YAFFX vs. VTV
Compare and contrast key facts about AMG Yacktman Focused Fund (YAFFX) and Vanguard Value ETF (VTV).
YAFFX is managed by AMG. It was launched on May 1, 1997. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YAFFX or VTV.
Performance
YAFFX vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, YAFFX achieves a 4.51% return, which is significantly lower than VTV's 19.95% return. Over the past 10 years, YAFFX has underperformed VTV with an annualized return of 9.22%, while VTV has yielded a comparatively higher 10.47% annualized return.
YAFFX
4.51%
-2.59%
-2.72%
10.89%
9.69%
9.22%
VTV
19.95%
-0.91%
8.89%
28.68%
11.42%
10.47%
Key characteristics
| YAFFX | VTV | |
|---|---|---|
| Sharpe Ratio | 0.90 | 2.79 |
| Sortino Ratio | 1.40 | 3.93 |
| Omega Ratio | 1.19 | 1.51 |
| Calmar Ratio | 1.73 | 5.57 |
| Martin Ratio | 4.58 | 17.90 |
| Ulcer Index | 2.37% | 1.59% |
| Daily Std Dev | 12.10% | 10.17% |
| Max Drawdown | -55.32% | -59.27% |
| Current Drawdown | -4.53% | -1.69% |
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YAFFX vs. VTV - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than VTV's 0.04% expense ratio.
Correlation
The correlation between YAFFX and VTV 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. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
YAFFX's dividend yield for the trailing twelve months is around 1.18%, less than VTV's 2.25% 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% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
YAFFX vs. VTV - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -55.32%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for YAFFX and VTV. For additional features, visit the drawdowns tool.
Volatility
YAFFX vs. VTV - Volatility Comparison
The current volatility for AMG Yacktman Focused Fund (YAFFX) is 2.15%, while Vanguard Value ETF (VTV) has a volatility of 3.66%. This indicates that YAFFX experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.