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YASLX vs. DISMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YASLX vs. DISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Special Opportunities Fund (YASLX) and DFA International Small Cap Growth Portfolio (DISMX). The values are adjusted to include any dividend payments, if applicable.

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YASLX vs. DISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YASLX
AMG Yacktman Special Opportunities Fund
7.56%6.27%11.23%3.65%-13.59%24.45%12.82%17.07%-10.15%34.85%
DISMX
DFA International Small Cap Growth Portfolio
-1.15%27.95%1.30%11.55%-25.16%9.27%16.42%25.78%-17.96%34.06%

Returns By Period

In the year-to-date period, YASLX achieves a 7.56% return, which is significantly higher than DISMX's -1.15% return. Over the past 10 years, YASLX has outperformed DISMX with an annualized return of 10.68%, while DISMX has yielded a comparatively lower 6.65% annualized return.


YASLX

1D
-0.17%
1M
-4.89%
YTD
7.56%
6M
1.74%
1Y
15.32%
3Y*
9.73%
5Y*
4.69%
10Y*
10.68%

DISMX

1D
3.32%
1M
-8.08%
YTD
-1.15%
6M
0.13%
1Y
22.46%
3Y*
10.45%
5Y*
2.14%
10Y*
6.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YASLX vs. DISMX - Expense Ratio Comparison

YASLX has a 1.86% expense ratio, which is higher than DISMX's 0.53% expense ratio.


Return for Risk

YASLX vs. DISMX — Risk / Return Rank

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

YASLX
YASLX Risk / Return Rank: 5454
Overall Rank
YASLX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YASLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
YASLX Omega Ratio Rank: 5959
Omega Ratio Rank
YASLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YASLX Martin Ratio Rank: 3535
Martin Ratio Rank

DISMX
DISMX Risk / Return Rank: 7070
Overall Rank
DISMX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DISMX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DISMX Omega Ratio Rank: 7070
Omega Ratio Rank
DISMX Calmar Ratio Rank: 6666
Calmar Ratio Rank
DISMX Martin Ratio Rank: 6464
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.

YASLX vs. DISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Special Opportunities Fund (YASLX) and DFA International Small Cap Growth Portfolio (DISMX). 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.


YASLXDISMXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.44

-0.30

Sortino ratio

Return per unit of downside risk

1.48

1.96

-0.48

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.40

1.65

-0.24

Martin ratio

Return relative to average drawdown

3.78

6.56

-2.78

YASLX vs. DISMX - Sharpe Ratio Comparison

The current YASLX Sharpe Ratio is 1.14, which is comparable to the DISMX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of YASLX and DISMX, 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


YASLXDISMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.44

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.13

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.41

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.47

+0.10

Correlation

The correlation between YASLX and DISMX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

YASLX vs. DISMX - Dividend Comparison

YASLX has not paid dividends to shareholders, while DISMX's dividend yield for the trailing twelve months is around 1.99%.


TTM20252024202320222021202020192018201720162015
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%
DISMX
DFA International Small Cap Growth Portfolio
1.99%1.98%2.48%2.15%2.17%1.89%1.11%2.31%5.59%3.79%1.73%2.75%

Drawdowns

YASLX vs. DISMX - Drawdown Comparison

The maximum YASLX drawdown since its inception was -38.91%, smaller than the maximum DISMX drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for YASLX and DISMX.


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Drawdown Indicators


YASLXDISMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-41.53%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-12.22%

+2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-27.74%

-41.53%

+13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-41.53%

+2.62%

Current Drawdown

Current decline from peak

-4.89%

-9.30%

+4.41%

Average Drawdown

Average peak-to-trough decline

-8.34%

-10.60%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.07%

+0.71%

Volatility

YASLX vs. DISMX - Volatility Comparison

The current volatility for AMG Yacktman Special Opportunities Fund (YASLX) is 3.18%, while DFA International Small Cap Growth Portfolio (DISMX) has a volatility of 7.15%. This indicates that YASLX experiences smaller price fluctuations and is considered to be less risky than DISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YASLXDISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

7.15%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

10.77%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

15.92%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

16.66%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

16.31%

-1.31%