YFSIX vs. BFSAX

Last updated Apr 1, 2026

Compare and contrast key facts about AMG Yacktman Global Fund (YFSIX) and BFS Equity Fund (BFSAX).

YFSIX is managed by AMG. It was launched on Jan 30, 2017. BFSAX is managed by BFS. It was launched on Nov 8, 2013.

Performance

YFSIX vs. BFSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Global Fund (YFSIX) and BFS Equity Fund (BFSAX). The values are adjusted to include any dividend payments, if applicable.

YFSIX vs. BFSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YFSIX AMG Yacktman Global Fund	8.16%	14.91%	-0.34%	16.64%	-9.15%	13.13%	18.46%	24.40%	2.18%	20.95%
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	8.75%	-18.53%	24.95%	10.46%	32.88%	-2.96%	18.70%

Returns By Period

YFSIX

• 1D: -1.07%
• 1M: -10.67%
• YTD: 8.16%
• 6M: 0.34%
• 1Y: 22.29%
• 3Y*: 11.70%
• 5Y*: 6.73%
• 10Y*: —

BFSAX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YFSIX vs. BFSAX - Expense Ratio Comparison

YFSIX has a 0.95% expense ratio, which is lower than BFSAX's 1.25% expense ratio.

BFSAX

BFS Equity Fund

YFSIX

AMG Yacktman Global Fund

Return for Risk

YFSIX vs. BFSAX — Risk / Return Rank

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

YFSIX

YFSIX Risk / Return Rank: 51
YFSIX Sharpe Ratio Rank: 52
YFSIX Sortino Ratio Rank: 34
YFSIX Omega Ratio Rank: 68
YFSIX Calmar Ratio Rank: 59
YFSIX Martin Ratio Rank: 43

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.

YFSIX vs. BFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Global Fund (YFSIX) and BFS Equity Fund (BFSAX). 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.

	YFSIX	BFSAX	Difference
Sharpe ratio Return per unit of total volatility	0.99	—	—
Sortino ratio Return per unit of downside risk	1.16	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.36	—	—
Martin ratio Return relative to average drawdown	4.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YFSIX	BFSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	—	—

Correlation

The correlation between YFSIX and BFSAX is 0.61, 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

YFSIX vs. BFSAX - Dividend Comparison

Neither YFSIX nor BFSAX has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	0.00%	1.14%	9.63%	1.50%	1.69%	3.63%	0.32%	0.45%	0.30%

Drawdowns

Drawdown Indicators

	YFSIX	BFSAX	Difference
Max Drawdown Largest peak-to-trough decline	-35.10%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-14.20%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.14%	—	—
Current Drawdown Current decline from peak	-11.03%	—	—
Average Drawdown Average peak-to-trough decline	-4.93%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	—	—

Volatility

Volatility by Period

	YFSIX	BFSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.29%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.11%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.20%	—	—