YCGEX vs. SILVX
YCGEX (YCG Enhanced Fund) and SILVX (SGI U.S. Large Equity Fund) are both Large Cap Blend Equities funds. Over the past 10 years, YCGEX returned 10.81%/yr vs 10.34%/yr for SILVX. Their correlation of 0.83 means they have usually moved in the same direction. YCGEX charges 1.19%/yr vs 0.98%/yr for SILVX.
Performance
YCGEX vs. SILVX - Performance Comparison
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Returns By Period
In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than SILVX's 11.62% return. Both investments have delivered pretty close results over the past 10 years, with YCGEX having a 10.81% annualized return and SILVX not far behind at 10.34%.
YCGEX
- 1D
- -1.60%
- 1M
- -0.65%
- 6M
- -4.85%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.87%
- 5Y*
- 3.12%
- 10Y*
- 10.81%
- ALL TIME*
- 11.07%
SILVX
- 1D
- 0.82%
- 1M
- 0.26%
- 6M
- 7.28%
- YTD
- 11.62%
- 1Y
- 20.78%
- 3Y*
- 14.32%
- 5Y*
- 7.85%
- 10Y*
- 10.34%
- ALL TIME*
- 11.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
YCGEX vs. SILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -6.08% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
SILVX SGI U.S. Large Equity Fund | 11.62% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 29.22% | 0.19% | 16.43% |
Correlation
The correlation between YCGEX and SILVX is 0.56, 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. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.83 |
Over the past year, the correlation between YCGEX and SILVX has dropped to 0.56 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
YCGEX vs. SILVX — Risk / Return Rank
YCGEX
SILVX
YCGEX vs. SILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) and SGI U.S. Large Equity Fund (SILVX). 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.
| YCGEX | SILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.57 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.37 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.50 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.96 | 11.23 | -12.19 |
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Drawdowns
YCGEX vs. SILVX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, which is greater than SILVX's maximum drawdown of -31.29%. Use the drawdown chart below to compare losses from any high point for YCGEX and SILVX.
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Drawdown Indicators
| YCGEX | SILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -31.29% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -7.87% | -7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -12.12% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -21.21% | -9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -31.29% | -4.61% |
Current DrawdownCurrent decline from peak | -8.51% | -0.15% | -8.36% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -3.57% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 1.75% | +4.93% |
Volatility
YCGEX vs. SILVX - Volatility Comparison
YCG Enhanced Fund (YCGEX) has a higher volatility of 6.19% compared to SGI U.S. Large Equity Fund (SILVX) at 2.47%. This indicates that YCGEX's price experiences larger fluctuations and is considered to be riskier than SILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCGEX | SILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 2.47% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 6.97% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 9.33% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 13.20% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 14.95% | +3.06% |
YCGEX vs. SILVX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is higher than SILVX's 0.98% expense ratio.
Dividends
YCGEX vs. SILVX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, less than SILVX's 7.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 7.95% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
YCGEX and SILVX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCGEX has higher volatility (6.19%) compared to SILVX (2.47%). In terms of maximum drawdown, YCGEX dropped -35.90% vs SILVX's -31.29%.
SILVX currently has the higher Sharpe Ratio (2.11 vs -0.47), 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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