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YASLX vs. MBDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YASLX vs. MBDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Special Opportunities Fund (YASLX) and AMG GW&K Core Bond ESG Fund (MBDFX). The values are adjusted to include any dividend payments, if applicable.

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YASLX vs. MBDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YASLX
AMG Yacktman Special Opportunities Fund
9.59%6.27%11.23%3.65%-13.59%24.45%12.82%17.07%-10.15%34.85%
MBDFX
AMG GW&K Core Bond ESG Fund
-0.71%7.29%1.24%5.73%-13.85%-3.34%7.33%9.70%-1.11%3.88%

Returns By Period

In the year-to-date period, YASLX achieves a 9.59% return, which is significantly higher than MBDFX's -0.71% return. Over the past 10 years, YASLX has outperformed MBDFX with an annualized return of 10.88%, while MBDFX has yielded a comparatively lower 1.33% annualized return.


YASLX

1D
1.89%
1M
-2.78%
YTD
9.59%
6M
4.21%
1Y
16.11%
3Y*
10.42%
5Y*
4.82%
10Y*
10.88%

MBDFX

1D
0.22%
1M
-2.06%
YTD
-0.71%
6M
0.01%
1Y
3.46%
3Y*
3.35%
5Y*
-0.49%
10Y*
1.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YASLX vs. MBDFX - Expense Ratio Comparison

YASLX has a 1.86% expense ratio, which is higher than MBDFX's 0.56% expense ratio.


Return for Risk

YASLX vs. MBDFX — Risk / Return Rank

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

YASLX
YASLX Risk / Return Rank: 5858
Overall Rank
YASLX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
YASLX Sortino Ratio Rank: 6262
Sortino Ratio Rank
YASLX Omega Ratio Rank: 6666
Omega Ratio Rank
YASLX Calmar Ratio Rank: 6060
Calmar Ratio Rank
YASLX Martin Ratio Rank: 3535
Martin Ratio Rank

MBDFX
MBDFX Risk / Return Rank: 3939
Overall Rank
MBDFX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MBDFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
MBDFX Omega Ratio Rank: 2525
Omega Ratio Rank
MBDFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MBDFX Martin Ratio Rank: 4343
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. MBDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Special Opportunities Fund (YASLX) and AMG GW&K Core Bond ESG Fund (MBDFX). 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.


YASLXMBDFXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.85

+0.51

Sortino ratio

Return per unit of downside risk

1.75

1.19

+0.56

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

1.64

1.42

+0.21

Martin ratio

Return relative to average drawdown

4.40

4.72

-0.32

YASLX vs. MBDFX - Sharpe Ratio Comparison

The current YASLX Sharpe Ratio is 1.36, which is higher than the MBDFX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of YASLX and MBDFX, 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


YASLXMBDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.85

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.08

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.26

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.48

+0.10

Correlation

The correlation between YASLX and MBDFX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YASLX vs. MBDFX - Dividend Comparison

YASLX has not paid dividends to shareholders, while MBDFX's dividend yield for the trailing twelve months is around 3.43%.


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%
MBDFX
AMG GW&K Core Bond ESG Fund
3.43%3.66%3.50%2.92%2.16%2.35%1.84%2.40%2.30%2.10%2.06%4.17%

Drawdowns

YASLX vs. MBDFX - Drawdown Comparison

The maximum YASLX drawdown since its inception was -38.91%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for YASLX and MBDFX.


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Drawdown Indicators


YASLXMBDFXDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-20.66%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-3.24%

-6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-27.74%

-20.54%

-7.20%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

-20.66%

-18.25%

Current Drawdown

Current decline from peak

-3.10%

-5.14%

+2.04%

Average Drawdown

Average peak-to-trough decline

-8.33%

-3.96%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

0.98%

+2.81%

Volatility

YASLX vs. MBDFX - Volatility Comparison

AMG Yacktman Special Opportunities Fund (YASLX) has a higher volatility of 3.81% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.64%. This indicates that YASLX's price experiences larger fluctuations and is considered to be riskier than MBDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YASLXMBDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

1.64%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

2.65%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

4.39%

+8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

6.13%

+10.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

5.05%

+9.96%