YCGEX vs. YFSIX
YCGEX (YCG Enhanced Fund) and YFSIX (AMG Yacktman Global Fund) are both mutual funds - YCGEX is a Large Cap Blend Equities fund managed by YCG, while YFSIX is a Global Equities fund managed by AMG. Over the past 5 years, YCGEX returned 3.12%/yr vs 9.02%/yr for YFSIX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. YCGEX charges 1.19%/yr vs 0.95%/yr for YFSIX.
Performance
YCGEX vs. YFSIX - 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 YFSIX's 24.97% return.
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%
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
YCGEX vs. YFSIX - 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% | 20.10% |
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between YCGEX and YFSIX is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.62 |
Over the past year, the correlation between YCGEX and YFSIX has dropped to 0.07 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
YCGEX vs. YFSIX — Risk / Return Rank
YCGEX
YFSIX
YCGEX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) and AMG Yacktman Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.22 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 1.41 | -1.84 |
| Martin ratioReturn relative to average drawdown | -0.96 | 4.10 | -5.06 |
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Drawdowns
YCGEX vs. YFSIX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, roughly equal to the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for YCGEX and YFSIX.
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Drawdown Indicators
| YCGEX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -35.10% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -14.20% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -14.20% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -25.14% | -5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | — | — |
Current DrawdownCurrent decline from peak | -8.51% | -2.55% | -5.96% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -4.89% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 4.86% | +1.82% |
Volatility
YCGEX vs. YFSIX - Volatility Comparison
YCG Enhanced Fund (YCGEX) has a higher volatility of 6.19% compared to AMG Yacktman Global Fund (YFSIX) at 5.69%. This indicates that YCGEX's price experiences larger fluctuations and is considered to be riskier than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCGEX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 5.69% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 15.90% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 22.66% | -8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 15.78% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 16.36% | +1.65% |
YCGEX vs. YFSIX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Dividends
YCGEX vs. YFSIX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, while YFSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
YCGEX and YFSIX have a correlation of 0.07, 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 YFSIX (5.69%). In terms of maximum drawdown, YCGEX dropped -35.90% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.88 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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