. This indicates that YAFFX's price experiences larger fluctuations and is considered to be riskier than TRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| YAFFX | TRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 2.45% | +4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 22.77% | 5.24% | +17.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.71% | 6.24% | +16.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 7.15% | +11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 7.24% | +9.35% |
YAFFX vs. TRRIX - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than TRRIX's 0.49% expense ratio.
Dividends
YAFFX vs. TRRIX - Dividend Comparison
YAFFX has not paid dividends to shareholders, while TRRIX's dividend yield for the trailing twelve months is around 4.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRIX T. Rowe Price Retirement Balanced Fund | 4.68% | 4.86% | 5.78% | 4.32% | 10.15% | 12.67% | 9.27% | 3.39% | 7.01% | 5.07% | 3.40% | 3.44% |
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% |
Frequently Asked Questions
YAFFX and TRRIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YAFFX has higher volatility (7.30%) compared to TRRIX (2.45%). In terms of maximum drawdown, YAFFX dropped -43.80% vs TRRIX's -27.77%.
TRRIX currently has the higher Sharpe Ratio (1.89 vs 0.94), 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.
Find the right allocation for YAFFX and TRRIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer