YASLX vs. COIIX
YASLX (AMG Yacktman Special Opportunities Fund) and COIIX (Calvert International Opportunities Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, YASLX returned 10.69%/yr vs 7.19%/yr for COIIX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. YASLX charges 1.86%/yr vs 1.06%/yr for COIIX.
Performance
YASLX vs. COIIX - Performance Comparison
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Returns By Period
In the year-to-date period, YASLX achieves a 17.51% return, which is significantly higher than COIIX's 9.63% return. Over the past 10 years, YASLX has outperformed COIIX with an annualized return of 10.69%, while COIIX has yielded a comparatively lower 7.19% annualized return.
YASLX
- 1D
- 0.71%
- 1M
- 3.32%
- 6M
- 8.97%
- YTD
- 17.51%
- 1Y
- 17.62%
- 3Y*
- 10.71%
- 5Y*
- 4.91%
- 10Y*
- 10.69%
- ALL TIME*
- 8.87%
COIIX
- 1D
- 1.82%
- 1M
- 3.05%
- 6M
- 6.58%
- YTD
- 9.63%
- 1Y
- 11.95%
- 3Y*
- 8.04%
- 5Y*
- 0.64%
- 10Y*
- 7.19%
- ALL TIME*
- 4.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
YASLX vs. COIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YASLX AMG Yacktman Special Opportunities Fund | 17.51% | 6.27% | 11.23% | 3.65% | -13.59% | 24.45% | 12.82% | 17.07% | -10.15% | 34.85% |
COIIX Calvert International Opportunities Fund | 9.63% | 13.80% | -1.48% | 12.95% | -26.69% | 13.97% | 14.05% | 26.09% | -14.57% | 38.55% |
Correlation
The correlation between YASLX and COIIX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.66 |
The correlation between YASLX and COIIX shifts across timeframes, from 0.55 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
YASLX vs. COIIX — Risk / Return Rank
YASLX
COIIX
YASLX vs. COIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Special Opportunities Fund (YASLX) and Calvert International Opportunities Fund (COIIX). 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.
| YASLX | COIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.92 | +0.84 |
| Martin ratioReturn relative to average drawdown | 4.91 | 3.23 | +1.67 |
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Drawdowns
YASLX vs. COIIX - Drawdown Comparison
The maximum YASLX drawdown since its inception was -38.91%, smaller than the maximum COIIX drawdown of -57.27%. Use the drawdown chart below to compare losses from any high point for YASLX and COIIX.
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Drawdown Indicators
| YASLX | COIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.91% | -57.27% | +18.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -12.74% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.65% | -16.54% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -27.74% | -40.36% | +12.62% |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | -40.36% | +1.45% |
Current DrawdownCurrent decline from peak | -0.23% | -1.88% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -14.90% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 3.63% | +0.02% |
Volatility
YASLX vs. COIIX - Volatility Comparison
The current volatility for AMG Yacktman Special Opportunities Fund (YASLX) is 2.38%, while Calvert International Opportunities Fund (COIIX) has a volatility of 4.04%. This indicates that YASLX experiences smaller price fluctuations and is considered to be less risky than COIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YASLX | COIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 4.04% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.34% | 11.80% | -4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 14.10% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 17.01% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 16.68% | -1.71% |
YASLX vs. COIIX - Expense Ratio Comparison
YASLX has a 1.86% expense ratio, which is higher than COIIX's 1.06% expense ratio.
Dividends
YASLX vs. COIIX - Dividend Comparison
YASLX has not paid dividends to shareholders, while COIIX's dividend yield for the trailing twelve months is around 3.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COIIX Calvert International Opportunities Fund | 3.18% | 3.49% | 3.24% | 1.77% | 0.61% | 7.67% | 0.78% | 1.32% | 9.82% | 7.19% | 1.52% | 4.53% |
YASLX AMG Yacktman Special Opportunities Fund | 0.00% | 0.00% | 15.82% | 8.97% | 0.94% | 3.85% | 2.62% | 12.95% | 9.89% | 4.86% | 3.28% | 4.59% |
Frequently Asked Questions
YASLX and COIIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIIX has higher volatility (4.04%) compared to YASLX (2.38%). In terms of maximum drawdown, YASLX dropped -38.91% vs COIIX's -57.27%.
YASLX currently has the higher Sharpe Ratio (1.63 vs 0.84), 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.
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