YAFFX vs. VIG
Compare and contrast key facts about AMG Yacktman Focused Fund (YAFFX) and Vanguard Dividend Appreciation ETF (VIG).
YAFFX is managed by AMG. It was launched on May 1, 1997. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Apr 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YAFFX or VIG.
Performance
YAFFX vs. VIG - Performance Comparison
Returns By Period
In the year-to-date period, YAFFX achieves a 4.51% return, which is significantly lower than VIG's 18.17% return. Over the past 10 years, YAFFX has underperformed VIG with an annualized return of 9.22%, while VIG has yielded a comparatively higher 11.66% annualized return.
YAFFX
4.51%
-2.59%
-2.72%
10.89%
9.69%
9.22%
VIG
18.17%
-1.19%
8.94%
24.96%
12.42%
11.66%
Key characteristics
| YAFFX | VIG | |
|---|---|---|
| Sharpe Ratio | 0.90 | 2.51 |
| Sortino Ratio | 1.40 | 3.53 |
| Omega Ratio | 1.19 | 1.46 |
| Calmar Ratio | 1.73 | 4.91 |
| Martin Ratio | 4.58 | 16.27 |
| Ulcer Index | 2.37% | 1.53% |
| Daily Std Dev | 12.10% | 9.92% |
| Max Drawdown | -55.32% | -46.81% |
| Current Drawdown | -4.53% | -2.16% |
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YAFFX vs. VIG - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than VIG's 0.06% expense ratio.
Correlation
The correlation between YAFFX and VIG is 0.85, 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. VIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and Vanguard Dividend Appreciation ETF (VIG). 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. VIG - Dividend Comparison
YAFFX's dividend yield for the trailing twelve months is around 1.18%, less than VIG's 1.72% 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% |
VIG Vanguard Dividend Appreciation ETF | 1.72% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Drawdowns
YAFFX vs. VIG - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -55.32%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for YAFFX and VIG. For additional features, visit the drawdowns tool.
Volatility
YAFFX vs. VIG - Volatility Comparison
The current volatility for AMG Yacktman Focused Fund (YAFFX) is 2.15%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.61%. This indicates that YAFFX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.