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YAFFX vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YAFFX vs. VIG - Performance Comparison

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

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YAFFX vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YAFFX
AMG Yacktman Focused Fund
8.59%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, YAFFX achieves a 8.59% return, which is significantly higher than VIG's -1.77% return. Over the past 10 years, YAFFX has underperformed VIG with an annualized return of 10.91%, while VIG has yielded a comparatively higher 12.25% annualized return.


YAFFX

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YAFFX vs. VIG - Expense Ratio Comparison

YAFFX has a 1.25% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

YAFFX vs. VIG — Risk / Return Rank

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

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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. VIG - Risk-Adjusted Trends 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.


YAFFXVIGDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.83

-0.35

Sortino ratio

Return per unit of downside risk

0.67

1.28

-0.61

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.57

1.28

-0.71

Martin ratio

Return relative to average drawdown

2.02

5.73

-3.72

YAFFX vs. VIG - Sharpe Ratio Comparison

The current YAFFX Sharpe Ratio is 0.49, which is lower than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of YAFFX and VIG, 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


YAFFXVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.83

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.69

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.77

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.57

+0.01

Correlation

The correlation between YAFFX and VIG is 0.83, 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. VIG - Dividend Comparison

YAFFX has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.61%.


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%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

YAFFX vs. VIG - Drawdown Comparison

The maximum YAFFX drawdown since its inception was -43.80%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for YAFFX and VIG.


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Drawdown Indicators


YAFFXVIGDifference

Max Drawdown

Largest peak-to-trough decline

-43.80%

-46.81%

+3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-17.08%

-10.83%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-20.39%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-30.62%

-31.72%

+1.10%

Current Drawdown

Current decline from peak

-8.71%

-6.00%

-2.71%

Average Drawdown

Average peak-to-trough decline

-6.24%

-5.55%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

2.42%

+2.41%

Volatility

YAFFX vs. VIG - Volatility Comparison

AMG Yacktman Focused Fund (YAFFX) has a higher volatility of 7.76% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that YAFFX's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YAFFXVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

4.07%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

21.51%

7.84%

+13.67%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

15.31%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

14.26%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

16.05%

+0.34%